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HomeMy WebLinkAboutMINUTES - 09162014 - C.49RECOMMENDATION(S): ACCEPT the Treasurer’s Quarterly Investment Report (the “Report”) as of June 30, 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 April 1, 2014 through June 30, 2014. As of June 30, 2014, the par value, cost, and market value of Contra Costa County Investment Pool were $2,381,402,388.40, $2,385,681,242.72, and $2,384,395,928.88, respectively. The weighted yield to maturity was 0.37% and the weighted average days to maturity were 184 days. As of June 30, 2014, The APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 09/16/2014 APPROVED AS RECOMMENDED OTHER Clerks Notes: VOTE OF SUPERVISORS AYE:John Gioia, District I Supervisor Candace Andersen, District II Supervisor Karen Mitchoff, District IV Supervisor Federal D. Glover, District V Supervisor ABSENT:Mary N. Piepho, District III Supervisor Contact: Brice Bins, 925 957-2848 I hereby certify that this is a true and correct copy of an action taken and entered on the minutes of the Board of Supervisors on the date shown. ATTESTED: September 16, 2014 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stephanie L. Mello, Deputy cc: C. 49 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:September 16, 2014 Contra Costa County Subject:Treasurer's Investment Report as of June 30, 2014 BACKGROUND: (CONT'D) 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 will not comply with Government Code Section 53646. CHILDREN'S IMPACT STATEMENT: Not applicable. ATTACHMENTS Quarterly Report 6/30/2014 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF JUNE 30, 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 5 2. Portfolio Detail 7 3. Market Valuation Sources 22 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 24 b. CalTrust 55 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 59 4. Miscellaneous a. Statements 60 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 6/30/14, the fair value of the Treasurer’s investment portfolio was 99.95% of the cost. More than 85 percent of the portfolio or over $2.02 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 $2,381,402,388.40 Cost $2,385,681,242.72 Market Value $2,384,395,928.88 Weighted Yield to Maturity 0.37% Weighted Average Days to Maturity 184 days Weighted Duration 0.50 year Page 1 PERCENT OF TYPE PAR VALUE COST FAIR VALUE TOTAL COST A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes) $33,935,000.00 $35,181,423.05 $34,911,319.95 1.47% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 79,597,857.14 79,754,737.49 79,813,490.57 3.34% Federal National Mortgage Association 80,564,000.00 82,031,637.39 81,135,637.47 3.44% Federal Farm Credit Banks 54,574,000.00 54,641,266.05 54,690,552.43 2.29% Federal Home Loan Mortgage Corporation 66,492,000.00 67,829,665.64 66,667,275.44 2.84% Municipal Bonds 6,620,000.00 6,888,245.85 1 6,888,245.85 1 0.29% Subtotal 287,847,857.14 291,145,552.42 289,195,201.76 12.20% 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 764,574,000.00 763,861,115.44 764,244,016.21 32.02% Negotiable Certificates of Deposit 485,975,000.00 485,977,092.93 486,107,518.65 20.37% Medium Term Certificates of Deposit 0.00 0.00 0.00 0.00% Corporate Notes 99,622,000.00 99,775,786.40 100,145,592.25 4.18% Money Market Accounts 565,318.32 565,318.32 565,318.32 0.02% Time Deposit 3,335.77 3,335.77 3,335.77 0.00% Subtotal 1,350,739,654.09 1,350,182,648.86 1,351,065,781.20 56.60% TOTAL (Section A.)1,672,522,511.23 1,676,509,624.33 1,675,172,302.91 70.27% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 249,031,121.23 249,031,121.23 249,105,519.28 2 10.44% 2. Other a. EBRCS Bond 2,376,094.38 2,376,094.38 2,376,094.38 0.10% b. Miscellaneous (BNY, CCFCU) 123,858.83 123,858.83 123,858.83 0.01% c. Wells Capital Management 44,094,221.54 44,385,962.76 44,363,572.29 1.86% d. CalTRUST (Short-Term Fund) 123,210,612.77 123,210,612.77 123,210,612.77 5.16% Subtotal 169,804,787.52 170,096,528.74 170,074,138.27 7.13% TOTAL (Section B.)418,835,908.75 419,127,649.97 419,179,657.55 17.57% C. Cash 290,043,968.42 290,043,968.42 290,043,968.42 12.16% 3GRAND TOTAL (FOR A , B, & C)$2,381,402,388.40 $2,385,681,242.72 $2,384,395,928.88 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of June 30, 2014 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF JUNE 30, 2014 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF JUNE 30, 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 85% of the portfolio will mature in less than a year with a weighted average maturity of 184 days. U.S. Treasuries 1.47% U.S.Agencies- Federal, State and Local 12.20% Money Market 56.60% Outside Contractors-LAIF 10.44% Outside Contractors-Other 7.13% Cash 12.16% PORTFOLIO BREAKDOWN BY INVESTMENT 85.03% 5.49%5.95% 2.18% 1.34% $0 $500,000,000 $1,000,000,000 $1,500,000,000 $2,000,000,000 $2,500,000,000 1 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.38% AA+ 15.46% AA 16.17% AA‐ 1.71% A+ 0.78%A 0.66%A‐ 0.08% A‐1+ 8.09% A‐1 44.28% NR (CASH) 12.18% NR (Misc.) 0.23% PORTFOLIO CREDIT QUALITY 0.366% 0.388% 0.230% 0.292% 0.400% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is  100% of the portfolio; Treasurer‐70%; LAIF‐11%; Wells Cap‐2%;  CalTRUST‐5%  and Cash‐12% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% 9/11 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 39.55% School Dist. 41.12% Community College  Dist. 11.83% Voluntary  Participants 7.50% POOL BALANCE BY PARTICIPANTS Note: More than 50% of the School Dist. funds from the bond proceeds Page 3 Note:All data provided by BloombergMAJOR MARKET AND ECONOMIC DATAAS OF JUNE 30, 2014012345678906/94 06/97 06/00 06/03 06/06 06/09 06/12PercentageTREASURY YIELDS AND FED TARGET RATEUS 2‐YR TREASURY YIELDUS 5‐YR TREASURY YIELDFEDERAL FUND TARGET RATE‐10‐8‐6‐4‐2024681012/31/1406/30/1212/31/0906/30/0712/31/0406/30/0212/31/9906/30/9712/31/94PercentageGROSS DOMESTIC PRODUCTGDP QoQ Change‐3‐2‐1012345612/31/1408/31/1104/30/0812/31/0408/31/0104/30/9812/31/94PercentageCONSUMER PRICE INDEX CPI YoY ChangeCore CPI YoY Change024681012Jun‐94 Jun‐97 Jun‐00 Jun‐03 Jun‐06 Jun‐09 Jun‐12PercentageUNEMPLOYMENT RATEUnemployment RatePage 4 SECTION III APPENDIX A. INVESTMENT PORTFOLIO DETAIL - MANAGED BY TREASURER’S OFFICE 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 2.08%(M) 2.0103 33,935,000.00 34,911,319.95 106,879.02 11,764.66 .5299 35,181,423.05 102.8770290000 -270,026.32 SUBTOTAL (Inv Type) 17 FHLB QTR 30/360 .47%(M) 1.0000 7,800,000.00 7,802,964.00 650.00 2,964.00 1.0000 7,800,000.00 100.0380000000 SUBTOTAL (Inv Type) 19 FHLB FLOATING ACT/360 .45%(M) 1.0000 7,500,000.00 7,509,600.00 20,208.33 18,350.00 1.0238 7,491,250.00 100.1280000000 SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.59%(M) .9117 59,917,857.14 60,121,664.63 66,942.92 154,608.34 .8346 60,085,246.86 100.3401450000 -117,352.36 SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.84%(M) 1.4528 80,564,000.00 81,135,637.47 274,290.25 100,228.28 .9643 82,031,637.39 100.7095450000 -966,784.26 SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 3.26%(M) .5936 54,574,000.00 54,690,552.43 73,139.28 68,864.12 .5645 54,641,266.05 100.2135680000 -19,573.59 SUBTOTAL (Inv Type) 28 FHLMC DISCOUNT NOTES .16%(M) .1523 2,608,000.00 2,607,558.18 2,475.23 920.92 .1525 2,604,162.03 99.98305900000 SUBTOTAL (Inv Type) 29 FHLMC NOTES 3.82%(M) 1.6785 63,884,000.00 64,059,717.26 374,746.36 49,289.81 1.0798 65,225,503.61 100.2750570000 -1,211,355.73 SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .41%(M) 2.5718 6,620,000.00 6,888,245.85 59,970.35 .00 1.2139 6,888,245.85 104.0520520000 SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .26%(M) .0740 4,380,000.00 4,379,261.94 767.07 284.15 .0741 4,378,240.63 99.98314900000 SUBTOTAL (Inv Type) 70 COMM PAPER INTEREST BEA 1.27%(M) .1454 21,325,000.00 21,323,519.56 7,186.06 .00 .1454 21,325,000.00 99.99305800000 -1,480.44 SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 44.35%(M) .2111 743,249,000.00 742,920,496.65 322,597.45 66,803.40 .2113 742,536,115.44 99.95580200000 -5,019.64 SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 28.76%(M) .2281 481,575,000.00 481,708,998.45 269,027.05 131,502.77 .2270 481,578,572.73 100.0278250000 SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .92%(M) .5029 15,450,000.00 15,480,741.00 17,489.41 78,291.00 .6795 15,402,450.00 100.1989710000 SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.05%(M) 1.2563 84,172,000.00 84,664,851.25 286,725.00 389,749.93 1.1276 84,373,336.40 100.5855290000 -81,179.41 Page 5 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 .26%(M) .3209 4,400,000.00 4,398,520.20 706.00 .00 .3378 4,398,520.20 99.96636800000 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) .6000 3,335.77 3,335.77 2.11 .00 .6000 3,335.77 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4802 1672522511.23 1675172302.91 1,883,801.89 1,073,621.38 .3877 1676509624.33 100.1584310000 -2,672,771.75 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST     NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS, IF ANY. Page 6 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 1 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 40,050.00 42.08 01/03/12 10/15/14 49 000 .3842 40,128.00 100.1250000000 SUNGARD -78.00 80949 CCCCD GOV US TREAS NTS 912828TG5 14 7903 .5000 225,000.00 222,030.00 469.27 11/06/12 07/31/17 37 000 .6915 223,144.53 98.68000000000 SUNGARD -1,114.53 81033 CCCSIG GOV US TREASURY NOTES 912828EN6 14 6911 4.5000 2,190,000.00 2,318,487.30 12,586.55 11/30/12 11/15/15 37 000 .3490 2,336,043.57 105.8670000000 SUNGARD -17,556.27 81318 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 2,400,000.00 2,470,680.00 8,086.96 03/28/13 04/30/16 22 000 .3815 2,517,771.26 102.9450000000 SUNGARD -47,091.26 81356 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 400,000.00 411,780.00 1,347.83 04/11/13 04/30/16 37 000 .3417 420,125.00 102.9450000000 SUNGARD -8,345.00 81441 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 700,000.00 738,885.00 61.82 05/15/13 06/30/16 37 000 .4000 761,933.59 105.5550000000 SUNGARD -23,048.59 81450 CCCSIG GOV US TREASURY NOTES 912828KZ2 14 6911 3.2500 2,420,000.00 2,554,431.00 213.72 05/28/13 06/30/16 37 000 .4365 2,623,825.62 105.5550000000 SUNGARD -69,394.62 81453 CCCSIG GOV US TREAS NTS 912828QP8 14 6911 1.7500 525,000.00 538,287.75 778.18 05/31/13 05/31/16 37 000 .5214 542,040.38 102.5310000000 SUNGARD -3,752.63 81590 CCCSIG GOV US TREAS NTS 912828RF9 14 6911 1.0000 1,430,000.00 1,444,743.30 4,779.62 7,319.44 08/30/13 08/31/16 37 000 .8133 1,437,423.86 101.0310000000 SUNGARD 81667 CCCSIG GOV US TREASURY NOTES 912828MA5 14 6911 2.7500 2,100,000.00 2,206,974.00 4,891.39 11/01/13 11/30/16 37 000 .6317 2,235,433.59 105.0940000000 SUNGARD -28,459.59 81720 CCCSIG GOV US TREASURY NOTES 912828RU6 14 6911 .8750 3,850,000.00 3,873,754.50 2,853.31 12/03/13 11/30/16 37 000 .5735 3,884,138.67 100.6170000000 SUNGARD -10,384.17 81838 CCCCD GOV US TREASURY NOTES 912828QX1 14 7903 1.5000 275,000.00 280,714.50 1,720.65 02/07/14 07/31/16 37 000 .4724 282,008.48 102.0780000000 SUNGARD -1,214.21 81852 CCCCD GOV US TREASURY NOTES 912828SM3 14 7903 1.0000 480,000.00 482,851.20 1,206.56 02/28/14 03/31/17 37 100 .7306 483,937.50 100.5940000000 SUNGARD -1,086.30 81857 CCCSIG GOV US TREAS NOTES 912828LP3 14 6911 3.0000 5,450,000.00 5,749,314.00 41,098.36 02/28/14 09/30/16 37 000 .5290 5,795,308.59 105.4920000000 SUNGARD -45,994.59 81877 CCCSIG GOV US TREASURY NOTES 912828SM3 14 6911 1.0000 560,000.00 563,326.40 1,407.65 2,131.38 03/21/14 03/31/17 37 000 .9252 561,195.02 100.5940000000 SUNGARD 81878 CCCCD GOV US TREASURY NOTES 912828SM3 14 7903 1.0000 225,000.00 226,336.50 565.57 835.52 03/21/14 03/31/17 37 000 .9252 225,500.98 100.5940000000 SUNGARD 81916 CCCSIG GOV US TREASURY NOTES 912828QP8 14 6911 1.7500 255,000.00 261,454.05 377.97 04/11/14 05/31/16 37 000 .4808 261,873.05 102.5310000000 SUNGARD -419.00 81951 CCCSIG GOV US TREASURY NOTES 912828VY3 14 6911 .2500 1,995,000.00 1,997,094.75 1,253.69 692.02 04/24/14 09/30/15 37 000 .2009 1,996,729.78 100.1050000000 SUNGARD 81952 CCCSIG GOV US TREAS NTS 912828QF0 14 6911 2.0000 1,920,000.00 1,976,544.00 6,469.57 04/24/14 04/30/16 37 000 .4322 1,980,375.00 102.9450000000 SUNGARD -3,831.00 81994 CCCCD GOV US TREASURY NOTES 912828PK0 14 7903 2.2500 490,000.00 509,257.00 933.81 786.30 05/09/14 11/30/17 37 000 1.1660 508,470.70 103.9300000000 SUNGARD 82002 CCCSIG GOV US TREASURY NOTES 912828QX1 14 6911 1.5000 1,825,000.00 1,862,923.50 11,418.85 06/05/14 07/31/16 37 000 .4423 1,875,800.35 102.0780000000 SUNGARD -3,424.16 82003 CCCSIG GOV US TREASURY NOTES 912828SY7 14 6911 .6250 2,360,000.00 2,344,329.60 1,249.31 06/05/14 05/31/17 37 000 .8187 2,346,742.13 99.33600000000 SUNGARD -2,211.03 82004 CCCSIG GOV US TREASURY NOTES 912828RM4 14 6911 1.0000 1,820,000.00 1,837,071.60 3,066.30 06/05/14 10/31/16 37 000 .5459 1,841,473.40 100.9380000000 SUNGARD -2,621.37 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 12 TREASURY NOTES 2.08%(M) 2.0103 33,935,000.00 34,911,319.95 106,879.02 11,764.66 .5299 35,181,423.05 102.8770290000 -270,026.32 ------- --------------- --------------- --------------- --------------- Page 7 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 2 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81884 GOV FHLB MULTI STEP CPN CALLABL 3130A1B98 14 8177 1.0000 5,000,000.00 5,001,900.00 416.67 1,900.00 03/27/14 03/27/19 51 000 1.0000 5,000,000.00 100.0380000000 SUNGARD 81885 GOV FHLB MULTI STEP CPN CALLABL 3130A1B98 14 8177 1.0000 2,800,000.00 2,801,064.00 233.33 1,064.00 03/27/14 03/27/19 16 000 1.0000 2,800,000.00 100.0380000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 17 FHLB QTR 30/360 .47%(M) 1.0000 7,800,000.00 7,802,964.00 650.00 2,964.00 1.0000 7,800,000.00 100.0380000000 ------- --------------- --------------- --------------- --------------- 81881 GOV FHLB MULTI STEP CPN CALLABL 3130A15L8 14 8177 1.0000 5,000,000.00 5,006,400.00 13,472.22 11,400.00 03/26/14 03/26/19 51 000 1.0204 4,995,000.00 100.1280000000 SUNGARD 81882 GOV FHLB MULTI STEP CPN CALLABL 3130A15L8 14 8177 1.0000 2,500,000.00 2,503,200.00 6,736.11 6,950.00 03/26/14 03/26/19 51 000 1.0306 2,496,250.00 100.1280000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 19 FHLB FLOATING ACT/360 .45%(M) 1.0000 7,500,000.00 7,509,600.00 20,208.33 18,350.00 1.0238 7,491,250.00 100.1280000000 ------- --------------- --------------- --------------- --------------- 77988 WT GOV FHLB NOTES 3133XUMR1 14 8451 3.2500 165,000.00 166,029.60 1,638.54 10/28/09 09/12/14 16 000 2.6754 169,296.60 100.6240000000 SUNGARD -3,267.00 78467 WT GOV FHLB NOTES 3133XWX95 14 8451 2.7500 170,000.00 173,085.50 1,402.49 2,706.40 04/19/10 03/13/15 17 000 2.7001 170,379.10 101.8150000000 SUNGARD 79123 RM GOV FHLB NOTES 313371W51 14 8169 1.2500 6,075,000.00 6,105,557.25 4,007.85 108,803.25 12/10/10 12/12/14 29 000 1.5830 5,996,754.00 100.5030000000 SUNGARD 80648 RM GOV FHLB NOTES 313373SZ6 14 8167 2.1250 1,895,000.00 1,953,650.25 2,349.01 06/11/12 06/10/16 17 000 .7600 1,996,647.80 103.0950000000 SUNGARD -42,997.55 80662 RM GOV FHLB NOTES 313373SZ6 14 8169 2.1250 2,840,000.00 2,927,898.00 3,520.42 06/20/12 06/10/16 17 000 .7451 2,993,104.40 103.0950000000 SUNGARD -65,206.40 80907 WT GOV FHLB NOTES 313380EC7 14 8451 .7500 170,000.00 168,308.50 400.22 10/10/12 09/08/17 17 000 .7901 169,671.90 99.00500000000 SUNGARD -1,363.40 81500 GOV FHLB CALLABLE NOTES 313383EX5 14 8177 .8100 5,000,000.00 4,983,650.00 2,025.00 21,150.00 06/18/13 06/13/17 17 000 1.0024 4,962,500.00 99.67300000000 SUNGARD 81565 CCCSIG GOV FHLB NOTES 313383V81 14 6911 .3750 2,135,000.00 2,139,632.95 6,316.03 4,718.35 08/09/13 08/28/15 37 000 .3769 2,134,914.60 100.2170000000 SUNGARD 81612 DCD GOV FEDERAL HOME LOAN BANK 313383W56 14 4695 .1700 1,700,000.00 1,700,255.00 1,035.58 374.00 09/06/13 08/22/14 17 000 .1773 1,699,881.00 100.0150000000 SUNGARD 81758 CCCSIG GOV FHLB CALLABLE NOTES 3130A0GK0 14 6911 .3750 2,315,000.00 2,315,300.95 24.12 995.45 12/30/13 12/30/15 37 000 .3901 2,314,305.50 100.0130000000 SUNGARD 81761 CCCCD GOV FHLB CALLABLE NOTES 3130A0GK0 14 7903 .3750 355,000.00 355,046.15 3.70 152.65 12/30/13 12/30/15 7 000 .3901 354,893.50 100.0130000000 SUNGARD 81839 CCCSIG GOV FHLB NOTES 3130A0SD3 14 6911 .3750 2,785,000.00 2,785,194.95 3,829.39 27.85 02/07/14 02/19/16 37 000 .3720 2,785,167.10 100.0070000000 SUNGARD 81842 RM GOV FEDERAL HOME LOAN BANKS 3130A0WM8 14 8170 .1250 995,000.00 994,830.85 487.14 278.60 02/14/14 02/10/15 17 000 .1706 994,566.07 99.98300000000 SUNGARD 81856 GOV FHLB CALLABLE NOTES 3130A0Z45 14 8177 .7500 7,142,857.14 7,143,071.43 4,910.71 214.29 02/28/14 11/28/16 6 000 .7500 7,142,857.14 100.0030000000 SUNGARD Page 8 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 3 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81901 CCCSIG GOV FHLB CALLABLE NOTES 3130A1CR7 14 6911 1.6250 1,445,000.00 1,460,143.60 6,131.22 04/04/14 03/27/17 37 000 1.2482 1,461,337.13 101.0480000000 SUNGARD -736.95 81902 CCCCD GOV FHLB CALLABLE NOTES 3130A1CR7 14 7903 1.6250 250,000.00 252,620.00 1,060.76 04/04/14 03/27/17 37 000 1.2482 252,826.49 101.0480000000 SUNGARD -127.50 81957 GOV FHLB CALLABLE NOTES 3130A1KS6 14 8177 1.1500 5,000,000.00 5,003,500.00 10,062.50 5,000.00 04/28/14 04/28/17 7 000 1.1602 4,998,500.00 100.0700000000 SUNGARD 81982 GOV FEDERAL HOME LOAN BANKS 3130A1P85 14 8177 1.0000 10,000,000.00 10,008,900.00 15,555.56 9,900.00 05/05/14 05/05/17 16 000 1.0034 9,999,000.00 100.0890000000 SUNGARD 81990 PW GOV FEDERAL HOME LOAN BANKS 3130A1QG6 14 1388 .1250 1,605,000.00 1,604,727.15 390.11 05/07/14 04/21/15 17 000 .1251 1,605,087.57 99.98300000000 SUNGARD -271.25 82000 RM GOV FHLB NOTES 313379VE6 14 8167 1.0100 2,875,000.00 2,889,087.50 967.92 287.50 06/02/14 06/19/17 17 000 .8501 2,888,800.00 100.4900000000 SUNGARD 82008 RM GOV FEDERAL HOME LOAN BKS 3130A2DC7 14 8169 .1250 2,500,000.00 2,497,975.00 173.61 06/13/14 06/08/15 17 000 .1450 2,499,524.84 99.91900000000 SUNGARD -1,532.48 82012 RM GOV FEDERAL HOME LOAN BKS 3130A2C61 14 8169 .3750 2,500,000.00 2,493,200.00 651.04 06/13/14 06/10/16 17 000 .4750 2,495,232.12 99.72800000000 SUNGARD -1,849.83 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 22 FEDERAL HOME LOAN BANKS 3.59%(M) .9117 59,917,857.14 60,121,664.63 66,942.92 154,608.34 .8346 60,085,246.86 100.3401450000 -117,352.36 ------- --------------- --------------- --------------- --------------- 79569 RM GOV FNMA NOTES 31359MA45 14 8169 5.0000 4,406,000.00 4,573,824.54 46,507.78 05/16/11 04/15/15 29 000 1.5552 4,980,101.80 103.8090000000 SUNGARD -406,277.26 79869 RM GOV FNMA NOTES 3136FPBB2 14 8167 2.2500 898,000.00 918,178.06 7,071.75 09/09/11 08/25/15 17 000 .8502 946,860.18 102.2470000000 SUNGARD -28,682.12 79870 RM GOV FNMA NOTES 3136FPBB2 14 8169 2.2500 2,692,000.00 2,752,489.24 21,199.50 09/09/11 08/25/15 17 000 .8502 2,838,471.72 102.2470000000 SUNGARD -85,982.48 79947 RM GOV FNMA NOTES 31398A3T7 14 8169 2.0000 3,605,000.00 3,678,830.40 20,027.78 10/13/11 09/21/15 17 000 1.1400 3,724,073.15 102.0480000000 SUNGARD -45,242.75 80020 WT GOV FNMA NOTES 3135G0CM3 14 8451 1.2500 173,000.00 175,537.91 558.65 1,800.93 11/09/11 09/28/16 17 000 1.1600 173,736.98 101.4670000000 SUNGARD 80118 RM GOV FNMA NOTES 31398A4M1 14 8169 1.6250 6,000,000.00 6,102,540.00 17,604.17 12/09/11 10/26/15 29 000 .8931 6,167,100.00 101.7090000000 SUNGARD -64,560.00 80281 RM GOV FNMA NOTES 3135G0AL7 14 8169 2.2500 4,035,000.00 4,158,672.75 26,731.88 01/23/12 03/15/16 17 000 1.0002 4,239,211.35 103.0650000000 SUNGARD -80,538.60 80833 RM GOV FNMA NOTES 3135G0CM3 14 8169 1.2500 4,703,000.00 4,771,993.01 15,186.77 09/14/12 09/28/16 29 000 .6158 4,821,797.78 101.4670000000 SUNGARD -49,804.77 81224 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 145,000.00 145,246.50 5,011.39 400.04 02/15/13 03/30/16 37 000 .5368 144,846.46 100.1700000000 SUNGARD 81225 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 275,000.00 275,467.50 1,088.19 769.99 02/15/13 03/30/16 37 000 .5368 274,697.51 100.1700000000 SUNGARD 81230 WT GOV FNMA NOTES 3135G0TG8 14 8451 .8750 165,000.00 162,744.45 573.49 02/21/13 02/08/18 17 000 .9700 164,242.02 98.63300000000 SUNGARD -1,497.57 81361 RM GOV FEDERAL NATL MTG ASSN 3135G0JA2 14 8169 1.1250 3,900,000.00 3,919,656.00 7,800.00 04/15/13 04/27/17 17 000 .6002 3,981,432.00 100.5040000000 SUNGARD -61,776.00 81449 GOV FNMA CALLABLE MULTI-STEP UP 3136G1M63 14 8177 .7500 10,000,000.00 9,901,200.00 8,125.00 05/22/13 05/22/18 29 000 .7500 10,000,000.00 99.01200000000 SUNGARD -98,800.00 Page 9 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 4 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81478 AUHSD GOV FNMA NOTES 3135G0WJ8 14 5033 .8750 200,000.00 196,644.00 194.44 06/07/13 05/21/18 17 000 1.1901 196,976.00 98.32200000000 SUNGARD -332.00 81484 GOV FNMA CALLABLE MULTI-STEP UP 3136G1MU0 14 8177 .8000 5,000,000.00 4,980,850.00 2,111.11 06/12/13 06/12/18 16 000 .8084 4,997,950.00 99.61700000000 SUNGARD -17,100.00 81485 RM GOV FNMA NOTES 3135G0KM4 14 8167 .5000 2,888,000.00 2,895,970.88 1,363.78 06/14/13 05/27/15 22 000 .3062 2,898,887.76 100.2760000000 SUNGARD -2,916.88 81503 GOV FNMA CALLABLE NOTES 3136G1NU9 14 8177 1.0000 5,000,000.00 5,002,500.00 1,666.67 5,000.00 06/19/13 06/19/17 17 000 1.0128 4,997,500.00 100.0500000000 SUNGARD 81538 WT GOV FNMA NOTES 3135G0WJ8 14 8451 .8750 164,000.00 161,248.08 159.44 1,718.72 07/17/13 05/21/18 17 000 1.4598 159,529.36 98.32200000000 SUNGARD 81588 CCCSIG GOV FNMA NOTES 3135G0VA8 14 6911 .5000 2,000,000.00 2,003,400.00 2,527.78 14,200.00 08/30/13 03/30/16 37 000 .7115 1,989,200.00 100.1700000000 SUNGARD 81589 CCCCD GOV FNMA NOTES 3135G0VA8 14 7903 .5000 200,000.00 200,340.00 252.78 1,092.45 08/30/13 03/30/16 37 000 .7113 199,247.55 100.1700000000 SUNGARD 81628 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 235,000.00 238,447.45 758.85 53.74 10/03/13 09/28/16 37 000 .7486 238,393.71 101.4670000000 SUNGARD 81629 CCCSIG GOV FNMA NOTES 3135G0CM3 14 6911 1.2500 975,000.00 989,303.25 3,148.44 10/03/13 09/28/16 37 000 .7409 989,630.95 101.4670000000 SUNGARD -327.70 81630 CCCCD GOV FNMA NOTES 3135G0CM3 14 7903 1.2500 110,000.00 111,613.70 355.21 .86 10/03/13 09/28/16 37 000 .7409 111,612.84 101.4670000000 SUNGARD 81728 GOV FEDERAL NATL MORTGAGE ASSOC 3136G1Y78 14 8177 .7000 5,000,000.00 4,977,350.00 2,138.89 12/09/13 12/09/16 16 000 .7000 5,000,000.00 99.54700000000 SUNGARD -22,650.00 81889 AUHSD GOV FNMA NOTES 3135G0ZA4 14 5033 1.8750 377,000.00 382,036.72 2,591.88 3,638.05 04/01/14 02/19/19 17 000 1.7951 379,223.36 101.3360000000 SUNGARD 81890 AUHSD GOV FNMA NOTES 3135G0ZA4 14 5007 1.8750 6,959,000.00 7,051,972.24 47,843.12 67,154.35 04/01/14 02/19/19 17 000 1.7951 7,000,040.70 101.3360000000 SUNGARD 81941 GOV FNMA NOTES 3135G0MZ3 14 8177 .8750 10,000,000.00 9,944,500.00 29,895.83 3,700.00 04/17/14 08/28/17 51 000 1.0545 9,952,709.72 99.44500000000 SUNGARD 81999 MDUSD GOV FNMA NOTES 3135G0ZB2 14 7530 .7500 49,000.00 48,775.09 72.48 05/21/14 04/20/17 17 000 .7402 49,045.37 99.54100000000 SUNGARD -238.63 82005 CCCCD GOV FNMA NOTES 3135G0YT4 14 7903 1.6250 115,000.00 115,615.25 176.50 06/05/14 11/27/18 37 000 1.4894 115,714.28 100.5350000000 SUNGARD -57.50 82013 CCCCD GOV FNMA NOTES 3135G0GY3 14 7903 1.2500 295,000.00 298,690.45 1,546.70 699.15 06/18/14 01/30/17 37 000 .8572 299,404.84 101.2510000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 23 FEDERAL NATIONAL MORTGA 4.84%(M) 1.4528 80,564,000.00 81,135,637.47 274,290.25 100,228.28 .9643 82,031,637.39 100.7095450000 -966,784.26 ------- --------------- --------------- --------------- --------------- 80522 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 4,040,000.00 4,086,864.00 10,958.50 9,211.20 04/13/12 03/28/16 17 000 .8103 4,077,652.80 101.1600000000 SUNGARD 80543 RM GOV FFCB NOTES 3133EAJU3 14 8169 1.0500 3,957,000.00 4,002,901.20 10,733.37 6,082.90 04/20/12 03/28/16 22 000 .7900 3,996,818.30 101.1600000000 SUNGARD 80718 RM GOV FFCB NOTES 3133EAXG8 14 8167 .6500 2,494,000.00 2,500,783.68 7,610.16 1,920.38 07/23/12 07/12/16 17 000 .6002 2,498,863.30 100.2720000000 SUNGARD 81102 GOV FFCB CALLABLE NOTES 3133EC5B6 14 8177 .6400 10,000,000.00 9,982,000.00 5,688.89 12/28/12 11/29/16 17 000 .6400 10,000,000.00 99.82000000000 SUNGARD -18,000.00 Page 10 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 5 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81281 RM GOV FEDERAL FARM CR BK NOTES 3133ECG81 14 8167 .3000 5,000,000.00 5,005,050.00 5,250.00 5,050.00 03/15/13 02/25/15 22 000 .3000 5,000,000.00 100.1010000000 SUNGARD 81321 RM GOV FEDERAL FARM CR BKS 3133EC5Q3 14 8171 .3300 1,995,000.00 1,997,852.85 1,920.19 917.70 04/01/13 03/16/15 17 000 .2803 1,996,935.15 100.1430000000 SUNGARD 81479 AUHSD GOV FFCB NOTES 3133ECPT5 14 5033 .6500 200,000.00 199,040.00 158.89 126.00 06/07/13 05/17/17 17 000 .7901 198,914.00 99.52000000000 SUNGARD 81480 AUHSD GOV FFCB NOTES 3133ECQF4 14 5033 .2500 100,000.00 100,100.00 22.92 160.00 06/07/13 05/28/15 17 000 .2805 99,940.00 100.1000000000 SUNGARD 81579 RM GOV FFCB NOTES 3133ECWV2 14 8169 .8750 2,505,000.00 2,516,297.55 1,461.24 19,163.25 08/20/13 12/07/16 11 000 .9720 2,497,134.30 100.4510000000 SUNGARD 81732 GOV FEDERAL FARM CREDIT BANK 3133EDBM3 14 8177 .2900 5,545,000.00 5,537,957.85 938.03 12/10/13 12/10/15 17 000 .3402 5,539,455.00 99.87300000000 SUNGARD -1,497.15 81746 RM GOV FFCB NOTES 3133EDBT8 14 8171 .1700 3,489,000.00 3,489,732.69 313.05 732.69 12/18/13 12/12/14 17 000 .1700 3,489,000.00 100.0210000000 SUNGARD 81841 GOV FEDERAL FARM CR BKS CALLABL 3133EDF31 14 8177 .5700 10,000,000.00 10,004,500.00 22,166.67 7,000.00 02/11/14 08/11/16 51 000 .5801 9,997,500.00 100.0450000000 SUNGARD 81930 RM GOV FEDERAL FARM CR BKS NOTE 3133EDJC7 14 8168 .1500 249,000.00 248,972.61 84.04 04/14/14 04/10/15 17 000 .1301 249,053.20 99.98900000000 SUNGARD -76.44 81958 GOV FEDERAL FARM CR BK NOTES 3133EDKJ0 14 8177 .7000 5,000,000.00 5,018,500.00 5,833.33 18,500.00 05/01/14 11/01/16 16 000 .7000 5,000,000.00 100.3700000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 27 FEDERAL FARM CREDIT BAN 3.26%(M) .5936 54,574,000.00 54,690,552.43 73,139.28 68,864.12 .5645 54,641,266.05 100.2135680000 -19,573.59 ------- --------------- --------------- --------------- --------------- 81639 RM GOV FHLMC DISC 313397H79 14 8168 .1700 295,000.00 294,970.17 360.80 96.94 10/15/13 09/30/14 17 000 .1703 294,512.43 99.98988888889 SUNGARD 81704 RM GOV FHLMC DISCOUNT NOTE 313397N23 14 8167 .1500 1,942,000.00 1,941,660.15 1,788.26 679.70 11/22/13 11/04/14 11 000 .1502 1,939,192.19 99.98250000000 SUNGARD 81710 RM GOV FHLMC DISC NOTES 313397P88 14 8168 .1500 371,000.00 370,927.86 326.17 144.28 12/02/13 11/18/14 17 000 .1502 370,457.41 99.98055555556 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 28 FHLMC DISCOUNT NOTES .16%(M) .1523 2,608,000.00 2,607,558.18 2,475.23 920.92 .1525 2,604,162.03 99.98305900000 ------- --------------- --------------- --------------- --------------- 78760 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 1,765,000.00 1,768,353.50 40,693.06 07/28/10 07/15/14 29 000 1.5749 1,996,409.15 100.1900000000 SUNGARD -228,055.65 78768 RM GOV FHLMC NOTES 3134A4UU6 14 8169 5.0000 4,418,000.00 4,426,394.20 101,859.44 08/02/10 07/15/14 29 000 1.3620 5,034,443.54 100.1900000000 SUNGARD -608,049.34 78850 RM GOV FHLMC NOTES 3137EACD9 14 8169 3.0000 2,340,000.00 2,345,148.00 29,835.00 09/10/10 07/28/14 17 000 1.3300 2,487,402.71 100.2200000000 SUNGARD -142,254.71 78867 WT GOV FHLMC NOTES 3137EACM9 14 8451 1.7500 170,000.00 173,075.30 917.29 2,427.60 09/14/10 09/10/15 29 000 1.6701 170,647.70 101.8090000000 SUNGARD 79321 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,800,000.00 5,897,150.00 65,773.61 02/18/11 02/09/15 17 000 2.0000 5,992,966.00 101.6750000000 SUNGARD -95,816.00 79343 WT GOV FHLMC NOTES 3134A4ZT4 14 8451 4.7500 155,000.00 165,470.25 3,313.13 02/25/11 01/19/16 17 000 2.3306 172,267.00 106.7550000000 SUNGARD -6,796.75 Page 11 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 6 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 79367 RM GOV FHLMC NOTES 3137EACH0 14 8169 2.8750 5,006,000.00 5,089,850.50 56,769.43 03/11/11 02/09/15 29 000 1.8391 5,200,783.46 101.6750000000 SUNGARD -110,932.96 80183 AUHSD GOVT FHLMC NOTES 3134G2WG3 14 5007 .7500 500,000.00 500,755.00 1,031.25 01/03/12 09/22/14 49 000 .6422 501,450.00 100.1510000000 SUNGARD -695.00 80184 AUHSD GOVT FHLMC NOTES 3134G2YJ5 14 5007 .5000 190,000.00 190,171.00 269.17 894.90 01/03/12 09/19/14 49 000 .6419 189,276.10 100.0900000000 SUNGARD 80200 AUHSD GOVT FHLMC 3134G2YJ5 14 5033 .5000 110,000.00 110,099.00 155.83 518.10 01/03/12 09/19/14 49 000 .6419 109,580.90 100.0900000000 SUNGARD 80276 RM GOV FHLMC NOTES 3137EADA4 14 8169 .6250 4,473,000.00 4,484,048.31 155.33 01/18/12 12/29/14 17 000 .5202 4,486,687.38 100.2470000000 SUNGARD -2,639.07 80411 WT GOV FHLMC NOT 3137EADC0 14 8451 1.0000 170,000.00 170,586.50 533.61 1,574.20 03/12/12 03/08/17 17 000 1.1201 169,012.30 100.3450000000 SUNGARD 80732 CCCSIG GOV FHLMC NOTES 3134G3ZA1 14 6911 .5000 1,860,000.00 1,866,379.80 3,177.50 4,222.20 07/31/12 08/28/15 37 000 .4619 1,862,157.60 100.3430000000 SUNGARD 80900 CCCCD GOV FHLMC NOTES 3137EADL0 14 7903 1.0000 295,000.00 294,392.30 753.89 10/05/12 09/29/17 37 000 .7642 298,395.45 99.79400000000 SUNGARD -4,003.15 81293 GOV FHLMC NOTES 3134G36F2 14 8177 .4200 10,000,000.00 10,024,500.00 12,016.67 24,500.00 03/22/13 09/18/15 7 000 .4200 10,000,000.00 100.2450000000 SUNGARD 81544 CCCSIG GOV FHLMC NOTES 3137EADQ9 14 6911 .5000 2,000,000.00 2,000,860.00 1,333.33 10,040.00 08/02/13 05/13/16 37 000 .6668 1,990,820.00 100.0430000000 SUNGARD 81634 CCCCD GOV FHLMC NOTES 3137EADS5 14 7903 .8750 265,000.00 266,722.50 495.95 916.90 10/03/13 10/14/16 37 000 .7733 265,805.60 100.6500000000 SUNGARD 81722 CCCCD GOV FHLMC NOTES 3137EADH9 14 7903 1.0000 795,000.00 796,717.20 44.17 604.20 11/01/13 06/29/17 37 000 .9609 796,113.00 100.2160000000 SUNGARD 81847 RM GOV FHLMC NOTE3S 3137EADC0 14 8167 1.0000 3,870,000.00 3,883,351.50 12,147.50 02/25/14 03/08/17 17 000 .7803 3,895,464.60 100.3450000000 SUNGARD -12,113.10 81869 RM GOV FEDERAL HOME LN MTG CORP 3137EADP1 14 8169 .8750 7,061,000.00 6,960,168.92 19,564.85 1,694.64 03/14/14 03/07/18 17 000 1.2500 6,959,675.63 98.57200000000 SUNGARD 81870 WT GOV FEDERAL HOME LN MTG CORP 3137EADP1 14 8451 .8750 157,000.00 154,758.04 435.02 219.80 03/12/14 03/07/18 50 000 1.2797 154,557.32 98.57200000000 SUNGARD 81940 GOV FEDERAL HOME LN MTG CORP 3134G4Z76 14 8177 1.0000 10,000,000.00 10,001,400.00 23,333.33 400.00 04/16/14 04/07/17 7 000 .9966 10,003,500.00 100.0140000000 SUNGARD 82009 RM GOV FHLMC NOTES 3137EADH9 14 8169 1.0000 2,484,000.00 2,489,365.44 138.00 1,277.27 06/13/14 06/29/17 17 000 .9450 2,488,088.17 100.2160000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 29 FHLMC NOTES 3.82%(M) 1.6785 63,884,000.00 64,059,717.26 374,746.36 49,289.81 1.0798 65,225,503.61 100.2750570000 -1,211,355.73 ------- --------------- --------------- --------------- --------------- 80198 AUHSD MUNI COMPTON CA CNTY REDE 204712FD0 14 5033 0.0000 10,000.00 7,453.00* .00 0.00 01/03/12 08/01/16 49 000 6.5258 7,453.00 74.53000000000 BOOK 80760 CCCCD MUNI PALO ALTO USD CA GOB 697379UA1 14 7903 1.4020 440,000.00 440,000.00* 2,570.33 0.00 08/14/12 08/01/17 37 000 1.4020 440,000.00 100.0000000000 BOOK 81277 CCCSIG MUNI UNIV OF CAL TX RV B 91412GPX7 14 6911 .6590 1,240,000.00 1,240,000.00* 1,044.15 0.00 03/14/13 05/15/16 37 000 .6590 1,240,000.00 100.0000000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 12 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 7 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81278 CCCCD MUNI UNIV OF CAL TX RV BD 91412GPY5 14 7903 .9660 175,000.00 175,000.00* 216.01 0.00 03/14/13 05/15/17 37 000 .9660 175,000.00 100.0000000000 BOOK 81314 CCCCD MUNI CA ST TXBL GO BONDS 13063BN73 14 7903 1.0500 120,000.00 120,405.60* 721.00 0.00 03/27/13 02/01/16 37 000 .9292 120,405.60 100.3380000000 BOOK 81319 CCCSIG MUNI CA ST TXBL GO BONDS 13063BN73 14 6911 1.0500 550,000.00 551,859.00* 3,304.58 0.00 03/27/13 02/01/16 37 000 .9292 551,859.00 100.3380000000 BOOK 81508 AUHSD MUNI CHICAGO PREREF CALL 167486JB6 14 5057 5.0000 170,000.00 189,542.34* 4,250.00 0.00 06/27/13 01/01/17 49 000 1.6188 189,542.34 111.4954941176 BOOK 81509 AUHSD MUNI CHICAGO UNREF CALL 167486JC4 14 5057 5.0000 390,000.00 421,318.77* 9,750.00 0.00 06/27/13 01/01/17 49 000 2.5923 421,318.77 108.0304538462 BOOK 81510 AUHSD MUNI WASHINGTON ST SER D 93974B3K6 14 5057 5.0000 600,000.00 696,925.06* 15,000.00 0.00 06/27/13 01/01/18 49 000 1.3012 696,925.06 116.1541766667 BOOK 81512 AUHSD MUNI SOUTH BEND IN CMNTY 836496NW5 14 5057 5.0000 505,000.00 547,506.38* 11,643.06 0.00 06/27/13 01/15/16 49 000 1.6170 547,506.38 108.4171049505 BOOK 81513 AUHSD MUNI PENNSYLVANIA ST FIRS 70914PHZ8 14 5057 5.0000 505,000.00 541,394.23* 7,434.72 0.00 06/27/13 03/15/15 49 000 .7655 541,394.23 107.2067782178 BOOK 81514 AUHSD MUNI WICOMICO CNTY MD 967545R89 14 5057 3.5000 390,000.00 427,550.12* 1,137.50 0.00 06/27/13 12/01/18 49 000 1.6386 427,550.12 109.6282358974 BOOK 81632 CCCSIG MUNI UNIV OF CAL TXBL RE 91412GSX4 14 6911 .9070 415,000.00 415,000.00* 480.96 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* 511.79 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* 260.42 0.00 11/05/13 11/01/16 37 000 1.0901 125,586.25 100.4690000000 BOOK 81694 CCCSIG MUNI CA ST TAXABLE GO BD 13063CFD7 14 6911 1.2500 790,000.00 793,705.10* 1,645.83 0.00 11/05/13 11/01/16 37 000 1.0901 793,705.10 100.4690000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 31 MUNICIPAL BONDS .41%(M) 2.5718 6,620,000.00 6,888,245.85 59,970.35 .00 1.2139 6,888,245.85 104.0520520000 ------- --------------- --------------- --------------- --------------- 81543 CLT GOV FHLB DISC 313385ZK5 14 1207 .1400 253,000.00 252,996.84 328.62 11.60 08/01/13 07/16/14 17 000 .1402 252,656.62 99.99875000000 SUNGARD 81989 PW GOV FHLB DISC NOTES 313385N36 14 1388 .0700 1,625,000.00 1,624,713.37 178.15 110.29 05/07/14 11/05/14 17 000 .0700 1,624,431.18 99.98236111111 SUNGARD 81995 RM GOV FEDL HOME LOAN BK DISC 313385N51 14 8171 .0700 2,502,000.00 2,501,551.73 260.30 162.26 05/12/14 11/07/14 17 000 .0700 2,501,152.83 99.98208333333 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 43 FHLB DISCOUNT NOTES .26%(M) .0740 4,380,000.00 4,379,261.94 767.07 284.15 .0741 4,378,240.63 99.98314900000 ------- --------------- --------------- --------------- --------------- 81851 PW CP TOYOTA MOTOR INT BEAR 89236BK45 14 2519 .2002 1,500,000.00 1,499,702.08 1,042.71 02/26/14 08/25/14 48 000 .2002 1,500,000.00 99.98013888889 SUNGARD -297.92 81865 PW CP TOYOTA MOTOR CR CORP INT 89236BL36 14 1121 .2001 400,000.00 399,869.67 248.97 03/11/14 09/08/14 48 000 .2001 400,000.00 99.96741666667 SUNGARD -130.33 * MARKET = BOOK LESS PURCHASE INTEREST Page 13 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 8 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81919 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2505 .1401 1,000,000.00 999,945.83 303.44 04/14/14 07/16/14 48 000 .1401 1,000,000.00 99.99458333333 SUNGARD -54.17 81920 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2520 .1401 8,000,000.00 7,999,566.67 2,427.55 04/14/14 07/16/14 48 000 .1401 8,000,000.00 99.99458333333 SUNGARD -433.33 81921 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2527 .1401 500,000.00 499,972.92 151.72 04/14/14 07/16/14 48 000 .1401 500,000.00 99.99458333333 SUNGARD -27.08 81922 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2546 .1401 325,000.00 324,982.40 98.62 04/14/14 07/16/14 48 000 .1401 325,000.00 99.99458333333 SUNGARD -17.60 81923 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2552 .1401 1,500,000.00 1,499,918.75 455.17 04/14/14 07/16/14 48 000 .1401 1,500,000.00 99.99458333333 SUNGARD -81.25 81924 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2554 .1401 1,200,000.00 1,199,935.00 364.13 04/14/14 07/16/14 48 000 .1401 1,200,000.00 99.99458333333 SUNGARD -65.00 81925 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2558 .1401 900,000.00 899,951.25 273.10 04/14/14 07/16/14 48 000 .1401 900,000.00 99.99458333333 SUNGARD -48.75 81926 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2566 .1401 3,700,000.00 3,699,799.58 1,122.74 04/14/14 07/16/14 48 000 .1401 3,700,000.00 99.99458333333 SUNGARD -200.42 81927 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2571 .1401 1,000,000.00 999,945.83 303.44 04/14/14 07/16/14 48 000 .1401 1,000,000.00 99.99458333333 SUNGARD -54.17 81928 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2578 .1401 300,000.00 299,983.75 91.03 04/14/14 07/16/14 48 000 .1401 300,000.00 99.99458333333 SUNGARD -16.25 81929 PW CP TOYOTA MOTOR CREDIT CORP 89236BM76 14 2579 .1401 1,000,000.00 999,945.83 303.44 04/14/14 07/16/14 48 000 .1401 1,000,000.00 99.99458333333 SUNGARD -54.17 ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 70 COMM PAPER INTEREST BEA 1.27%(M) .1454 21,325,000.00 21,323,519.56 7,186.06 .00 .1454 21,325,000.00 99.99305800000 -1,480.44 ------- --------------- --------------- --------------- --------------- 81707 PW CP UNION BANK OF CALIFORNIA 90526NHN8 14 1122 .2600 2,000,000.00 1,999,624.44 3,134.45 375.55 11/26/13 08/22/14 16 000 .2605 1,996,114.44 99.98122222222 SUNGARD 81717 RM CP UNION BANK OF CALIFORNIA 90526NHV0 14 8170 .2700 1,007,000.00 1,006,785.45 1,586.02 231.05 12/03/13 08/29/14 16 000 .2705 1,004,968.38 99.97869444444 SUNGARD 81792 PW CP UBS FINANCE DISC 90262DGA7 14 2480 .2150 1,100,000.00 1,099,964.25 1,129.94 23.38 01/10/14 07/10/14 29 000 .2152 1,098,810.93 99.99675000000 SUNGARD 81793 PW CP UBS FINANCE DISC 90262DGA7 14 2758 .2150 2,000,000.00 1,999,935.00 2,054.44 42.50 01/10/14 07/10/14 29 000 .2152 1,997,838.06 99.99675000000 SUNGARD 81795 PW CP UBS FINANCE DELAWARE LLC 90262DGA7 14 2401 .2150 4,300,000.00 4,299,860.25 4,417.06 91.37 01/10/14 07/10/14 29 000 .2152 4,295,351.82 99.99675000000 SUNGARD 81855 CP TOYOTA MOTOR CREDIT CORP DIS 89233HGV0 14 8177 .1600 25,000,000.00 24,997,472.22 13,111.11 583.33 03/05/14 07/29/14 48 000 .1601 24,983,777.78 99.98988888889 SUNGARD 81858 CP UNION BANK OF CALIFORNIA 90526NGR0 14 8177 .1600 25,000,000.00 24,997,833.33 12,888.89 500.00 03/07/14 07/25/14 16 000 .1601 24,984,444.44 99.99133333333 SUNGARD 81867 CP CREDIT AGRICOLE N AMER 22532CGW8 14 8177 .2400 15,000,000.00 14,998,429.17 11,000.00 1,329.17 03/13/14 07/30/14 50 000 .2402 14,986,100.00 99.98952777778 SUNGARD 81868 CP SOCIETE GENERALE N AMER 83365SGW7 14 8177 .2100 15,000,000.00 14,998,429.17 9,625.00 966.67 03/13/14 07/30/14 50 000 .2102 14,987,837.50 99.98952777778 SUNGARD 81874 CP BANK OF NOVA SCOTIA 06416KHB9 14 8177 .1700 20,000,000.00 19,997,038.89 9,822.22 911.11 03/19/14 08/11/14 50 000 .1701 19,986,305.56 99.98519444444 SUNGARD Page 14 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 9 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81875 CP TOYOTA MOTOR CREDIT CORP 89233HH80 14 8177 .1700 25,000,000.00 24,996,569.44 12,277.78 1,055.55 03/19/14 08/08/14 48 000 .1701 24,983,236.11 99.98627777778 SUNGARD 81880 CP BNP PARIBAS 0556N1GQ0 14 8177 .2200 25,000,000.00 24,997,923.61 14,819.44 1,437.50 03/26/14 07/24/14 10 000 .2202 24,981,666.67 99.99169444444 SUNGARD 81883 CP BANK OF NOVA SCOTIA NY 06416KGR5 14 8177 .1650 25,000,000.00 24,997,833.33 11,000.00 583.33 03/27/14 07/25/14 17 000 .1651 24,986,250.00 99.99133333333 SUNGARD 81886 CP SOCIETE GENERALE N AMER 83365SGR8 14 8177 .2100 25,000,000.00 24,997,833.33 13,883.34 1,304.16 03/27/14 07/25/14 50 000 .2084 24,982,645.83 99.99133333333 SUNGARD 81893 CP CREDIT AGRICOLE N AMER 22532CGQ1 14 8177 .1950 25,000,000.00 24,997,923.61 12,187.50 1,038.19 04/02/14 07/24/14 7 000 .1951 24,984,697.92 99.99169444444 SUNGARD 81894 CP SOCIETE GENERALE N AMER 83365SGQ0 14 8177 .1600 25,000,000.00 24,997,923.61 10,000.00 479.17 04/02/14 07/24/14 11 000 .1601 24,987,444.44 99.99169444444 SUNGARD 81896 CP UNION BANK OF CALIFORNIA 90526NGX7 14 8177 .1400 20,000,000.00 19,997,833.33 6,922.23 166.66 04/03/14 07/31/14 16 000 .1401 19,990,744.44 99.98916666667 SUNGARD 81897 CP ABBEY NATL N AMERICA LLC 0027A1GX1 14 8177 .1400 25,000,000.00 24,997,291.67 8,263.89 208.34 04/07/14 07/31/14 50 000 .1401 24,988,819.44 99.98916666667 SUNGARD 81900 CP WELLS FARGO & COMPANY 9497F1GX2 14 8177 .1400 25,000,000.00 24,997,291.67 8,166.66 208.34 04/08/14 07/31/14 17 000 .1401 24,988,916.67 99.98916666667 SUNGARD 81903 CP ABBEY NATL N AMERICA LLC 0027A1HR3 14 8177 .1700 25,000,000.00 24,995,034.72 9,798.61 1,527.78 04/09/14 08/25/14 7 000 .1701 24,983,708.33 99.98013888889 SUNGARD 81912 PW CP UNION BANK OF CALIFORNIA 90526NGA7 14 1401 .1400 400,000.00 399,987.00 127.56 1.00 04/10/14 07/10/14 16 000 .1401 399,858.44 99.99675000000 SUNGARD 81913 CP ABBEY NATL N AMERICA LLC 0027A1HT9 14 8177 .1700 25,000,000.00 24,994,854.17 9,680.55 1,583.34 04/10/14 08/27/14 17 000 .1701 24,983,590.28 99.97941666667 SUNGARD 81915 CP UNION BANK OF CALIFORNIA 90526NJB2 14 8177 .1800 20,000,000.00 19,993,200.00 8,100.00 400.00 04/11/14 09/11/14 16 000 .1801 19,984,700.00 99.96600000000 SUNGARD 81917 CP RABOBANK USA FIN CORP 74977LKQ9 14 8177 .2000 25,000,000.00 24,984,826.39 10,833.34 798.61 04/14/14 10/24/14 50 000 .2002 24,973,194.44 99.93930555556 SUNGARD 81918 CP RABOBANK USA FIN CORP 74977LKA4 14 8177 .1900 25,000,000.00 24,986,673.61 10,291.67 04/14/14 10/10/14 50 000 .1902 24,976,381.94 99.94669444444 SUNGARD .00 81932 CP ABBEY NATIONAL NORTH AMERICA 0027A1KA6 14 8177 .2200 20,000,000.00 19,989,338.89 9,411.13 1,683.36 04/15/14 10/10/14 50 000 .2202 19,978,244.40 99.94669444444 SUNGARD 81936 CP RABOBANK USA FIN CORP 74977LKW6 14 8177 .2100 30,000,000.00 29,976,808.33 13,300.00 04/16/14 10/30/14 50 000 .2102 29,965,525.00 99.92269444444 SUNGARD -2,016.67 81942 CP DEUTSCHE BANK FINL LLC 25153KLC9 14 8177 .3000 20,000,000.00 19,982,877.78 12,500.00 5,211.11 04/17/14 11/12/14 16 000 .3005 19,965,166.67 99.91438888889 SUNGARD 81943 CP DEUTSCHE BANK FINL LLC 25153KLR6 14 8177 .3000 20,000,000.00 19,981,216.67 12,500.00 5,716.67 04/17/14 11/25/14 16 000 .3006 19,963,000.00 99.90608333333 SUNGARD 81944 CP DEUTSCHE BANK FINL LLC 25153KLA3 14 8177 .3051 25,000,000.00 24,978,916.67 15,891.82 6,886.28 04/17/14 11/10/14 50 000 .3057 24,956,138.57 99.91566666667 SUNGARD 81946 CP BNP PARIBAS 0556N1MA8 14 8177 .3800 25,000,000.00 24,974,125.00 18,736.11 16,875.00 04/21/14 12/10/14 10 000 .3809 24,938,513.89 99.89650000000 SUNGARD 81947 CP RABOBANK USA FIN CORP 74977LMB0 14 8177 .2100 25,000,000.00 24,973,965.28 10,208.33 04/22/14 12/11/14 50 000 .2103 24,966,020.83 99.89586111111 SUNGARD -2,263.88 81949 CCCSD CP TOYOTA MOTOR CREDT COR 89233HKM5 14 3407 .2000 5,000,000.00 4,997,044.44 1,888.89 155.55 04/24/14 10/21/14 48 000 .2002 4,995,000.00 99.94088888889 SUNGARD 81950 CCCSD CP UNION BANK OF CALIF 90526NGR0 14 3407 .1400 5,000,000.00 4,999,566.67 1,322.22 33.34 04/24/14 07/25/14 16 000 .1401 4,998,211.11 99.99133333333 SUNGARD Page 15 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 10 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81960 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1115 .2200 5,100,000.00 5,098,458.67 1,870.00 453.34 05/02/14 09/03/14 11 000 .2202 5,096,135.33 99.96977777778 SUNGARD 81961 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1234 .2200 1,100,000.00 1,099,667.56 403.34 97.78 05/02/14 09/03/14 11 000 .2202 1,099,166.44 99.96977777778 SUNGARD 81962 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1240 .2200 2,200,000.00 2,199,335.11 806.67 195.55 05/02/14 09/03/14 11 000 .2202 2,198,332.89 99.96977777778 SUNGARD 81963 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1242 .2200 3,780,000.00 3,778,857.60 1,386.00 336.00 05/02/14 09/03/14 11 000 .2202 3,777,135.60 99.96977777778 SUNGARD 81964 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1260 .2200 2,100,000.00 2,099,365.33 770.00 186.66 05/02/14 09/03/14 11 000 .2202 2,098,408.67 99.96977777778 SUNGARD 81965 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1270 .2200 3,000,000.00 2,999,093.33 1,100.00 266.66 05/02/14 09/03/14 11 000 .2202 2,997,726.67 99.96977777778 SUNGARD 81966 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1282 .2200 4,500,000.00 4,498,640.00 1,650.00 400.00 05/02/14 09/03/14 11 000 .2202 4,496,590.00 99.96977777778 SUNGARD 81967 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 1395 .2200 850,000.00 849,743.11 311.67 75.55 05/02/14 09/03/14 11 000 .2202 849,355.89 99.96977777778 SUNGARD 81968 PW CP CREDIT AGRICOLE NORTH AME 22532CJ39 14 8214 .2200 3,200,000.00 3,199,032.89 1,173.33 284.45 05/02/14 09/03/14 11 000 .2202 3,197,575.11 99.96977777778 SUNGARD 82006 PW CP BANK OF NOVA SCOTIA 06416KG95 14 1401 .1000 500,000.00 499,985.56 25.00 06/13/14 07/09/14 19 000 .1000 499,963.89 99.99711111111 SUNGARD -3.33 82007 PW CP BANK OF NOVA SCOTIA 06416KG95 14 1401 .1000 800,000.00 799,976.89 40.00 06/13/14 07/09/14 19 000 .1000 799,942.22 99.99711111111 SUNGARD -5.33 82014 HR CP TOYOTA MOTOR CREDIT CORP 89233HHM9 14 8165 .0800 3,190,000.00 3,189,412.51 49.62 06/24/14 08/21/14 48 000 .0800 3,189,588.84 99.98158333333 SUNGARD -225.95 82015 HR CP TOYOTA MOTOR CREDIT CORP 89233HHM9 14 8166 .0800 2,844,000.00 2,843,476.23 44.24 06/24/14 08/21/14 48 000 .0800 2,843,633.44 99.98158333333 SUNGARD -201.45 82016 HR CP TOYOTA MOTOR CREDIT CORP 89233HHM9 14 8172 .0800 4,278,000.00 4,277,212.14 66.55 06/24/14 08/21/14 48 000 .0800 4,277,448.62 99.98158333333 SUNGARD -303.03 82017 CP BNP PARIBAS 0556N1LE1 14 8177 .2700 10,000,000.00 9,991,311.11 375.00 1,511.11 06/26/14 11/14/14 10 000 .2703 9,989,425.00 99.91311111111 SUNGARD 82018 CP BNP PARIBAS 0556N1KX0 14 8177 .2700 15,000,000.00 14,988,308.33 562.50 2,033.33 06/26/14 10/31/14 10 000 .2703 14,985,712.50 99.92205555556 SUNGARD 82020 CP CREDIT AGRICOLE NORTH AMERIC 22532CMQ4 14 8177 .3000 25,000,000.00 24,971,888.89 833.33 8,555.56 06/27/14 12/24/14 50 000 .3005 24,962,500.00 99.88755555556 SUNGARD 82021 CP BNP PARIBAS 0556N1MW0 14 8177 .3000 30,000,000.00 29,954,500.00 250.00 0.00 06/30/14 12/30/14 10 000 .3005 29,954,250.00 99.84833333333 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 71 COMMERCIAL PAPER DISCOU 44.35%(M) .2111 743,249,000.00 742,920,496.65 322,597.45 66,803.40 .2113 742,536,115.44 99.95580200000 -5,019.64 ------- --------------- --------------- --------------- --------------- 81533 RM NCD UNION BANK 905269CW4 14 8170 .2900 1,020,000.00 1,020,065.12 2,933.35 65.12 07/09/13 07/10/14 16 000 .2900 1,020,000.00 100.0063840029 SUNGARD 81578 PW NCD UNION BANK NA 905269DX1 14 1401 .3000 500,000.00 500,129.90 1,362.50 129.90 08/08/13 08/08/14 16 000 .3000 500,000.00 100.0259806529 SUNGARD 81730 CCCSIG YCD CREDIT SUISSE NY 22549TPN2 14 6911 .5000 1,900,000.00 1,903,080.57 5,383.33 3,080.57 12/09/13 12/05/14 37 000 .5000 1,900,000.00 100.1621355166 SUNGARD Page 16 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 11 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81750 PW NCD UNION BANK OF CALIFORNIA 905269JM9 14 1401 .2800 500,000.00 500,363.88 750.56 363.88 12/20/13 12/22/14 16 000 .2800 500,000.00 100.0727763057 SUNGARD 81811 YCD ABBEY NATIONAL TREASURY SER 00279HR73 14 8177 .2900 25,000,000.00 25,001,596.66 32,423.61 1,596.66 01/21/14 07/10/14 11 000 .2900 25,000,000.00 100.0063866343 SUNGARD 81840 YCD BNP PARIBAS 05572NSW7 14 8177 .2500 20,000,000.00 20,001,160.73 19,583.33 1,160.73 02/10/14 07/11/14 10 000 .2500 20,000,000.00 100.0058036667 SUNGARD 81843 CCCFPD YCD BNP PARIBAS 05572NSY3 14 2022 .2500 9,600,000.00 9,600,911.71 8,866.67 911.71 02/18/14 07/18/14 10 000 .2500 9,600,000.00 100.0094969651 SUNGARD 81844 CCCFPD YCD BNP PARIBAS 05572NSZ0 14 2024 .4400 3,900,000.00 3,904,696.11 6,339.67 4,696.11 02/18/14 11/17/14 10 000 .4400 3,900,000.00 100.1204131171 SUNGARD 81845 PW NCD UNION BANK OF CALIFORNIA 905269KR6 14 1105 .2100 500,000.00 500,091.63 385.00 91.63 02/19/14 08/13/14 16 000 .2100 500,000.00 100.0183263855 SUNGARD 81854 YCD BNP PARIBAS 05572NTK2 14 8177 .2300 20,000,000.00 20,002,265.95 15,716.67 2,265.95 02/28/14 07/24/14 10 000 .2300 20,000,000.00 100.0113297624 SUNGARD 81872 PW NCD UNION BANK OF CALIFORNIA 905269LC8 14 1401 .2800 500,000.00 500,149.90 423.89 149.90 03/14/14 02/02/15 16 000 .2800 500,000.00 100.0299808671 SUNGARD 81879 YCD STANDARD CHARTERED BK NY 85325BM68 14 8177 .1800 25,000,000.00 25,002,082.74 12,250.00 2,082.74 03/25/14 07/25/14 50 000 .1800 25,000,000.00 100.0083309654 SUNGARD 81887 NCD BANK OF AMERICA NA 06052THE3 14 8177 .2100 20,000,000.00 20,002,082.79 11,083.33 2,082.79 03/28/14 07/25/14 11 000 .2100 20,000,000.00 100.0104139480 SUNGARD 81895 YCD SOCIETE GENERALE NY 83368NYR6 14 8177 .2300 25,000,000.00 25,002,950.64 15,173.61 2,951.22 04/02/14 07/25/14 50 000 .2300 25,000,798.03 100.0118025615 SUNGARD 81898 NCD BANK OF AMERICA 06052THL7 14 8177 .1800 25,000,000.00 25,002,582.66 10,625.00 2,582.66 04/07/14 07/31/14 11 000 .1800 25,000,000.00 100.0103306296 SUNGARD 81904 YCD SOCIETE GENERALE NY 83368NZD6 14 8177 .1800 25,000,000.00 25,002,665.98 10,375.00 2,665.98 04/09/14 08/01/14 50 000 .1800 25,000,000.00 100.0106639113 SUNGARD 81905 NCD BANK OF AMERICA 06052THN3 14 8177 .2000 30,000,000.00 30,006,881.31 13,833.33 6,881.31 04/09/14 08/28/14 11 000 .2000 30,000,000.00 100.0229377093 SUNGARD 81914 YCD BANK OF NOVA SCOTIA 06417HJM9 14 8177 .1800 25,000,000.00 25,005,998.07 10,250.00 5,998.07 04/10/14 09/10/14 29 000 .1800 25,000,000.00 100.0239922609 SUNGARD 81933 YCD BNP PARIBAS NY 05574REN1 14 8177 .2500 30,000,000.00 30,009,091.81 16,041.67 9,091.81 04/15/14 09/29/14 50 000 .2500 30,000,000.00 100.0303060311 SUNGARD 81934 YCD CREDIT AGRICOLE CIB NY 22533MEP2 14 8177 .2700 25,000,000.00 25,012,829.36 14,437.50 12,829.36 04/15/14 09/26/14 50 000 .2700 25,000,000.00 100.0513174468 SUNGARD 81935 YCD NORDEA BANK FINLAND NY 65558EH50 14 8177 .1750 25,000,000.00 25,006,945.57 9,357.64 6,945.57 04/15/14 09/25/14 50 000 .1750 25,000,000.00 100.0277822813 SUNGARD 81937 NCD UNION BANK OF CALIFORNIA 905269MG8 14 8177 .2100 25,000,000.00 25,006,714.51 11,083.33 6,714.51 04/16/14 10/29/14 16 000 .2100 25,000,000.00 100.0268580371 SUNGARD 81938 NCD UNION BANK OF CALIFORNIA 905269MH6 14 8177 .2200 5,000,000.00 5,001,847.79 2,322.22 1,847.79 04/16/14 11/25/14 16 000 .2200 5,000,000.00 100.0369557538 SUNGARD 81939 YCD SOCIETE GENERALE NY 83368NKZ3 14 8177 .3300 30,000,000.00 30,024,808.89 20,900.00 24,808.89 04/16/14 11/26/14 50 000 .3300 30,000,000.00 100.0826962913 SUNGARD 81969 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2505 .1200 1,000,000.00 1,000,053.32 200.00 53.32 05/02/14 08/01/14 16 000 .1200 1,000,000.00 100.0053320001 SUNGARD 81970 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2517 .1200 500,000.00 500,026.66 100.00 26.66 05/02/14 08/01/14 16 000 .1200 500,000.00 100.0053320001 SUNGARD 81971 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2520 .1200 8,500,000.00 8,500,453.22 1,700.00 453.22 05/02/14 08/01/14 16 000 .1200 8,500,000.00 100.0053320001 SUNGARD Page 17 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 12 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81972 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2552 .1200 1,500,000.00 1,500,079.98 300.00 79.98 05/02/14 08/01/14 16 000 .1200 1,500,000.00 100.0053320001 SUNGARD 81973 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2554 .1200 1,200,000.00 1,200,063.98 240.00 63.98 05/02/14 08/01/14 16 000 .1200 1,200,000.00 100.0053320001 SUNGARD 81974 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2558 .1200 775,000.00 775,041.32 155.00 41.32 05/02/14 08/01/14 16 000 .1200 775,000.00 100.0053320001 SUNGARD 81975 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2566 .1200 3,300,000.00 3,300,175.96 660.00 175.96 05/02/14 08/01/14 16 000 .1200 3,300,000.00 100.0053320001 SUNGARD 81976 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2571 .1200 750,000.00 750,039.99 150.00 39.99 05/02/14 08/01/14 16 000 .1200 750,000.00 100.0053320001 SUNGARD 81977 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2572 .1200 450,000.00 450,023.99 90.00 23.99 05/02/14 08/01/14 16 000 .1200 450,000.00 100.0053320001 SUNGARD 81978 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2578 .1200 800,000.00 800,042.66 160.00 42.66 05/02/14 08/01/14 16 000 .1200 800,000.00 100.0053320001 SUNGARD 81979 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2579 .1200 1,150,000.00 1,150,061.32 230.00 61.32 05/02/14 08/01/14 16 000 .1200 1,150,000.00 100.0053320001 SUNGARD 81980 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2581 .1200 750,000.00 750,039.99 150.00 39.99 05/02/14 08/01/14 16 000 .1200 750,000.00 100.0053320001 SUNGARD 81981 PW NCD UNION BANK OF CALIFORNIA 905269MN3 14 2583 .1200 750,000.00 750,039.99 150.00 39.99 05/02/14 08/01/14 16 000 .1200 750,000.00 100.0053320001 SUNGARD 81983 PW YCD ABBEY NATIONAL 00279HV78 14 8215 .1800 5,400,000.00 5,401,169.71 1,512.00 1,169.71 05/06/14 09/03/14 20 000 .1800 5,400,000.00 100.0216613409 SUNGARD 81984 PW YCD ABBEY NATIONAL 00279HV78 14 8216 .1800 4,000,000.00 4,000,866.45 1,120.00 866.45 05/06/14 09/03/14 20 000 .1800 4,000,000.00 100.0216613409 SUNGARD 81985 PW YCD ABBEY NATIONAL 00279HV78 14 1392 .1800 19,000,000.00 19,004,115.65 5,320.00 4,115.65 05/06/14 09/03/14 20 000 .1800 19,000,000.00 100.0216613409 SUNGARD 81987 PW YCD ABBEY NATIONAL 00279HV78 14 1290 .1800 400,000.00 400,086.65 112.00 86.65 05/06/14 09/03/14 20 000 .1800 400,000.00 100.0216613409 SUNGARD 81988 PW YCD ABBEY NATIONAL 00279HV78 14 1399 .1800 430,000.00 430,093.14 120.40 93.14 05/06/14 09/03/14 20 000 .1800 430,000.00 100.0216613409 SUNGARD 81992 PW YCD ABBEY NATIONAL 00279HV78 14 1114 .1800 5,500,000.00 5,501,191.37 1,540.00 1,191.37 05/06/14 09/03/14 20 000 .1800 5,500,000.00 100.0216613409 SUNGARD 81996 CCCSIG YCD RABOBANK NEDERLAND N 21684BPV0 14 6911 .7160 2,000,000.00 2,000,000.00* 2,227.55 0.00 05/13/14 05/06/16 37 000 .7160 2,000,278.44 100.0000000000 BOOK 82019 YCD CREDIT AGRICOLE CIB NY 22533MLF6 14 8177 .3200 25,000,000.00 25,023,338.82 888.89 20,842.56 06/27/14 12/24/14 19 000 .3000 25,002,496.26 100.0933552926 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 72 NEGOTIABLE CERT OF DEPO 28.76%(M) .2281 481,575,000.00 481,708,998.45 269,027.05 131,502.77 .2270 481,578,572.73 100.0278250000 ------- --------------- --------------- --------------- --------------- 81269 CORP GENERAL ELEC CAP CORP FLTR 36962GU51 14 8177 .4296 10,000,000.00 10,006,100.00 10,024.18 53,650.00 03/08/13 01/08/16 16 000 .7028 9,952,450.00 100.0610000000 SUNGARD 81655 CCCSIG CORP GECC FLOATER 36962G7A6 14 6911 .8771 2,700,000.00 2,724,516.00 5,130.76 24,516.00 07/12/13 07/12/16 37 000 .8771 2,700,000.00 100.9080000000 SUNGARD * MARKET = BOOK LESS PURCHASE INTEREST Page 18 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 13 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81794 CCCSIG CORP BERKSHIRE HATH FLTR 084664CA7 14 6911 .3773 500,000.00 500,125.00 429.70 125.00 01/10/14 01/10/17 37 000 .3773 500,000.00 100.0250000000 SUNGARD 82052 CCCSIG CORP WESTPAC BK QTR FLTR 96121TWF1 14 6911 .4064 2,250,000.00 2,250,000.00* 1,904.77 0.00 04/17/14 04/15/16 37 000 .4064 2,250,000.00 100.0000000000 BOOK ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 73 CORP NOTE FLTG RT ACT- .92%(M) .5029 15,450,000.00 15,480,741.00 17,489.41 78,291.00 .6795 15,402,450.00 100.1989710000 ------- --------------- --------------- --------------- --------------- 78744 CCCCD CORP US BANCORP 91159HGX2 14 7903 2.4500 300,000.00 306,726.00 3,144.17 6,799.49 07/27/10 07/27/15 37 000 2.4710 299,926.51 102.2420000000 SUNGARD 79020 CCCCD CORP GENERAL E 36962G4T8 14 7903 2.2500 750,000.00 767,160.00 2,437.50 17,567.41 11/09/10 11/09/15 37 000 2.2660 749,592.59 102.2880000000 SUNGARD 79043 CCCCD CORP PROCTOR & GAMBLE CAL 742718DS5 14 7903 1.8000 200,000.00 203,864.00 460.00 5,500.00 11/18/10 11/15/15 37 000 1.9729 198,364.00 101.9320000000 SUNGARD 80435 CORP TOYOTA MOTOR CREDIT CORP 89233P5Z5 14 8177 1.0000 10,000,000.00 10,047,300.00 37,222.22 03/15/12 02/17/15 16 000 .8261 10,050,100.00 100.4730000000 SUNGARD -2,800.00 80448 CORP WALMART STORES INC 931142CX9 14 8177 1.5000 5,000,000.00 5,077,300.00 13,750.00 03/23/12 10/25/15 29 000 .9370 5,099,100.00 101.5460000000 SUNGARD -21,800.00 80450 CORP ROYAL BANK OF 78008T2C7 14 8177 1.1500 10,000,000.00 10,060,500.00 34,499.95 63,700.00 03/26/12 03/13/15 16 000 1.1610 9,996,800.00 100.6050000000 SUNGARD 80653 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 135,000.00 135,708.75 573.75 959.85 06/14/12 02/15/17 37 000 1.1660 134,748.90 100.5250000000 SUNGARD 80654 CCCCD CORP WALT DISNEY CO 25468PCS3 14 7903 1.1250 240,000.00 241,260.00 1,020.00 2,119.20 06/14/12 02/15/17 37 000 1.2040 239,140.80 100.5250000000 SUNGARD 81054 CCCCD CORP CHEVRON CORP NEW 166764AA8 14 7903 1.1040 105,000.00 104,517.00 83.72 12/05/12 12/05/17 37 000 1.1040 105,000.00 99.54000000000 SUNGARD -483.00 81198 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,035,850.00 24,027.78 35,850.00 02/04/13 01/08/16 7 000 1.0000 5,000,000.00 100.7170000000 SUNGARD 81217 CCCCD CORP BERKSHIRE HATHAWAY 084670BH0 14 7903 1.5500 245,000.00 245,644.35 1,497.90 984.90 02/11/13 02/09/18 37 000 1.5791 244,659.45 100.2630000000 SUNGARD 81242 CCCSIG CORP PEPSICO INC NOTES 713448CE6 14 6911 .7000 515,000.00 516,230.85 1,251.79 1,411.10 02/28/13 02/26/16 37 000 .7118 514,819.75 100.2390000000 SUNGARD 81243 CCCCD CORP CATERPLLR FINL SVCS 14912L5N7 14 7903 .7000 100,000.00 100,107.00 243.07 231.00 02/28/13 02/26/16 37 000 .7420 99,876.00 100.1070000000 SUNGARD 81244 CCCCD CORP PEPSICO INC NOTES 713448CE6 14 7903 .7000 100,000.00 100,239.00 243.07 274.00 02/28/13 02/26/16 37 000 .7118 99,965.00 100.2390000000 SUNGARD 81412 CCCSIG CORP APPLE INC 037833AH3 14 6911 .4500 465,000.00 464,009.55 337.13 05/03/13 05/03/16 37 000 .5109 464,420.71 99.78700000000 SUNGARD -411.16 81413 CCCCD CORP APPLE INC 037833AJ9 14 7903 1.0000 175,000.00 171,143.00 281.94 05/03/13 05/03/18 37 000 1.0760 174,354.25 97.79600000000 SUNGARD -3,211.25 81425 CCCSIG CORP IBM GLOBAL NOTES 459200HL8 14 6911 .4500 1,880,000.00 1,876,409.20 1,292.50 1,710.80 05/07/13 05/06/16 37 000 .5450 1,874,698.40 99.80900000000 SUNGARD 81432 CORP JP MORGAN CHASE & CO 46623EJW0 14 8177 .8000 10,000,000.00 10,001,800.00 15,111.11 05/07/13 04/23/15 7 000 .7598 10,007,800.00 100.0180000000 SUNGARD -6,000.00 * MARKET = BOOK LESS PURCHASE INTEREST Page 19 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 191,046.90 185.78 1,124.80 05/17/13 05/17/16 37 000 .8139 189,922.10 100.5510000000 SUNGARD 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 814,463.10 792.00 4,795.20 05/17/13 05/17/16 37 000 .8139 809,667.90 100.5510000000 SUNGARD 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,800,828.00 7,470.00 3,708.00 06/03/13 01/15/17 37 000 .9450 1,797,120.00 100.0460000000 SUNGARD 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,035,850.00 24,027.78 39,500.00 06/18/13 01/08/16 7 000 1.0290 4,996,350.00 100.7170000000 SUNGARD 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 945,987.80 162.49 5,987.80 06/24/13 06/24/16 37 000 .8890 940,000.00 100.6370000000 SUNGARD 81542 CCCSIG CORP WELLS FARGO & CO 94974BFL9 14 6911 1.2500 1,170,000.00 1,180,097.10 6,540.63 11,220.30 07/29/13 07/20/16 37 000 1.2830 1,168,876.80 100.8630000000 SUNGARD 81577 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 985,000.00 990,289.45 3,535.06 5,811.50 08/15/13 08/15/16 37 000 .9680 984,477.95 100.5370000000 SUNGARD 81650 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 355,000.00 356,906.35 1,274.06 2,580.85 10/15/13 08/15/16 37 000 1.0181 354,325.50 100.5370000000 SUNGARD 81668 CCCSIG CORP COCA COLA CO 191216BD1 14 6911 .7500 360,000.00 359,672.40 450.00 86.40 11/01/13 11/01/16 37 000 .7889 359,586.00 99.90900000000 SUNGARD 81703 CORP TOYOTA MTR CRD CORP MTN 89233P6S0 14 8177 1.2500 5,000,000.00 4,996,550.00 14,930.56 52,050.00 11/15/13 10/05/17 16 000 1.5451 4,944,500.00 99.93100000000 SUNGARD 81751 CCCSIG CORP CISCO SYSTMS INC GL 17275RAC6 14 6911 5.5000 1,900,000.00 2,053,406.00 37,445.83 12/20/13 02/22/16 37 000 .6166 2,099,880.00 108.0740000000 SUNGARD -46,474.00 81789 CORP MICROSOFT CORP 594918AV6 14 8177 1.6250 6,406,000.00 6,422,463.42 7,228.99 54,002.58 01/10/14 12/06/18 16 000 1.7501 6,368,460.84 100.2570000000 SUNGARD 81813 CORP INTEL STRUCTURD BND CALLBL 458140AL4 14 8177 1.3500 5,211,000.00 5,212,459.08 3,126.61 32,829.30 01/27/14 12/15/17 17 000 1.5101 5,179,629.78 100.0280000000 SUNGARD 81876 CCCSIG CORP EXXON MOBIL CORP NT 30231GAA0 14 6911 .9210 990,000.00 991,039.50 2,684.72 1,039.50 03/20/14 03/15/17 37 000 .9210 990,126.64 100.1050000000 SUNGARD 81899 CORP WELLS FARGO & COMPANY 94974BFG0 14 8177 1.5000 5,000,000.00 4,991,450.00 34,375.00 31,550.00 04/07/14 01/16/18 16 000 1.7201 4,976,775.00 99.82900000000 SUNGARD 81948 CCCSIG CORP WAL-MART STORES INC 931142DN0 14 6911 1.0000 370,000.00 370,799.20 719.45 854.70 04/22/14 04/21/17 37 000 1.0051 369,954.78 100.2160000000 SUNGARD 81956 CCCSIG CORP TOYOTA MTR CRD CORP 89233P6D3 14 6911 1.7500 975,000.00 993,749.25 1,848.44 2,681.25 04/28/14 05/22/17 37 000 1.2009 991,068.00 101.9230000000 SUNGARD 81991 CCCSIG CORP APPLE INC 037833AM2 14 6911 1.0500 1,500,000.00 1,502,025.00 2,450.00 2,820.00 05/06/14 05/05/17 37 000 1.0680 1,499,248.75 100.1350000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.05%(M) 1.2563 84,172,000.00 84,664,851.25 286,725.00 389,749.93 1.1276 84,373,336.40 100.5855290000 -81,179.41 ------- --------------- --------------- --------------- --------------- 82010 CCCSIG YCD NORDEA BK QTR FLTR 65558ET57 14 6911 .4100 1,950,000.00 1,950,000.00* 399.75 0.00 06/13/14 06/13/16 37 000 .4100 1,950,000.00 100.0000000000 BOOK 82011 CCCSIG YCD BK NOVA SCOTIA QT FL 06417HMU7 14 6911 .2500 2,450,000.00 2,448,520.20* 306.25 0.00 06/13/14 06/10/16 37 000 .2803 2,448,520.20 99.93960000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 20 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 15 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 .26%(M) .3209 4,400,000.00 4,398,520.20 706.00 .00 .3378 4,398,520.20 99.96636800000 ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 07/01/14 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 07/01/14 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 ------- --------------- --------------- --------------- --------------- 82001 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 .6000 3,335.77 3,335.77 2.11 0.00 05/24/14 05/24/17 24 2400 .6000 3,335.77 100.0000000000 UPRICE ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) .6000 3,335.77 3,335.77 2.11 .00 .6000 3,335.77 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4802 1672522511.23 1675172302.91 1,883,801.89 1,073,621.38 .3877 1676509624.33 100.1584310000 -2,672,771.75 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST     NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS, IF ANY. Page 21 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 14 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 ------- ------------------------------- --------- ---- ------ ------- --------------- --------------- --------------- --------------- 81444 CCCCD CORP TOYOTA MOTOR CRED 89236TAL9 14 7903 .8000 190,000.00 191,046.90 185.78 1,124.80 05/17/13 05/17/16 37 000 .8139 189,922.10 100.5510000000 SUNGARD 81445 CCCSIG CORP TOYOTA MOTOR CRED 89236TAL9 14 6911 .8000 810,000.00 814,463.10 792.00 4,795.20 05/17/13 05/17/16 37 000 .8139 809,667.90 100.5510000000 SUNGARD 81472 CCCSIG CORP PFIZER INC 717081DD2 14 6911 .9000 1,800,000.00 1,800,828.00 7,470.00 3,708.00 06/03/13 01/15/17 37 000 .9450 1,797,120.00 100.0460000000 SUNGARD 81501 CORP GENERAL ELECTRIC CAP CORP 36962G6R0 14 8177 1.0000 5,000,000.00 5,035,850.00 24,027.78 39,500.00 06/18/13 01/08/16 7 000 1.0290 4,996,350.00 100.7170000000 SUNGARD 81505 CCCSIG CORP CHEVRON 166764AC4 14 6911 .8890 940,000.00 945,987.80 162.49 5,987.80 06/24/13 06/24/16 37 000 .8890 940,000.00 100.6370000000 SUNGARD 81542 CCCSIG CORP WELLS FARGO & CO 94974BFL9 14 6911 1.2500 1,170,000.00 1,180,097.10 6,540.63 11,220.30 07/29/13 07/20/16 37 000 1.2830 1,168,876.80 100.8630000000 SUNGARD 81577 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 985,000.00 990,289.45 3,535.06 5,811.50 08/15/13 08/15/16 37 000 .9680 984,477.95 100.5370000000 SUNGARD 81650 CCCSIG CORP BERKSHIRE HATHAWAY 084664BX8 14 6911 .9500 355,000.00 356,906.35 1,274.06 2,580.85 10/15/13 08/15/16 37 000 1.0181 354,325.50 100.5370000000 SUNGARD 81668 CCCSIG CORP COCA COLA CO 191216BD1 14 6911 .7500 360,000.00 359,672.40 450.00 86.40 11/01/13 11/01/16 37 000 .7889 359,586.00 99.90900000000 SUNGARD 81703 CORP TOYOTA MTR CRD CORP MTN 89233P6S0 14 8177 1.2500 5,000,000.00 4,996,550.00 14,930.56 52,050.00 11/15/13 10/05/17 16 000 1.5451 4,944,500.00 99.93100000000 SUNGARD 81751 CCCSIG CORP CISCO SYSTMS INC GL 17275RAC6 14 6911 5.5000 1,900,000.00 2,053,406.00 37,445.83 12/20/13 02/22/16 37 000 .6166 2,099,880.00 108.0740000000 SUNGARD -46,474.00 81789 CORP MICROSOFT CORP 594918AV6 14 8177 1.6250 6,406,000.00 6,422,463.42 7,228.99 54,002.58 01/10/14 12/06/18 16 000 1.7501 6,368,460.84 100.2570000000 SUNGARD 81813 CORP INTEL STRUCTURD BND CALLBL 458140AL4 14 8177 1.3500 5,211,000.00 5,212,459.08 3,126.61 32,829.30 01/27/14 12/15/17 17 000 1.5101 5,179,629.78 100.0280000000 SUNGARD 81876 CCCSIG CORP EXXON MOBIL CORP NT 30231GAA0 14 6911 .9210 990,000.00 991,039.50 2,684.72 1,039.50 03/20/14 03/15/17 37 000 .9210 990,126.64 100.1050000000 SUNGARD 81899 CORP WELLS FARGO & COMPANY 94974BFG0 14 8177 1.5000 5,000,000.00 4,991,450.00 34,375.00 31,550.00 04/07/14 01/16/18 16 000 1.7201 4,976,775.00 99.82900000000 SUNGARD 81948 CCCSIG CORP WAL-MART STORES INC 931142DN0 14 6911 1.0000 370,000.00 370,799.20 719.45 854.70 04/22/14 04/21/17 37 000 1.0051 369,954.78 100.2160000000 SUNGARD 81956 CCCSIG CORP TOYOTA MTR CRD CORP 89233P6D3 14 6911 1.7500 975,000.00 993,749.25 1,848.44 2,681.25 04/28/14 05/22/17 37 000 1.2009 991,068.00 101.9230000000 SUNGARD 81991 CCCSIG CORP APPLE INC 037833AM2 14 6911 1.0500 1,500,000.00 1,502,025.00 2,450.00 2,820.00 05/06/14 05/05/17 37 000 1.0680 1,499,248.75 100.1350000000 SUNGARD ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 75 CORPORATE NOTES 5.05%(M) 1.2563 84,172,000.00 84,664,851.25 286,725.00 389,749.93 1.1276 84,373,336.40 100.5855290000 -81,179.41 ------- --------------- --------------- --------------- --------------- 82010 CCCSIG YCD NORDEA BK QTR FLTR 65558ET57 14 6911 .4100 1,950,000.00 1,950,000.00* 399.75 0.00 06/13/14 06/13/16 37 000 .4100 1,950,000.00 100.0000000000 BOOK 82011 CCCSIG YCD BK NOVA SCOTIA QT FL 06417HMU7 14 6911 .2500 2,450,000.00 2,448,520.20* 306.25 0.00 06/13/14 06/10/16 37 000 .2803 2,448,520.20 99.93960000000 BOOK * MARKET = BOOK LESS PURCHASE INTEREST Page 20 1 CONTRA COSTA COUNTY TREASURER'S OFFICE INVESTMENT INVENTORY WITH MARKET VALUE PAGE: 15 (RPTMKT) RUN: 07/30/14 07:53:13 INVESTMENTS OUTSTANDING AS OF 06/30/14 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 .26%(M) .3209 4,400,000.00 4,398,520.20 706.00 .00 .3378 4,398,520.20 99.96636800000 ------- --------------- --------------- --------------- --------------- 81524 AUHSD MM DREYFUS TAX EXEMPT 26202K205 14 5057 0.0000 537,226.12 537,226.12* .00 0.00 06/27/13 07/01/14 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 07/01/14 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 ------- --------------- --------------- --------------- --------------- 82001 CD CCCCD BERTA KAMM WESTAMERICA 121101042 29 8175 .6000 3,335.77 3,335.77 2.11 0.00 05/24/14 05/24/17 24 2400 .6000 3,335.77 100.0000000000 UPRICE ------- --------------- --------------- --------------- --------------- SUBTOTAL (Inv Type) 1000 TD WITH CALC CODE OF .00%(M) .6000 3,335.77 3,335.77 2.11 .00 .6000 3,335.77 100.0000000000 ======= =============== =============== =============== =============== GRAND TOTAL .4802 1672522511.23 1675172302.91 1,883,801.89 1,073,621.38 .3877 1676509624.33 100.1584310000 -2,672,771.75 ======= =============== =============== =============== =============== * MARKET = BOOK LESS PURCHASE INTEREST     NOTE: GRAND TOTAL EXCLUDES RETIREMENT INVESTMENTS, IF ANY. Page 21 Page 22 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF JUNE 30, 2014 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 944,628.29 944,910.50 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 11,785,121.61 11,788,642.42 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 7,254,773.30 7,256,940.66 BYRON UNION SCHOOL DISTRICT 75-07-017 164,818.49 164,867.73 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,614.97 191,672.21 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 46,500,000.00 46,513,891.88 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 613,146.27 613,329.45 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,014,937.50 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,276,590.77 1,276,972.15 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,222,347.67 2,223,011.60 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,262,852.99 2,263,529.02 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,283.77 72,305.36 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,005,080.78 1,005,381.05 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 17,171,776.86 17,176,906.93 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 4,014,933.09 4,016,132.55 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 242,088.70 242,161.02 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,366,758.85 6,368,660.92 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,293,907.28 7,296,086.33 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,934.56 23,941.71 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,578,757.20 14,583,112.60 MT VIEW SANITARY DISTRICT 70-07-008 8,317,684.02 8,320,168.93 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,177.25 246,250.80 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,375,927.07 7,378,130.63 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 13,786,504.28 13,790,623.00 RECLAMATION DISTRICT 800 60-07-003 5,019,322.73 5,020,822.25 REDEVELOPMENT AGENCY 65-07-015 6,955.09 6,957.17 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 105,393.12 105,424.61 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 281,468.95 281,553.04 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 39,906,273.27 39,918,195.27 TOTAL 249,031,121.23 249,105,519.28 Page 23 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. CalTRUST Wells Capital Management GAAPWC-Contra Costa County (19529)Quarter End (Q2 Y2014)04/01/2014 - 06/30/2014Dated: 07/22/2014Locked DownPage 24 Risk Summary (WC-Contra Costa County (19529))1Performance Summary Gross of Fees (WC-Contra Costa County (19529))4Performance Summary Net of Fees (WC-Contra Costa County (19529))5GAAP Financials (WC-Contra Costa County (19529))6Income Detail (WC-Contra Costa County (19529))7Balance Sheet Classification (WC-Contra Costa County (19529))9Trading Activity (WC-Contra Costa County (19529))12Transaction Detail (WC-Contra Costa County (19529))16MMF Transaction Detail (WC-Contra Costa County (19529))20Roll Forward (WC-Contra Costa County (19529))24Shock Analysis (WC-Contra Costa County (19529))27Table of ContentsDated: 07/22/2014Page 25 Cash and Fixed Income SummaryRisk MetricValueCash-1,000,816.66MMFund2,554,788.98Fixed Income42,809,599.97Duration0.587Convexity0.00WAL0.831Years to Final Maturity1.112Years to Effective Maturity0.76Yield0.292Book Yield0.381Avg Credit RatingAA+/Aa1/AA+Balance SheetBook Value + Accrued44,336,036.06Net Unrealized Gain/Loss27,536.23Market Value + Accrued44,363,572.29Issuer ConcentrationIssuer Concentration% of Base MarketValue + AccruedFederal Home Loan Mortgage Corporation18.121%Federal Farm Credit Banks Funding Corporation13.984%Government of the United States11.279%Wells Fargo Funds Trust5.759%Federal National Mortgage Association4.521%California, State of2.264%American Express Company1.749%The Bank of New York Mellon Corporation1.74%General Electric Company1.705%International Business Machines Corporation1.70%Other37.179%---100.00%Asset ClassMarket SectorSecurity TypeRisk SummaryWC-Contra Costa County (19529)04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20141Page 26 Credit Duration Heat MapRating0 - 1 1 - 2 2 - 3 3 - 4 4 - 5 5 - 7 7 - 10 10 - 15 15 - 30AAA 55.597% 12.981% 0.00% 0.789% 0.00% 0.00% 0.00% 0.00% 0.00%AA5.865% 0.564% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%A21.888% 2.315% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BBB0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BB0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%B0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CCC0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CC0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%C0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%NA0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%Time To MaturityCredit RatingDurationRisk SummaryWC-Contra Costa County (19529)04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20142Page 27 MMF Asset AllocationIndustry SectorIndustry GroupIndustry SubgroupCurrencyCountryRisk SummaryWC-Contra Costa County (19529)04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20143Page 28 Gross of Fees (includes trading). Returns are actual and have not been annualized. Note that data will not exist prior to the performance inception date of: 04/01/2001. No Tax Adjustment.PeriodPeriod BeginPeriod EndTotal ReturnIndex Total ReturnExcess Total ReturnMonth to Date06/01/201406/30/20140.009%0.002%0.007%Quarter to Date04/01/201406/30/20140.091%0.021%0.071%Year to Date01/01/201406/30/20140.204%0.065%0.139%Prior Month05/01/201405/31/20140.035%0.004%0.032%Prior Quarter01/01/201403/31/20140.113%0.044%0.069%Prior Year01/01/201312/31/20130.321%0.18%0.141%Trailing Month06/01/201406/30/20140.009%0.002%0.007%Trailing Quarter04/01/201406/30/20140.091%0.021%0.071%Trailing Year07/01/201306/30/20140.436%0.155%0.281%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill---11/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Gross of FeesWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/20144Page 29 Net of Fees (includes management and trading). Returns are actual and have not been annualized. Note that data will not exist prior to the performance inception date of: 04/01/2001. No Tax Adjustment.PeriodPeriod BeginPeriod EndTotal ReturnIndex Total ReturnExcess Total ReturnMonth to Date06/01/201406/30/2014-0.001%0.002%-0.003%Quarter to Date04/01/201406/30/20140.063%0.021%0.042%Year to Date01/01/201406/30/20140.147%0.065%0.082%Prior Month05/01/201405/31/20140.026%0.004%0.022%Prior Quarter01/01/201403/31/20140.084%0.044%0.04%Prior Year01/01/201312/31/20130.218%0.18%0.038%Trailing Month06/01/201406/30/2014-0.001%0.002%-0.003%Trailing Quarter04/01/201406/30/20140.063%0.021%0.042%Trailing Year07/01/201306/30/20140.326%0.155%0.172%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill---11/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Net of FeesWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/20145Page 30 Balance SheetWC-Contra Costa CountyAs of:03/31/201406/30/2014Book Value44,238,108.5444,234,570.79Accrued Balance97,262.86101,465.28Book Value + Accrued44,335,371.3944,336,036.06Net Unrealized Gain/Loss29,276.4227,536.23Market Value + Accrued44,364,647.8144,363,572.29Income StatementWC-Contra Costa CountyBegin DateEnd Date04/01/201406/30/2014Net Amortization/Accretion Income-57,699.75Interest Income99,907.39Dividend Income0.00Misc Income0.00Income Subtotal99,907.39Net Realized Gain/Loss0.01Impairment Loss0.00Net Gain/Loss0.01Expense-12,693.84Net Income29,513.82Transfers In/Out-28,849.15Change in Unrealized Gain/Loss-1,740.19Statement of Cash FlowsWC-Contra Costa CountyBegin DateEnd Date04/01/201406/30/2014Net Income29,513.82Amortization/Accretion on MS57,699.75Change in Accrued on MS3,592.57Net Gain/Loss on MS-0.01Change in Unrealized G/L on CE0.00Subtotal61,292.30Purchases of MS-10,527,796.41Purchased Accrued of MS-9,894.49Sales of MS2,072,541.22Sold Accrued of MS2,099.50Maturities of MS7,925,000.00Net Purchases/Sales-538,050.18Transfers of Cash & CE-28,849.15Total Change in Cash & CE-476,093.21Beginning Cash & CE2,030,065.53Ending Cash & CE1,553,972.32GAAP FinancialsWC-Contra Costa County (19529)04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20146Page 31 IdentifierBase Current Units DescriptionCoupon Final Maturity EffectiveMaturityTransfers In/Out Net RealizedGain/LossNet Amortization/Accretion IncomeInterest/DividendIncomeBaseExpenseBase Net Income Settle Date0258M0DA4750,000.00 AMER EXPRESS CREDIT CO2.75 09/15/2015 09/15/20150.000.00-46.1257.29 0.0011.17 06/30/201402666QK69700,000.00 AMERICAN HONDA FINANCE1.45 02/27/2015 02/27/20150.000.00-1,481.962,537.50 0.001,055.54 06/06/201306050TLU4500,000.00 BANK OF AMERICA NA0.695 02/14/2017 02/14/20170.000.000.00885.10 0.00885.10 02/14/201406406HBN8750,000.00 BANK OF NEW YORK MELLON3.10 01/15/2015 01/15/20150.000.00-4,709.005,812.50 0.001,103.50 07/26/201305578XAB4274,798.82 BMWOT 2013-A A20.41 02/25/2016 10/28/20140.000.003.00319.25 0.00322.25 11/06/201307330NAE5750,000.00 BRANCH BANKING & TRUST0.558 10/28/2015 10/28/20140.000.00-245.391,061.81 0.00816.41 02/03/201491412GFA80010.00 CA UNI-FLTG-TXB-Y-20.653 07/01/2017 01/01/20170.000.000.00148.59 0.00148.59 03/16/201213063BN65750,000.00 CALIFORNIA ST-TXBL0.85 02/01/2015 02/01/20150.000.000.001,593.75 0.001,593.75 09/11/2013CCYUSD0.49 Cash0.00 06/30/2014 06/30/2014-28,849.150.000.000.00 -12,693.84-12,693.84 ---17305ECH6300,000.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-3,313.393,675.00 0.00361.61 09/27/201317305ECH6400,000.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-4,338.324,900.00 0.00561.68 08/08/2013161571FY5750,000.00 CHAIT 2013-A4 A40.252 05/15/2017 04/25/20150.000.000.00478.07 0.00478.07 05/23/201322546QAE7250,000.00 CREDIT SUISSE NEW YORK3.50 03/23/2015 03/23/20150.000.00-1,662.712,187.50 0.00524.79 08/20/2013235851AK80.00 DANAHER CORP1.30 06/23/2014 06/23/20140.000.00-500.86740.28 0.00239.41 07/11/2013235851AK80.00 DANAHER CORP1.30 06/23/2014 06/23/20140.000.00-992.891,406.53 0.00413.63 03/19/20133135G0WG41,000,000.00 FANNIE MAE0.50 04/29/2016 07/29/20140.000.00-170.00388.89 0.00218.89 06/03/20143135G0TR41,000,000.00 FANNIE MAE0.65 01/15/2016 01/15/20150.000.00-908.711,444.44 0.00535.73 04/11/201431398AXJ60.00 FANNIE MAE2.50 05/15/2014 05/15/20140.000.00-4,044.524,583.33 0.00538.81 11/30/20123133EDGC01,000,000.00 FEDERAL FARM CREDIT BANK0.25 11/04/2015 11/04/20150.000.00326.98625.00 0.00951.99 03/24/20143133EA4Q81,000,000.00 FEDERAL FARM CREDIT BANK0.50 04/18/2016 04/18/20160.000.000.0055.56 0.0055.56 06/27/20143133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.27 11/05/2014 11/05/20140.000.00-14.00675.00 0.00661.00 01/24/20133133ECHB31,000,000.00 FEDERAL FARM CREDIT BANK0.45 03/07/2016 03/07/20160.000.000.00675.00 0.00675.00 05/07/20143133EA4S41,000,000.00 FEDERAL FARM CREDIT BANK0.25 10/16/2014 10/16/20140.000.00-92.95625.00 0.00532.05 08/21/20133133EDGM8200,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.0084.27175.00 0.00259.27 03/24/20143133EDGM81,000,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.00225.31875.00 0.001,100.31 03/14/2014313381MG70.00 FEDERAL HOME LOAN BANK0.50 01/08/2016 01/08/20160.000.000.00151.67 0.00151.67 12/23/201331679KAB6750,000.00 FITAT 2014-2 A2A0.45 04/17/2017 08/09/20150.000.003.89187.50 0.00191.39 06/11/20143134G36G01,000,000.00 FREDDIE MAC0.35 03/18/2015 03/18/20150.000.00-268.00875.00 0.00607.00 12/18/20133137EADD81,000,000.00 FREDDIE MAC0.50 04/17/2015 04/17/20150.000.00-469.161,027.78 0.00558.62 01/10/20143137EADD80.00 FREDDIE MAC0.50 04/17/2015 04/17/20150.000.00-100.09222.22 0.00122.14 01/10/20143128X33E1500,000.00 FREDDIE MAC5.05 01/26/2015 01/26/20150.000.00-5,972.066,312.50 0.00340.44 03/21/20143134G54C61,000,000.00 FREDDIE MAC0.50 05/20/2016 05/20/20150.000.00-143.84569.44 0.00425.61 05/20/20143134G4TH11,000,000.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-18.50750.00 0.00731.50 01/13/20143134G3H781,000,000.00 FREDDIE MAC0.35 12/05/2014 12/05/20140.000.00-138.09875.00 0.00736.91 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.31 01/09/2015 01/09/20150.000.000.001,162.50 0.001,162.50 07/09/2013313397A351,000,000.00 FREDDIE MAC DISCOUNT NT0.00 08/01/2014 08/01/20140.000.00480.280.00 0.00480.28 10/16/201336962G6Q2750,000.00 GENERAL ELEC CAP CORP0.83 01/08/2016 01/08/20160.000.00-417.491,574.20 0.001,156.71 09/23/201343814EAB1351,566.08 HAROT 2013-2 A20.37 10/16/2015 09/29/20140.000.0011.90414.71 0.00426.61 04/24/201343814GAB6200,000.00 HAROT 2014-2 A20.39 09/19/2016 05/31/20150.000.001.1786.67 0.0087.84 05/21/201441284AAB4350,000.00 HDMOT 2014-1 A2A0.49 04/15/2018 07/15/20160.000.002.19357.29 0.00359.49 04/16/201440428HPG1700,000.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00-2,859.454,156.25 0.001,296.80 08/20/2013459200HD6750,000.00 IBM CORP0.75 05/11/2015 05/11/20150.000.00-258.30781.25 0.00522.95 06/14/2013459200HD60.00 IBM CORP0.75 05/11/2015 05/11/20150.000.00-202.59625.00 0.00422.41 06/14/201347787VAB7700,000.00 JDOT 2014-A A20.45 09/15/2016 05/17/20150.000.003.88717.50 0.00721.38 04/09/201424422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.297 01/12/2015 01/12/20150.000.000.00499.06 0.00499.06 03/11/201346623EJH30.00 JPMORGAN CHASE & CO0.983 05/02/2014 05/02/20140.000.00-138.30592.74 0.00454.44 07/23/201258768EAC3750,000.00 MBALT 2014-A A2A0.48 06/15/2016 05/02/20150.000.003.14820.00 0.00823.14 04/09/201459217GAM1610,000.00 MET LIFE GLOB FUNDING I2.00 01/09/2015 01/09/20150.000.00-2,062.603,050.00 0.00987.40 05/21/2013594918AB00.00 MICROSOFT CORP2.95 06/01/2014 06/01/20140.000.00-1,101.191,229.17 0.00127.98 01/10/201355292LAB0334,057.19 MTBAT 2013-1A A20.66 02/16/2016 10/13/20140.000.002.25633.25 0.00635.50 09/19/2013637432MP7279,000.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.000.00-438.47697.50 0.00259.03 05/02/2013Income DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20147Page 32 * Weighted By: Ending Base Market Value + Accrued. * Holdings Displayed By: Lot.IdentifierBase Current Units DescriptionCoupon Final Maturity EffectiveMaturityTransfers In/Out Net RealizedGain/LossNet Amortization/Accretion IncomeInterest/DividendIncomeBaseExpenseBase Net Income Settle Date637432MP7450,000.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.000.00-484.641,125.00 0.00640.36 06/18/201364952WBE2500,000.00 NEW YORK LIFE GLOBAL FDG1.30 01/12/2015 01/12/20150.000.00-674.231,625.00 0.00950.77 07/11/2013CCYUSD-1,000,833.90 Payable0.00 06/30/2014 06/30/20140.000.000.000.00 0.000.00 ---70659PAE1750,000.00 PENAR 2013-1A A10.544 11/18/2017 11/19/20150.000.000.001,029.40 0.001,029.40 11/21/201374005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00-6,643.007,515.62 0.00872.62 08/22/201374153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.496 08/19/2015 08/19/20150.000.000.00474.65 0.00474.65 08/23/201374153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.496 08/19/2015 08/19/20150.000.00-131.68379.72 0.00248.04 01/30/201474256LAC3250,000.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-3.866.95 0.003.09 06/30/201474254PYF30.00 PRINCIPAL LIFE INC FDG5.55 04/27/2015 04/27/20150.000.00-1,786.312,004.17 0.00217.85 11/22/201374254PYF3500,000.00 PRINCIPAL LIFE INC FDG5.55 04/27/2015 04/27/20150.000.00-4,465.794,933.33 0.00467.55 11/22/2013CCYUSD16.75 Receivable0.00 06/30/2014 06/30/20140.000.000.000.00 0.000.00 ---797355R97750,000.00 SAN DIEGO USD-A-TXBL0.342 07/01/2014 07/01/20140.000.000.00641.25 0.00641.25 04/30/2013842477TB7475,000.00 STHRN CA PUB PWR-B0.35 07/01/2014 07/01/20140.000.000.00415.62 0.00415.62 06/06/201389236VAB6504,474.45 TAOT 2013-B A20.48 02/15/2016 11/29/20140.000.007.85686.47 0.00694.33 09/18/201391412GUT0250,000.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00356.62 0.00356.62 04/10/201490331HKP7700,000.00 US BANK NA4.95 10/30/2014 10/30/20140.000.00-8,003.978,662.50 0.00658.53 10/11/2013912828WQ91,000,000.00 US TREASURY N/B0.50 06/30/2016 06/30/20160.000.000.00-0.00 0.00-0.00 07/01/2014912828TA80.00 US TREASURY N/B0.25 06/30/2014 06/30/20140.000.00-61.571,243.09 0.001,181.52 12/06/2012912828TF72,000,000.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00547.90628.45 0.001,176.36 02/14/2013912828UP31,000,000.00 US TREASURY N/B0.25 02/28/2015 02/28/20150.000.0038.29618.21 0.00656.50 08/20/2013912828B821,000,000.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00469.96618.21 0.001,088.16 03/20/2014912828SW10.00 US TREASURY N/B0.25 05/31/2014 05/31/20140.000.00-146.79824.18 0.00677.38 02/06/201390290KAB1660,000.00 USAOT 2014-1 A20.38 10/17/2016 03/23/20150.000.004.17627.00 0.00631.17 02/28/201492867GAC7366,352.68 VALET 2012-1 A30.85 08/22/2016 12/29/20140.000.01-405.42912.68 0.00507.27 10/08/2013928668AD4500,000.00 VOLKSWAGEN GROUP AMERICA0.447 05/23/2016 05/23/20160.000.000.00242.31 0.00242.31 05/23/20149499173972,554,788.98 WFA HERITAGE MONEY MARK-I0.01 06/30/2014 06/30/20140.000.000.0043.34 0.0043.34 ------44,094,221.54 ------ 08/10/2015 04/03/2015-28,849.150.01-57,699.7599,907.39 -12,693.8429,513.82 ---Income DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/20148Page 33 CESTIdentifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued949917397 WFA HERITAGE MONEY MARK-I2,554,788.98 CashAAA 0.01 06/30/201406/30/20140.000.002,554,788.982,554,788.980.00 1.000.002,554,788.982,554,788.98CCYUSD Payable-1,000,833.90 CashAAA 0.00 06/30/201406/30/20140.000.00-1,000,833.90-1,000,833.900.00 1.000.00 -1,000,833.90 -1,000,833.90CCYUSD Receivable16.75 CashAAA 0.00 06/30/201406/30/20140.000.0016.7516.750.00 1.000.0016.7516.75CCYUSD Cash0.49 CashAAA 0.00 06/30/201406/30/20140.000.000.490.490.00 1.000.000.490.49------1,553,972.32 CashAAA --- 06/30/201406/30/20140.000.001,553,972.321,553,972.320.00 1.000.001,553,972.321,553,972.32Identifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued59217GAM1 MET LIFE GLOB FUNDING I610,000.00 Financial AA- 2.00 01/09/201501/09/20150.630.479623,554.20614,351.85600.13 100.812 5,828.89614,951.98620,780.873134G36G0 FREDDIE MAC1,000,000.00 Agency AAA 0.35 03/18/201503/18/20150.2430.1241,001,340.001,000,765.71859.29 100.162 1,001.391,001,625.001,002,626.3913063BN65 CALIFORNIA ST-TXBL750,000.00 Municipal A0.85 02/01/201502/01/20150.850.469750,000.00750,000.001,687.50 100.225 2,656.25751,687.50754,343.7502666QK69 AMERICAN HONDA FINANCE700,000.00 Financial A+ 1.45 02/27/201502/27/20150.5930.444710,276.00703,924.75786.95 100.673 3,496.11704,711.70708,207.81797355R97 SAN DIEGO USD-A-TXBL750,000.00 Municipal AA- 0.342 07/01/201407/01/20140.3420.342750,000.00750,000.000.00 100.00 1,282.50750,000.00751,282.503133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.27 11/05/201411/05/20140.2640.1181,000,100.001,000,019.54519.46 100.054420.001,000,539.001,000,959.003137EADD8 FREDDIE MAC1,000,000.00 Agency AAA 0.50 04/17/201504/17/20150.2720.1941,002,890.001,001,814.071,067.93 100.288 1,027.781,002,882.001,003,909.7890331HKP7 US BANK NA700,000.00 Financial A+ 4.95 10/30/201410/30/20140.3540.482733,775.00710,642.6430.96 101.525 5,871.25710,673.60716,544.853128X33E1 FREDDIE MAC500,000.00 Agency AAA 5.05 01/26/201501/26/20150.2240.253520,410.00513,716.04118.46 102.767 10,871.53513,834.50524,706.03842477TB7 STHRN CA PUB PWR-B475,000.00 Municipal AA- 0.35 07/01/201407/01/20140.350.35475,000.00475,000.000.00 100.00831.25475,000.00475,831.2540428HPG1 HSBC USA INC700,000.00 Financial A+ 2.375 02/13/201502/13/20150.720.393717,031.00707,132.911,577.19 101.244 6,372.92708,710.10715,083.02637432MP7 NATIONAL RURAL UTIL COOP279,000.00 Financial A+ 1.00 02/02/201502/02/20150.3650.321282,088.53280,040.7593.38 100.406 1,154.75280,134.14281,288.88637432MP7 NATIONAL RURAL UTIL COOP450,000.00 Financial A+ 1.00 02/02/201502/02/20150.5640.321453,163.50451,150.36678.89 100.406 1,862.50451,829.25453,691.7506406HBN8 BANK OF NEW YORK MELLON750,000.00 Financial A+ 3.10 01/15/201501/15/20150.560.373777,840.00760,245.951,004.80 101.50 10,720.83761,250.75771,971.5864952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AAA 1.30 01/12/201501/12/20150.7540.392504,075.00501,444.771,027.73 100.494 3,051.39502,472.50505,523.8974005PAR5 PRAXAIR INC650,000.00 Industrial A 4.625 03/30/201503/30/20150.5110.42692,705.00669,856.00845.85 103.185 7,599.13670,701.85678,300.98912828TF7 US TREASURY N/B2,000,000.00 Government AAA 0.125 07/31/201407/31/20140.2350.1251,996,796.881,999,819.37180.63 100.00 1,042.822,000,000.002,001,042.823133EA4S4 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 10/16/201410/16/20140.2130.0981,000,430.001,000,109.29351.71 100.046520.831,000,461.001,000,981.83912828UP3 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/28/201502/28/20150.2650.089999,765.63999,898.171,156.83 100.106835.601,001,055.001,001,890.6022546QAE7 CREDIT SUISSE NEW YORK250,000.00 Financial A3.50 03/23/201503/23/20150.8140.409260,597.50254,841.96623.29 102.186 2,381.94255,465.25257,847.19Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/20149Page 34 LTIdentifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued313397A35 FREDDIE MAC DISCOUNT NT1,000,000.00 Agency A-1+ 0.00 08/01/201408/01/20140.1930.032998,474.72999,836.39137.61 99.9970.00999,974.00999,974.0074254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+ 5.55 04/27/201504/27/20150.520.454535,795.00520,611.32580.68 104.238 4,933.33521,192.00526,125.333134G3H78 FREDDIE MAC1,000,000.00 Agency AAA 0.35 12/05/201412/05/20140.2940.1111,000,780.001,000,238.25793.75 100.103252.781,001,032.001,001,284.78459200HD6 IBM CORP750,000.00 Industrial AA- 0.75 05/11/201505/11/20150.5020.235753,525.00751,590.301,597.20 100.425781.25753,187.50753,968.753134G4DE5 FREDDIE MAC1,500,000.00 Agency AAA 0.31 01/09/201501/09/20150.310.1371,500,000.001,500,000.001,459.50 100.097 2,221.671,501,459.501,503,681.1724422ESA8 JOHN DEERE CAPITAL CORP660,000.00 Financial A 0.297 01/12/201501/12/20150.3030.203660,000.00660,000.00333.96 100.051424.78660,333.96660,758.74------20,474,000.00 ---AA--- 12/20/201412/20/20140.3880.24420,700,412.9620,577,050.4118,113.66 --- 77,443.47 20,595,164.08 20,672,607.54Identifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued3135G0WG4 FANNIE MAE1,000,000.00 Agency AAA 0.50 04/29/201607/29/20140.2810.5051,000,340.001,000,170.00-163.00 100.001861.111,000,007.001,000,868.11912828WQ9 US TREASURY N/B1,000,000.00 Government AAA 0.50 06/30/201606/30/20160.4590.001,000,820.311,000,820.3138.69 100.08613.591,000,859.001,000,872.593133EA4Q8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.50 04/18/201604/18/20160.500.5361,000,000.001,000,000.00-589.00 99.941 1,013.89999,411.001,000,424.8917305ECH6 CCCIT 2004-A8 A8300,000.00 Asset Backed AAA 4.90 12/12/201612/10/20140.4380.304315,984.38305,898.56231.34 102.043857.50306,129.90306,987.4017305ECH6 CCCIT 2004-A8 A8400,000.00 Asset Backed AAA 4.90 12/12/201612/10/20140.5170.304423,312.50407,723.16450.04 102.043 1,143.33408,173.20409,316.53928668AD4 VOLKSWAGEN GROUP AMERICA500,000.00 Industrial A- 0.447 05/23/201605/23/20160.4540.417500,000.00500,000.00272.50 100.054242.31500,272.50500,514.8143814EAB1 HAROT 2013-2 A2351,566.08 Asset Backed AAA 0.37 10/16/201509/29/20140.380.329351,536.37351,556.7251.54 100.01254.20351,608.27351,662.473133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 11/04/201511/04/20150.3820.201997,880.00998,235.732,449.27 100.068395.831,000,685.001,001,080.8306050TLU4 BANK OF AMERICA NA500,000.00 Financial A 0.695 02/14/201702/14/20170.7070.656500,000.00500,000.00521.00 100.104463.40500,521.00500,984.40161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA 0.252 05/15/201704/25/20150.2490.282750,000.00750,000.00-198.75 99.97478.67749,801.25749,879.9236962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial A+ 0.83 01/08/201601/08/20160.6180.392753,840.00752,550.822,435.93 100.665 1,451.80754,986.75756,438.5574153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial A+ 0.496 08/19/201508/19/20150.5030.294375,000.00375,000.00857.62 100.229222.10375,857.62376,079.7274153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial A+ 0.496 08/19/201508/19/20150.3270.294300,819.00300,599.0687.04 100.229177.68300,686.10300,863.7843814GAB6 HAROT 2014-2 A2200,000.00 Asset Backed AAA 0.39 09/19/201605/31/20150.3980.414199,984.38199,985.55-15.55 99.98528.17199,970.00199,998.1755292LAB0 MTBAT 2013-1A A2334,057.19 Asset Backed AAA 0.66 02/16/201610/13/20140.6640.412334,050.24334,054.10245.96 100.07397.99334,300.05334,398.04912828B82 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/29/201602/29/20160.440.311996,328.13996,860.062,162.94 99.902835.60999,023.00999,858.6007330NAE5 BRANCH BANKING & TRUST750,000.00 Financial A+ 0.558 10/28/201510/28/20140.4370.28750,720.00750,320.90372.10 100.092743.80750,693.00751,436.8047787VAB7 JDOT 2014-A A2700,000.00 Asset Backed AAA 0.45 09/15/201605/17/20150.4540.428699,972.63699,976.51213.19 100.027140.00700,189.70700,329.7089236VAB6 TAOT 2013-B A2504,474.45 Asset Backed AAA 0.48 02/15/201611/29/20140.4880.372504,446.76504,460.55235.36 100.044107.62504,695.91504,803.54Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/201410Page 35 Summary * Grouped By: BS Class 2. * Groups Sorted By: BS Class 2. * Weighted By: Base Market Value + Accrued.Identifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued41284AAB4 HDMOT 2014-1 A2A350,000.00 Asset Backed AAA 0.49 04/15/201807/15/20160.4960.462349,976.31349,978.50191.60 100.04976.22350,170.10350,246.3290290KAB1 USAOT 2014-1 A2660,000.00 Asset Backed AAA 0.38 10/17/201603/23/20150.3840.369659,974.13659,979.77103.39 100.013111.47660,083.16660,194.6370659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA 0.544 11/18/201711/19/20150.550.437750,000.00750,000.001,113.75 100.148147.33751,113.75751,261.083133ECHB3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.45 03/07/201603/07/20160.450.4911,000,000.001,000,000.00-615.00 99.938 1,425.00999,385.001,000,810.0005578XAB4 BMWOT 2013-A A2274,798.82 Asset Backed AAA 0.41 02/25/201610/28/20140.4160.341274,788.96274,793.5973.93 100.02518.78274,867.52274,886.303134G54C6 FREDDIE MAC1,000,000.00 Agency AAA 0.50 05/20/201605/20/20150.3750.4941,001,250.001,001,106.16-956.16 100.015569.441,000,150.001,000,719.443133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AAA 0.35 03/10/201603/10/20160.520.43199,336.00199,427.68316.72 99.872215.83199,744.40199,960.233133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.35 03/10/201603/10/20160.4410.43998,200.00998,469.88252.12 99.872 1,079.17998,722.00999,801.1791412GUT0 UNIV OF CALIFORNIA-AN250,000.00 Municipal AA 0.634 05/15/201605/15/20160.6340.678250,000.00250,000.00-207.50 99.917356.62249,792.50250,149.1292867GAC7 VALET 2012-1 A3366,352.68 Asset Backed AAA 0.85 08/22/201612/29/20140.4870.385367,454.60367,003.66170.02 100.22495.15367,173.67367,268.820258M0DA4 AMER EXPRESS CREDIT CO750,000.00 Financial A2.75 09/15/201509/15/20150.4910.585770,385.00770,338.88-695.63 102.619 6,072.92769,643.25775,716.1758768EAC3 MBALT 2014-A A2A750,000.00 Asset Backed AAA 0.48 06/15/201605/02/20150.4830.402749,980.20749,983.34546.16 100.071160.00750,529.50750,689.5031679KAB6 FITAT 2014-2 A2A750,000.00 Asset Backed AAA 0.45 04/17/201708/09/20150.4590.475749,917.58749,921.47-42.22 99.984187.50749,879.25750,066.7574256LAC3 PRINCIPAL LFE GLB FND II250,000.00 Financial A+ 1.00 12/11/201512/11/20150.4340.638252,040.00252,036.14-706.89 100.532138.89251,329.25251,468.143134G4TH1 FREDDIE MAC1,000,000.00 Agency AAA 0.30 07/08/201507/08/20150.2930.2261,000,110.001,000,075.64683.36 100.076 1,441.671,000,759.001,002,200.673135G0TR4 FANNIE MAE1,000,000.00 Agency AAA 0.65 01/15/201601/15/20150.2380.3291,003,130.001,002,221.29-463.29 100.176 2,997.221,001,758.001,004,755.22------22,066,249.22 ---AA+ --- 05/19/201608/23/20150.4360.38522,131,577.4822,103,548.059,422.56 --- 24,021.81 22,112,970.62 22,136,992.42Identifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued------44,094,221.54 ---AA+ --- 08/10/201504/03/20150.3810.29244,385,962.7644,234,570.7927,536.23 --- 101,465.28 44,262,107.01 44,363,572.29Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/201411Page 36 Principal PaydownBuyTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/25/201405/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-2,580.18---0.00-2,580.180.000.00 0.002,580.1806/25/201406/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-37,621.00---0.00-37,621.000.000.00 0.0037,621.0006/16/201406/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-63,215.35---0.00-63,215.350.00-0.00 0.0063,215.3505/16/201405/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-65,569.09---0.00-65,569.090.000.00 0.0065,569.0904/16/201404/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-67,826.27---0.00-67,826.270.000.00 0.0067,826.2705/15/201405/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-13,479.31---0.00-13,479.310.000.00 0.0013,479.3106/15/201406/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-52,463.50---0.00-52,463.500.00-0.00 0.0052,463.5006/15/201406/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-62,645.94---0.00-62,645.940.00-0.00 0.0062,645.9405/15/201405/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-32,879.61---0.00-32,879.610.000.00 0.0032,879.6104/20/201404/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-38,219.44---0.00-38,219.440.000.00 0.0038,219.4406/20/201406/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-41,034.43---0.00-41,034.430.00-0.00 0.0041,034.4305/20/201405/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-35,007.10---0.00-35,007.100.000.00 0.0035,007.10------Principal Paydown --------- ---Direct0.00-512,541.21---0.00-512,541.220.000.01 0.00512,541.22Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount06/25/201406/30/2014Buy0258M0DA4AMER EXPRESS CREDIT CO2.75 09/15/2015 Goldman Sachs & Co. (AU)750,000.00750,000.00102.7180.00770,385.006,015.630.00 0.00-776,400.6306/26/201406/27/2014Buy3133EA4Q8FEDERAL FARM CREDIT BANK0.50 04/18/2016 CastleOak Securities LP1,000,000.001,000,000.00100.000.001,000,000.00958.330.00 0.00 -1,000,958.3305/06/201405/07/2014Buy3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016 FIRST TENNESSEE BANK N ABOND1,000,000.001,000,000.00100.000.001,000,000.00750.000.00 0.00 -1,000,750.0005/16/201405/20/2014Buy3134G54C6FREDDIE MAC0.50 05/20/2016 J.P. Morgan Securities Inc. (AU)1,000,000.001,000,000.00100.1250.001,001,250.000.000.00 0.00 -1,001,250.0004/10/201404/11/2014Buy3135G0TR4FANNIE MAE0.65 01/15/2016 CastleOak Securities LP1,000,000.001,000,000.00100.3130.001,003,130.001,552.780.00 0.00 -1,004,682.7806/02/201406/03/2014Buy3135G0WG4FANNIE MAE0.50 04/29/2016 CastleOak Securities LP1,000,000.001,000,000.00100.0340.001,000,340.00472.220.00 0.00 -1,000,812.2206/04/201406/11/2014Buy31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Citigroup Global Markets (AU)750,000.00750,000.0099.9890.00749,917.580.000.00 0.00-749,917.5804/08/201404/16/2014Buy41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 APX Asset350,000.00350,000.0099.9930.00349,976.310.000.00 0.00-349,976.3105/13/201405/21/2014Buy43814GAB6HAROT 2014-2 A20.39 09/19/2016 Bank of America200,000.00200,000.0099.9920.00199,984.380.000.00 0.00-199,984.3804/02/201404/09/2014Buy47787VAB7JDOT 2014-A A20.45 09/15/2016 Bank of America700,000.00700,000.0099.9960.00699,972.630.000.00 0.00-699,972.6304/01/201404/09/2014Buy58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Citigroup Global Markets (AU)750,000.00750,000.0099.9970.00749,980.200.000.00 0.00-749,980.2006/25/201406/30/2014Buy74256LAC3PRINCIPAL LFE GLB FND II1.00 12/11/2015 MORGAN STANLEY CO250,000.00250,000.00100.8160.00252,040.00131.940.00 0.00-252,171.9406/30/201407/01/2014Buy912828WQ9US TREASURY N/B0.50 06/30/2016 BARCLAYS CAPITAL INC.1,000,000.001,000,000.00100.0820.001,000,820.3113.590.00 0.00 -1,000,833.9004/04/201404/10/2014Buy91412GUT0UNIV OF CALIFORNIA-AN0.634 05/15/2016 Goldman Sachs & Co. (AU)250,000.00250,000.00100.000.00250,000.000.000.00 0.00-250,000.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201412Page 37 Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/15/201405/23/2014Buy928668AD4VOLKSWAGEN GROUP AMERICA0.447 05/23/2016 Bank of America500,000.00500,000.00100.000.00500,000.000.000.00 0.00-500,000.0005/16/201405/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct65,717.1965,717.191.0065,717.1965,717.190.000.00 0.00-65,717.1905/16/201405/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct498.15498.151.00498.15498.150.000.00 0.00-498.1505/15/201405/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,566,250.531,566,250.531.00 1,566,250.531,566,250.530.000.00 0.00 -1,566,250.5305/14/201405/14/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct872.82872.821.00872.82872.820.000.00 0.00-872.8205/12/201405/12/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct2,812.502,812.501.002,812.502,812.500.000.00 0.00-2,812.5005/05/201405/05/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,766.671,766.671.001,766.671,766.670.000.00 0.00-1,766.6706/02/201406/02/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct2,256,200.912,256,200.911.00 2,256,200.912,256,200.910.000.00 0.00 -2,256,200.9105/28/201405/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct2,687.812,687.811.002,687.812,687.810.000.00 0.00-2,687.8105/19/201405/19/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct842.89842.891.00842.89842.890.000.00 0.00-842.8905/20/201405/20/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct35,320.4535,320.451.0035,320.4535,320.450.000.00 0.00-35,320.4504/14/201404/14/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct149.43149.431.00149.43149.430.000.00 0.00-149.4304/14/201404/14/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct750,000.00750,000.001.00750,000.00750,000.000.000.00 0.00-750,000.0004/15/201404/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,343.001,343.001.001,343.001,343.000.000.00 0.00-1,343.0004/08/201404/08/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,950.001,950.001.001,950.001,950.000.000.00 0.00-1,950.0004/08/201404/08/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,561,573.781,561,573.781.00 1,561,573.781,561,573.780.000.00 0.00 -1,561,573.7804/01/201404/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct22.5222.521.0022.5222.520.000.00 0.00-22.5204/01/201404/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct335.01335.011.00335.01335.010.000.00 0.00-335.0104/30/201404/30/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct17,325.0017,325.001.0017,325.0017,325.000.000.00 0.00-17,325.0005/01/201405/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct13.1813.181.0013.1813.180.000.00 0.00-13.1805/02/201405/02/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct700,000.00700,000.001.00700,000.00700,000.000.000.00 0.00-700,000.0005/02/201405/02/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct879.55879.551.00879.55879.550.000.00 0.00-879.5504/25/201404/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct107.63107.631.00107.63107.630.000.00 0.00-107.6304/28/201404/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct13,875.0013,875.001.0013,875.0013,875.000.000.00 0.00-13,875.0004/28/201404/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,060.031,060.031.001,060.031,060.030.000.00 0.00-1,060.0304/22/201404/22/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct398.45398.451.00398.45398.450.000.00 0.00-398.4504/22/201404/22/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct38,559.8738,559.871.0038,559.8738,559.870.000.00 0.00-38,559.8704/17/201404/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct70,495.2970,495.291.0070,495.2970,495.290.000.00 0.00-70,495.2906/23/201406/23/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct729,712.50729,712.501.00729,712.50729,712.500.000.00 0.00-729,712.5006/20/201406/20/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct41,323.0141,323.011.0041,323.0141,323.010.000.00 0.00-41,323.0106/25/201406/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct37,727.7437,727.741.0037,727.7437,727.740.000.00 0.00-37,727.74Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201413Page 38 SellTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount06/24/201406/24/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct52.6552.651.0052.6552.650.000.00 0.00-52.6506/30/201406/30/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct973,927.43973,927.431.00973,927.43973,927.430.000.00 0.00-973,927.4306/05/201406/05/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct1,750.001,750.001.001,750.001,750.000.000.00 0.00-1,750.0006/10/201406/10/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct17,150.0017,150.001.0017,150.0017,150.000.000.00 0.00-17,150.0006/18/201406/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct304.31304.311.00304.31304.310.000.00 0.00-304.3106/19/201406/19/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct5.855.851.005.855.850.000.00 0.00-5.8506/19/201406/19/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct33.8233.821.0033.8233.820.000.00 0.00-33.8206/16/201406/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct167.40167.401.00167.40167.400.000.00 0.00-167.4006/16/201406/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct179,663.64179,663.641.00179,663.64179,663.640.000.00 0.00-179,663.6406/17/201406/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct142.92142.921.00142.92142.920.000.00 0.00-142.92------Buy--------- ------19,573,018.9319,573,018.93--- 9,073,018.9319,600,815.349,894.490.00 0.00 -19,610,709.83Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount04/08/201404/08/2014Sell313381MG7FEDERAL HOME LOAN BANK0.50 01/08/2016 Not Provided-1,560,000.00-1,560,000.00100.000.00-1,560,000.00-1,950.000.00 0.00 1,561,950.0005/07/201405/07/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,000,750.00-1,000,750.001.00 -1,000,750.00-1,000,750.000.000.00 0.00 1,000,750.0006/03/201406/03/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,000,812.22-1,000,812.221.00 -1,000,812.22-1,000,812.220.000.00 0.00 1,000,812.2205/30/201405/30/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-93.57-93.571.00-93.57-93.570.000.00 0.0093.5705/23/201405/23/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-500,000.00-500,000.001.00-500,000.00-500,000.000.000.00 0.00500,000.0005/21/201405/21/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-199,585.93-199,585.931.00-199,585.93-199,585.930.000.00 0.00199,585.9305/20/201405/20/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,005,514.80-1,005,514.801.00 -1,005,514.80-1,005,514.800.000.00 0.00 1,005,514.8004/16/201404/16/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-28,849.15-28,849.151.00-28,849.15-28,849.150.000.00 0.0028,849.1504/16/201404/16/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-348,726.31-348,726.311.00-348,726.31-348,726.310.000.00 0.00348,726.3104/10/201404/10/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-250,000.00-250,000.001.00-250,000.00-250,000.000.000.00 0.00250,000.0004/09/201404/09/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,449,952.83-1,449,952.831.00 -1,449,952.83-1,449,952.830.000.00 0.00 1,449,952.8304/11/201404/11/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,004,682.78-1,004,682.781.00 -1,004,682.78-1,004,682.780.000.00 0.00 1,004,682.7804/21/201404/21/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-4,159.84-4,159.841.00-4,159.84-4,159.840.000.00 0.004,159.8406/20/201406/20/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-4,269.20-4,269.201.00-4,269.20-4,269.200.000.00 0.004,269.2006/27/201406/27/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-1,000,958.33-1,000,958.331.00 -1,000,958.33-1,000,958.330.000.00 0.00 1,000,958.3306/11/201406/11/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014 Direct-749,917.58-749,917.581.00-749,917.58-749,917.580.000.00 0.00749,917.58------Sell--------- -------10,108,272.54-10,108,272.54--- -8,548,272.54-10,108,272.54-1,950.000.00 0.00 10,110,222.54Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201414Page 39 MaturityPut RedemptionSummary * Grouped By: Transaction Type. * Groups Sorted By: Transaction Type. * Showing transactions with Trade Date within selected date range.Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount06/23/201406/23/2014Maturity235851AK8DANAHER CORP1.30 06/23/2014 Maturity-475,000.00-475,000.00100.000.00-475,000.000.000.00 0.00475,000.0006/23/201406/23/2014Maturity235851AK8DANAHER CORP1.30 06/23/2014 Maturity-250,000.00-250,000.00100.000.00-250,000.000.000.00 0.00250,000.0005/15/201405/15/2014Maturity31398AXJ6FANNIE MAE2.50 05/15/2014 Maturity-1,500,000.00-1,500,000.00100.000.00-1,500,000.000.000.00 0.00 1,500,000.0005/02/201405/02/2014Maturity46623EJH3JPMORGAN CHASE & CO0.983 05/02/2014 Maturity-700,000.00-700,000.00100.000.00-700,000.000.000.00 0.00700,000.0006/01/201406/01/2014Maturity594918AB0MICROSOFT CORP2.95 06/01/2014 Maturity-250,000.00-250,000.00100.000.00-250,000.000.000.00 0.00250,000.0005/31/201405/31/2014Maturity912828SW1US TREASURY N/B0.25 05/31/2014 Maturity-2,000,000.00-2,000,000.00100.000.00-2,000,000.000.000.00 0.00 2,000,000.0006/30/201406/30/2014Maturity912828TA8US TREASURY N/B0.25 06/30/2014 Maturity-2,000,000.00-2,000,000.00100.000.00-2,000,000.000.000.00 0.00 2,000,000.00------Maturity--------- ---Maturity-7,175,000.00-7,175,000.00100.000.00-7,175,000.000.000.00 0.00 7,175,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount04/09/201404/14/2014Put Redemption 91412GFA8001CA UNI-FLTG-TXB-Y-20.552 07/01/2017 Redemption-750,000.00-750,000.00100.000.00-750,000.00-149.500.00 0.00750,149.5004/09/201404/14/2014Put Redemption 91412GFA8001CA UNI-FLTG-TXB-Y-20.552 07/01/2017 Redemption-750,000.00-750,000.00100.000.00-750,000.00-149.500.00 0.00750,149.50Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount------------------ ------1,539,746.391,027,205.18---524,746.391,055,001.587,794.990.01 0.00 -1,062,796.57Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201415Page 40 PayableReceivableSettledEntry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount06/30/2014 07/01/2014 Buy1,000,000.00 912828WQ9US TREASURY N/B0.50 06/30/2016100.082-1,000,833.9006/30/2014 07/01/2014 Buy1,000,000.00 912828WQ9US TREASURY N/B0.50 06/30/2016100.082-1,000,833.90Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount06/30/2014 06/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014---16.7506/30/2014 06/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014---16.75Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount06/25/2014 06/30/2014 Buy750,000.00 0258M0DA4AMER EXPRESS CREDIT CO2.75 09/15/2015102.718-776,400.6304/25/2014 04/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---107.6305/25/2014 05/25/2014 Principal Paydown-2,580.18 05578XAB4BMWOT 2013-A A20.41 02/25/2016---2,580.1805/25/2014 05/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---107.6306/25/2014 06/25/2014 Principal Paydown-37,621.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---37,621.0006/25/2014 06/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---106.7405/14/2014 05/14/2014 Coupon0.00 06050TLU4BANK OF AMERICA NA0.695 02/14/2017---872.8204/28/2014 04/28/2014 Coupon0.00 07330NAE5BRANCH BANKING & TRUST0.558 10/28/2015---1,060.0304/15/2014 04/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.252 05/15/2017---154.0605/15/2014 05/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.251 05/15/2017---157.6306/16/2014 06/16/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.252 05/15/2017---167.4006/10/2014 06/10/2014 Coupon0.00 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016---17,150.0006/23/2014 06/23/2014 Maturity-250,000.00 235851AK8DANAHER CORP1.30 06/23/2014100.00250,000.0006/23/2014 06/23/2014 Coupon0.00 235851AK8DANAHER CORP1.30 06/23/2014---4,712.5006/23/2014 06/23/2014 Maturity-475,000.00 235851AK8DANAHER CORP1.30 06/23/2014100.00475,000.0004/14/2014 04/14/2014 Coupon0.00 24422ESA8JOHN DEERE CAPITAL CORP0.297 01/12/2015---519.9404/08/2014 04/08/2014 Sell-1,560,000.00 313381MG7FEDERAL HOME LOAN BANK0.50 01/08/2016100.001,561,950.0006/26/2014 06/27/2014 Buy1,000,000.00 3133EA4Q8FEDERAL FARM CREDIT BANK0.50 04/18/2016100.00-1,000,958.3304/16/2014 04/16/2014 Coupon0.00 3133EA4S4FEDERAL FARM CREDIT BANK0.25 10/16/2014---1,250.0005/05/2014 05/05/2014 Coupon0.00 3133EA6W3FEDERAL FARM CREDIT BANK0.27 11/05/2014---1,350.0005/06/2014 05/07/2014 Buy1,000,000.00 3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016100.00-1,000,750.0005/04/2014 05/04/2014 Coupon0.00 3133EDGC0FEDERAL FARM CREDIT BANK0.25 11/04/2015---416.6706/05/2014 06/05/2014 Coupon0.00 3134G3H78FREDDIE MAC0.35 12/05/2014---1,750.0005/16/2014 05/20/2014 Buy1,000,000.00 3134G54C6FREDDIE MAC0.50 05/20/2016100.125-1,001,250.0004/10/2014 04/11/2014 Buy1,000,000.00 3135G0TR4FANNIE MAE0.65 01/15/2016100.313-1,004,682.7806/02/2014 06/03/2014 Buy1,000,000.00 3135G0WG4FANNIE MAE0.50 04/29/2016100.034-1,000,812.2204/17/2014 04/17/2014 Coupon0.00 3137EADD8FREDDIE MAC0.50 04/17/2015---2,500.0005/15/2014 05/15/2014 Coupon0.00 31398AXJ6FANNIE MAE2.50 05/15/2014---18,750.0005/15/2014 05/15/2014 Maturity-1,500,000.00 31398AXJ6FANNIE MAE2.50 05/15/2014100.001,500,000.0006/04/2014 06/11/2014 Buy750,000.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/201799.989-749,917.5804/08/2014 04/08/2014 Coupon0.00 36962G6Q2GENERAL ELEC CAP CORP0.83 01/08/2016---1,573.7804/08/2014 04/16/2014 Buy350,000.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/201899.993-349,976.3105/15/2014 05/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---138.1506/15/2014 06/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---142.9206/16/2014 06/16/2014 Principal Paydown-63,215.35 43814EAB1HAROT 2013-2 A20.37 10/16/2015---63,215.3506/16/2014 06/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---127.89Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201416Page 41 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount05/16/2014 05/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---148.1105/16/2014 05/16/2014 Principal Paydown-65,569.09 43814EAB1HAROT 2013-2 A20.37 10/16/2015---65,569.0904/16/2014 04/16/2014 Principal Paydown-67,826.27 43814EAB1HAROT 2013-2 A20.37 10/16/2015---67,826.2704/16/2014 04/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---169.0205/13/2014 05/21/2014 Buy200,000.00 43814GAB6HAROT 2014-2 A20.39 09/19/201699.992-199,984.3806/18/2014 06/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---58.5005/11/2014 05/11/2014 Coupon0.00 459200HD6IBM CORP0.75 05/11/2015---2,812.5005/02/2014 05/02/2014 Coupon0.00 46623EJH3JPMORGAN CHASE & CO0.983 05/02/2014---879.5505/02/2014 05/02/2014 Maturity-700,000.00 46623EJH3JPMORGAN CHASE & CO0.983 05/02/2014100.00700,000.0006/15/2014 06/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5005/15/2014 05/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---315.0004/02/2014 04/09/2014 Buy700,000.00 47787VAB7JDOT 2014-A A20.45 09/15/201699.996-699,972.6304/15/2014 04/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---220.0005/15/2014 05/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---220.0005/15/2014 05/15/2014 Principal Paydown-13,479.31 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---13,479.3106/15/2014 06/15/2014 Principal Paydown-52,463.50 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---52,463.5006/15/2014 06/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---212.5905/15/2014 05/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---360.0006/15/2014 06/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0004/01/2014 04/09/2014 Buy750,000.00 58768EAC3MBALT 2014-A A2A0.48 06/15/201699.997-749,980.2006/01/2014 06/01/2014 Maturity-250,000.00 594918AB0MICROSOFT CORP2.95 06/01/2014100.00250,000.0006/01/2014 06/01/2014 Coupon0.00 594918AB0MICROSOFT CORP2.95 06/01/2014---3,687.5006/18/2014 06/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.544 11/18/2017---338.1205/19/2014 05/19/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.541 11/18/2017---304.8804/22/2014 04/22/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.542 11/18/2017---398.4505/19/2014 05/19/2014 Coupon0.00 74153WCA5PRICOA GLOBAL FUNDING 10.496 08/19/2015---842.8904/27/2014 04/27/2014 Coupon0.00 74254PYF3PRINCIPAL LIFE INC FDG5.55 04/27/2015---13,875.0006/25/2014 06/30/2014 Buy250,000.00 74256LAC3PRINCIPAL LFE GLB FND II1.00 12/11/2015100.816-252,171.9406/15/2014 06/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---226.8506/15/2014 06/15/2014 Principal Paydown-62,645.94 89236VAB6TAOT 2013-B A20.48 02/15/2016---62,645.9404/15/2014 04/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---240.0005/15/2014 05/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---240.0005/15/2014 05/15/2014 Principal Paydown-32,879.61 89236VAB6TAOT 2013-B A20.48 02/15/2016---32,879.6105/15/2014 05/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0004/15/2014 04/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0006/15/2014 06/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0004/30/2014 04/30/2014 Coupon0.00 90331HKP7US BANK NA4.95 10/30/2014---17,325.0005/31/2014 05/31/2014 Coupon0.00 912828SW1US TREASURY N/B0.25 05/31/2014---2,500.0005/31/2014 05/31/2014 Maturity-2,000,000.00 912828SW1US TREASURY N/B0.25 05/31/2014100.002,000,000.0006/30/2014 06/30/2014 Coupon0.00 912828TA8US TREASURY N/B0.25 06/30/2014---2,500.0006/30/2014 06/30/2014 Maturity-2,000,000.00 912828TA8US TREASURY N/B0.25 06/30/2014100.002,000,000.0004/01/2014 04/01/2014 Coupon0.00 91412GFA8001CA UNI-FLTG-TXB-Y-20.552 07/01/2017---335.0104/09/2014 04/14/2014 Put Redemption-750,000.00 91412GFA8001CA UNI-FLTG-TXB-Y-20.552 07/01/2017100.00750,149.5004/04/2014 04/10/2014 Buy250,000.00 91412GUT0UNIV OF CALIFORNIA-AN0.634 05/15/2016100.00-250,000.0005/15/2014 05/23/2014 Buy500,000.00 928668AD4VOLKSWAGEN GROUP AMERICA0.447 05/23/2016100.00-500,000.0004/20/2014 04/20/2014 Principal Paydown-38,219.44 92867GAC7VALET 2012-1 A30.85 08/22/2016---38,219.4404/20/2014 04/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---340.4306/20/2014 06/20/2014 Principal Paydown-41,034.43 92867GAC7VALET 2012-1 A30.85 08/22/2016---41,034.4306/20/2014 06/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---288.5705/20/2014 05/20/2014 Principal Paydown-35,007.10 92867GAC7VALET 2012-1 A30.85 08/22/2016---35,007.1005/20/2014 05/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---313.36Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201417Page 42 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount05/16/2014 05/16/2014 Buy498.15 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-498.1505/16/2014 05/16/2014 Buy65,717.19 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-65,717.1905/15/2014 05/15/2014 Buy1,566,250.53 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,566,250.5305/14/2014 05/14/2014 Buy872.82 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-872.8205/12/2014 05/12/2014 Buy2,812.50 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-2,812.5005/07/2014 05/07/2014 Sell-1,000,750.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,000,750.0005/05/2014 05/05/2014 Buy1,766.67 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,766.6706/02/2014 06/02/2014 Buy2,256,200.91 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-2,256,200.9106/03/2014 06/03/2014 Sell-1,000,812.22 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,000,812.2205/31/2014 05/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014---13.4105/30/2014 05/30/2014 Sell-93.57 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.0093.5705/28/2014 05/28/2014 Buy2,687.81 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-2,687.8105/23/2014 05/23/2014 Sell-500,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00500,000.0005/21/2014 05/21/2014 Sell-199,585.93 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00199,585.9305/19/2014 05/19/2014 Buy842.89 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-842.8905/20/2014 05/20/2014 Buy35,320.45 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-35,320.4505/20/2014 05/20/2014 Sell-1,005,514.80 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,005,514.8004/14/2014 04/14/2014 Buy750,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-750,000.0004/14/2014 04/14/2014 Buy149.43 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-149.4304/16/2014 04/16/2014 Sell-28,849.15 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.0028,849.1504/16/2014 04/16/2014 Sell-348,726.31 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00348,726.3104/15/2014 04/15/2014 Buy1,343.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,343.0004/10/2014 04/10/2014 Sell-250,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00250,000.0004/09/2014 04/09/2014 Sell-1,449,952.83 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,449,952.8304/11/2014 04/11/2014 Sell-1,004,682.78 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,004,682.7804/08/2014 04/08/2014 Buy1,950.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,950.0004/08/2014 04/08/2014 Buy1,561,573.78 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,561,573.7804/01/2014 04/01/2014 Buy335.01 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-335.0104/01/2014 04/01/2014 Buy22.52 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-22.5204/30/2014 04/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/2014---13.1804/30/2014 04/30/2014 Buy17,325.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-17,325.0005/01/2014 05/01/2014 Buy13.18 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-13.1805/02/2014 05/02/2014 Buy700,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-700,000.0005/02/2014 05/02/2014 Buy879.55 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-879.5504/25/2014 04/25/2014 Buy107.63 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-107.6304/28/2014 04/28/2014 Buy13,875.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-13,875.0004/28/2014 04/28/2014 Buy1,060.03 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,060.0304/21/2014 04/21/2014 Sell-4,159.84 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.004,159.8404/22/2014 04/22/2014 Buy38,559.87 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-38,559.8704/22/2014 04/22/2014 Buy398.45 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-398.4504/17/2014 04/17/2014 Buy70,495.29 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-70,495.2906/23/2014 06/23/2014 Buy729,712.50 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-729,712.5006/20/2014 06/20/2014 Buy41,323.01 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-41,323.0106/20/2014 06/20/2014 Sell-4,269.20 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.004,269.2006/27/2014 06/27/2014 Sell-1,000,958.33 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.001,000,958.3306/25/2014 06/25/2014 Buy37,727.74 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-37,727.7406/24/2014 06/24/2014 Buy52.65 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-52.6506/30/2014 06/30/2014 Buy973,927.43 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-973,927.4306/05/2014 06/05/2014 Buy1,750.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-1,750.0006/10/2014 06/10/2014 Buy17,150.00 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-17,150.0006/11/2014 06/11/2014 Sell-749,917.58 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00749,917.58Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201418Page 43 Summary * Grouped By: Status. * Groups Sorted By: Status. * Showing transactions with Entry Date within selected date range.Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount06/18/2014 06/18/2014 Buy304.31 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-304.3106/19/2014 06/19/2014 Buy33.82 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-33.8206/19/2014 06/19/2014 Buy5.85 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-5.8506/16/2014 06/16/2014 Buy179,663.64 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-179,663.6406/16/2014 06/16/2014 Buy167.40 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-167.4006/17/2014 06/17/2014 Buy142.92 949917397WFA HERITAGE MONEY MARK-I0.01 06/30/20141.00-142.9206/20/2014 06/20/2014 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2014----4,269.2005/20/2014 05/20/2014 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2014----4,264.8004/21/2014 04/21/2014 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2014----4,159.8404/16/2014 04/16/2014 Cash Transfer0.00 CCYUSDUS Dollar0.00 06/30/2014----28,849.15---------27,205.18 --------- -------22.45Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount---------1,027,205.18 --------- -------1,000,839.60Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201419Page 44 PayableReceivableSettledEntry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/30/201407/01/2014Buy1,000,000.00 912828WQ9WIT US TREASURY N/B-1,000,833.9006/30/201407/01/2014Buy1,000,000.00 912828WQ9WIT US TREASURY N/B-1,000,833.90Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/30/201406/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I16.7506/30/201406/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I16.75Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/25/201406/30/2014Buy750,000.00 0258M0DA4AXP AMER EXPRESS CREDIT CO-776,400.6304/25/201404/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A2107.6305/25/201405/25/2014Principal Paydown-2,580.18 05578XAB4BMWOT BMWOT 2013-A A22,580.1805/25/201405/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A2107.6306/25/201406/25/2014Principal Paydown-37,621.00 05578XAB4BMWOT BMWOT 2013-A A237,621.0006/25/201406/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A2106.7405/14/201405/14/2014Coupon0.00 06050TLU4BAC BANK OF AMERICA NA872.8204/28/201404/28/2014Coupon0.00 07330NAE5BBT BRANCH BANKING & TRUST1,060.0304/15/201404/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4154.0605/15/201405/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4157.6306/16/201406/16/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4167.4006/10/201406/10/2014Coupon0.00 17305ECH6CCCIT CCCIT 2004-A8 A817,150.0006/23/201406/23/2014Maturity-250,000.00 235851AK8DHR DANAHER CORP250,000.0006/23/201406/23/2014Coupon0.00 235851AK8DHR DANAHER CORP4,712.5006/23/201406/23/2014Maturity-475,000.00 235851AK8DHR DANAHER CORP475,000.0004/14/201404/14/2014Coupon0.00 24422ESA8DEJOHN DEERE CAPITAL CORP519.9404/08/201404/08/2014Sell-1,560,000.00 313381MG7FHLB FEDERAL HOME LOAN BANK1,561,950.0006/26/201406/27/2014Buy1,000,000.00 3133EA4Q8FFCB FEDERAL FARM CREDIT BANK-1,000,958.3304/16/201404/16/2014Coupon0.00 3133EA4S4FFCB FEDERAL FARM CREDIT BANK1,250.0005/05/201405/05/2014Coupon0.00 3133EA6W3FFCB FEDERAL FARM CREDIT BANK1,350.0005/06/201405/07/2014Buy1,000,000.00 3133ECHB3FFCB FEDERAL FARM CREDIT BANK-1,000,750.0005/04/201405/04/2014Coupon0.00 3133EDGC0FFCB FEDERAL FARM CREDIT BANK416.6706/05/201406/05/2014Coupon0.00 3134G3H78FHLMC FREDDIE MAC1,750.0005/16/201405/20/2014Buy1,000,000.00 3134G54C6FHLMC FREDDIE MAC-1,001,250.0004/10/201404/11/2014Buy1,000,000.00 3135G0TR4FNMA FANNIE MAE-1,004,682.7806/02/201406/03/2014Buy1,000,000.00 3135G0WG4FNMA FANNIE MAE-1,000,812.2204/17/201404/17/2014Coupon0.00 3137EADD8FHLMC FREDDIE MAC2,500.0005/15/201405/15/2014Coupon0.00 31398AXJ6FNMA FANNIE MAE18,750.0005/15/201405/15/2014Maturity-1,500,000.00 31398AXJ6FNMA FANNIE MAE1,500,000.0006/04/201406/11/2014Buy750,000.00 31679KAB6FITAT FITAT 2014-2 A2A-749,917.5804/08/201404/08/2014Coupon0.00 36962G6Q2GEGENERAL ELEC CAP CORP1,573.7804/08/201404/16/2014Buy350,000.00 41284AAB4HDMOT HDMOT 2014-1 A2A-349,976.3105/15/201405/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A138.1506/15/201406/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A142.9206/16/201406/16/2014Principal Paydown-63,215.35 43814EAB1HAROT HAROT 2013-2 A263,215.3506/16/201406/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A2127.8905/16/201405/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A2148.1105/16/201405/16/2014Principal Paydown-65,569.09 43814EAB1HAROT HAROT 2013-2 A265,569.09MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201420Page 45 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount04/16/201404/16/2014Principal Paydown-67,826.27 43814EAB1HAROT HAROT 2013-2 A267,826.2704/16/201404/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A2169.0205/13/201405/21/2014Buy200,000.00 43814GAB6HAROT HAROT 2014-2 A2-199,984.3806/18/201406/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A258.5005/11/201405/11/2014Coupon0.00 459200HD6IBM IBM CORP2,812.5005/02/201405/02/2014Coupon0.00 46623EJH3JPM JPMORGAN CHASE & CO879.5505/02/201405/02/2014Maturity-700,000.00 46623EJH3JPM JPMORGAN CHASE & CO700,000.0006/15/201406/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5005/15/201405/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2315.0004/02/201404/09/2014Buy700,000.00 47787VAB7JDOT JDOT 2014-A A2-699,972.6304/15/201404/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2220.0005/15/201405/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2220.0005/15/201405/15/2014Principal Paydown-13,479.31 55292LAB0MTBAT MTBAT 2013-1A A213,479.3106/15/201406/15/2014Principal Paydown-52,463.50 55292LAB0MTBAT MTBAT 2013-1A A252,463.5006/15/201406/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2212.5905/15/201405/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A360.0006/15/201406/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0004/01/201404/09/2014Buy750,000.00 58768EAC3MBALT MBALT 2014-A A2A-749,980.2006/01/201406/01/2014Maturity-250,000.00 594918AB0MSFT MICROSOFT CORP250,000.0006/01/201406/01/2014Coupon0.00 594918AB0MSFT MICROSOFT CORP3,687.5006/18/201406/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1338.1205/19/201405/19/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1304.8804/22/201404/22/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1398.4505/19/201405/19/2014Coupon0.00 74153WCA5PRU PRICOA GLOBAL FUNDING 1842.8904/27/201404/27/2014Coupon0.00 74254PYF3PFG PRINCIPAL LIFE INC FDG13,875.0006/25/201406/30/2014Buy250,000.00 74256LAC3PFG PRINCIPAL LFE GLB FND II-252,171.9406/15/201406/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2226.8506/15/201406/15/2014Principal Paydown-62,645.94 89236VAB6TAOT TAOT 2013-B A262,645.9404/15/201404/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2240.0005/15/201405/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2240.0005/15/201405/15/2014Principal Paydown-32,879.61 89236VAB6TAOT TAOT 2013-B A232,879.6105/15/201405/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0004/15/201404/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0006/15/201406/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0004/30/201404/30/2014Coupon0.00 90331HKP7USB US BANK NA17,325.0005/31/201405/31/2014Coupon0.00 912828SW1TUS TREASURY N/B2,500.0005/31/201405/31/2014Maturity-2,000,000.00 912828SW1TUS TREASURY N/B2,000,000.0006/30/201406/30/2014Coupon0.00 912828TA8TUS TREASURY N/B2,500.0006/30/201406/30/2014Maturity-2,000,000.00 912828TA8TUS TREASURY N/B2,000,000.0004/01/201404/01/2014Coupon0.00 91412GFA8001---CA UNI-FLTG-TXB-Y-2335.0104/09/201404/14/2014Put Redemption-750,000.00 91412GFA8001---CA UNI-FLTG-TXB-Y-2750,149.5004/04/201404/10/2014Buy250,000.00 91412GUT0UNVHGR UNIV OF CALIFORNIA-AN-250,000.0005/15/201405/23/2014Buy500,000.00 928668AD4VWVOLKSWAGEN GROUP AMERICA-500,000.0004/20/201404/20/2014Principal Paydown-38,219.44 92867GAC7VALET VALET 2012-1 A338,219.4404/20/201404/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3340.4306/20/201406/20/2014Principal Paydown-41,034.43 92867GAC7VALET VALET 2012-1 A341,034.4306/20/201406/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3288.5705/20/201405/20/2014Principal Paydown-35,007.10 92867GAC7VALET VALET 2012-1 A335,007.1005/20/201405/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3313.3605/16/201405/16/2014Buy498.15 949917397SHIXX WFA HERITAGE MONEY MARK-I-498.1505/16/201405/16/2014Buy65,717.19 949917397SHIXX WFA HERITAGE MONEY MARK-I-65,717.1905/15/201405/15/2014Buy1,566,250.53 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,566,250.53MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201421Page 46 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount05/14/201405/14/2014Buy872.82 949917397SHIXX WFA HERITAGE MONEY MARK-I-872.8205/12/201405/12/2014Buy2,812.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,812.5005/07/201405/07/2014Sell-1,000,750.00 949917397SHIXX WFA HERITAGE MONEY MARK-I1,000,750.0005/05/201405/05/2014Buy1,766.67 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,766.6706/02/201406/02/2014Buy2,256,200.91 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,256,200.9106/03/201406/03/2014Sell-1,000,812.22 949917397SHIXX WFA HERITAGE MONEY MARK-I1,000,812.2205/31/201405/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I13.4105/30/201405/30/2014Sell-93.57 949917397SHIXX WFA HERITAGE MONEY MARK-I93.5705/28/201405/28/2014Buy2,687.81 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,687.8105/23/201405/23/2014Sell-500,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I500,000.0005/21/201405/21/2014Sell-199,585.93 949917397SHIXX WFA HERITAGE MONEY MARK-I199,585.9305/19/201405/19/2014Buy842.89 949917397SHIXX WFA HERITAGE MONEY MARK-I-842.8905/20/201405/20/2014Buy35,320.45 949917397SHIXX WFA HERITAGE MONEY MARK-I-35,320.4505/20/201405/20/2014Sell-1,005,514.80 949917397SHIXX WFA HERITAGE MONEY MARK-I1,005,514.8004/14/201404/14/2014Buy750,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-750,000.0004/14/201404/14/2014Buy149.43 949917397SHIXX WFA HERITAGE MONEY MARK-I-149.4304/16/201404/16/2014Sell-28,849.15 949917397SHIXX WFA HERITAGE MONEY MARK-I28,849.1504/16/201404/16/2014Sell-348,726.31 949917397SHIXX WFA HERITAGE MONEY MARK-I348,726.3104/15/201404/15/2014Buy1,343.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,343.0004/10/201404/10/2014Sell-250,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I250,000.0004/09/201404/09/2014Sell-1,449,952.83 949917397SHIXX WFA HERITAGE MONEY MARK-I1,449,952.8304/11/201404/11/2014Sell-1,004,682.78 949917397SHIXX WFA HERITAGE MONEY MARK-I1,004,682.7804/08/201404/08/2014Buy1,950.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,950.0004/08/201404/08/2014Buy1,561,573.78 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,561,573.7804/01/201404/01/2014Buy335.01 949917397SHIXX WFA HERITAGE MONEY MARK-I-335.0104/01/201404/01/2014Buy22.52 949917397SHIXX WFA HERITAGE MONEY MARK-I-22.5204/30/201404/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I13.1804/30/201404/30/2014Buy17,325.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-17,325.0005/01/201405/01/2014Buy13.18 949917397SHIXX WFA HERITAGE MONEY MARK-I-13.1805/02/201405/02/2014Buy700,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-700,000.0005/02/201405/02/2014Buy879.55 949917397SHIXX WFA HERITAGE MONEY MARK-I-879.5504/25/201404/25/2014Buy107.63 949917397SHIXX WFA HERITAGE MONEY MARK-I-107.6304/28/201404/28/2014Buy13,875.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-13,875.0004/28/201404/28/2014Buy1,060.03 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,060.0304/21/201404/21/2014Sell-4,159.84 949917397SHIXX WFA HERITAGE MONEY MARK-I4,159.8404/22/201404/22/2014Buy38,559.87 949917397SHIXX WFA HERITAGE MONEY MARK-I-38,559.8704/22/201404/22/2014Buy398.45 949917397SHIXX WFA HERITAGE MONEY MARK-I-398.4504/17/201404/17/2014Buy70,495.29 949917397SHIXX WFA HERITAGE MONEY MARK-I-70,495.2906/23/201406/23/2014Buy729,712.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-729,712.5006/20/201406/20/2014Buy41,323.01 949917397SHIXX WFA HERITAGE MONEY MARK-I-41,323.0106/20/201406/20/2014Sell-4,269.20 949917397SHIXX WFA HERITAGE MONEY MARK-I4,269.2006/27/201406/27/2014Sell-1,000,958.33 949917397SHIXX WFA HERITAGE MONEY MARK-I1,000,958.3306/25/201406/25/2014Buy37,727.74 949917397SHIXX WFA HERITAGE MONEY MARK-I-37,727.7406/24/201406/24/2014Buy52.65 949917397SHIXX WFA HERITAGE MONEY MARK-I-52.6506/30/201406/30/2014Buy973,927.43 949917397SHIXX WFA HERITAGE MONEY MARK-I-973,927.4306/05/201406/05/2014Buy1,750.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,750.0006/10/201406/10/2014Buy17,150.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-17,150.0006/11/201406/11/2014Sell-749,917.58 949917397SHIXX WFA HERITAGE MONEY MARK-I749,917.5806/18/201406/18/2014Buy304.31 949917397SHIXX WFA HERITAGE MONEY MARK-I-304.3106/19/201406/19/2014Buy33.82 949917397SHIXX WFA HERITAGE MONEY MARK-I-33.8206/19/201406/19/2014Buy5.85 949917397SHIXX WFA HERITAGE MONEY MARK-I-5.8506/16/201406/16/2014Buy179,663.64 949917397SHIXX WFA HERITAGE MONEY MARK-I-179,663.64MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201422Page 47 Summary * Grouped By: Status. * Groups Sorted By: Status. * Showing transactions with Entry Date within selected date range.Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/16/201406/16/2014Buy167.40 949917397SHIXX WFA HERITAGE MONEY MARK-I-167.4006/17/201406/17/2014Buy142.92 949917397SHIXX WFA HERITAGE MONEY MARK-I-142.9206/20/201406/20/2014Management Fee0.00 CCYUSDUSD US Dollar-4,269.2005/20/201405/20/2014Management Fee0.00 CCYUSDUSD US Dollar-4,264.8004/21/201404/21/2014Management Fee0.00 CCYUSDUSD US Dollar-4,159.8404/16/201404/16/2014Cash Transfer0.00 CCYUSDUSD US Dollar-28,849.15---------27,205.18 ----------22.45Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount---------1,027,205.18 ----------1,000,839.60MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201423Page 48 Identifier,DescriptionBeginning MarketValue + Accrued,Base PurchasesBase Sales,Base Maturities andRedemptionsBase Paydowns Base Net TransferredValueBase Amortization/AccretionChange In AccruedBalanceNet RealizedGain/LossBase Change InNet UnrealizedGain/LossBase Change In Cash,Payables/ReceivablesEnding Market Value +Accrued949917397WFA HERITAGE MONEY MARK-I2,030,042.599,073,018.93-8,548,272.540.000.000.000.000.000.000.000.002,554,788.983135G0WG4FANNIE MAE0.001,000,340.000.000.000.000.00-170.00861.110.00-163.000.001,000,868.113134G36G0FREDDIE MAC1,001,402.390.000.000.000.000.00-268.00875.000.00617.000.001,002,626.39912828WQ9US TREASURY N/B0.001,000,820.310.000.000.000.000.0013.590.0038.690.001,000,872.5946623EJH3JPMORGAN CHASE & CO700,676.010.000.00-700,000.000.000.00-138.30-286.810.00-250.900.000.003133EDGC0FEDERAL FARM CREDIT BANK998,911.500.000.000.000.000.00326.98208.330.001,634.020.001,001,080.83161571FY5CHAIT 2013-A4 A4749,568.190.000.000.000.000.000.00-1.020.00312.750.00749,879.9213063BN65CALIFORNIA ST-TXBL753,290.000.000.000.000.000.000.001,593.750.00-540.000.00754,343.7502666QK69AMERICAN HONDA FINANCE707,870.410.000.000.000.000.00-1,481.962,537.500.00-718.140.00708,207.813137EADD8FREDDIE MAC1,005,479.780.000.000.000.000.00-569.24-1,250.000.00249.240.001,003,909.7890331HKP7US BANK NA732,870.250.000.000.000.000.00-8,003.97-8,662.500.00341.070.00716,544.853128X33E1FREDDIE MAC524,183.030.000.000.000.000.00-5,972.066,312.500.00182.560.00524,706.0343814GAB6HAROT 2014-2 A20.00199,984.380.000.000.000.001.1728.170.00-15.550.00199,998.1707330NAE5BRANCH BANKING & TRUST751,448.520.000.000.000.000.00-245.391.780.00231.890.00751,436.80842477TB7STHRN CA PUB PWR-B475,064.120.000.000.000.000.000.00415.620.00351.500.00475,831.2506406HBN8BANK OF NEW YORK MELLON770,980.830.000.000.000.000.00-4,709.005,812.500.00-112.750.00771,971.58912828TA8US TREASURY N/B2,002,194.910.000.00-2,000,000.000.000.00-61.57-1,256.910.00-876.430.000.0090290KAB1USAOT 2014-1 A2660,060.650.000.000.000.000.004.170.000.00129.810.00660,194.6370659PAE1PENAR 2013-1A A1751,207.130.000.000.000.000.000.00-12.050.0066.000.00751,261.08912828TF7US TREASURY N/B2,000,804.360.000.000.000.000.00547.90628.450.00-937.900.002,001,042.823134G54C6FREDDIE MAC0.001,001,250.000.000.000.000.00-143.84569.440.00-956.160.001,000,719.44912828UP3US TREASURY N/B1,001,233.390.000.000.000.000.0038.29618.210.000.710.001,001,890.60313397A35FREDDIE MAC DISCOUNT NT999,831.000.000.000.000.000.00480.280.000.00-337.280.00999,974.00594918AB0MICROSOFT CORP253,503.580.000.00-250,000.000.000.00-1,101.19-2,458.330.0055.940.000.0091412GUT0UNIV OF CALIFORNIA-AN0.00250,000.000.000.000.000.000.00356.620.00-207.500.00250,149.1291412GFA8001CA UNI-FLTG-TXB-Y-2750,553.420.000.00-750,000.000.000.000.00-335.920.00-217.500.000.00459200HD6IBM CORP755,743.250.000.000.000.000.00-460.88-1,406.250.0092.630.00753,968.750258M0DA4AMER EXPRESS CREDIT CO0.00770,385.000.000.000.000.00-46.126,072.920.00-695.630.00775,716.1758768EAC3MBALT 2014-A A2A0.00749,980.200.000.000.000.003.14160.000.00546.160.00750,689.5031679KAB6FITAT 2014-2 A2A0.00749,917.580.000.000.000.003.89187.500.00-42.220.00750,066.75Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201424Page 49 Identifier,DescriptionBeginning MarketValue + Accrued,Base PurchasesBase Sales,Base Maturities andRedemptionsBase Paydowns Base Net TransferredValueBase Amortization/AccretionChange In AccruedBalanceNet RealizedGain/LossBase Change InNet UnrealizedGain/LossBase Change In Cash,Payables/ReceivablesEnding Market Value +Accrued3134G4TH1FREDDIE MAC1,001,061.670.000.000.000.000.00-18.50750.000.00407.500.001,002,200.673135G0TR4FANNIE MAE0.001,003,130.000.000.000.000.00-908.712,997.220.00-463.290.001,004,755.2259217GAM1MET LIFE GLOB FUNDING I620,130.610.000.000.000.000.00-2,062.603,050.000.00-337.140.00620,780.873133EA4Q8FEDERAL FARM CREDIT BANK0.001,000,000.000.000.000.000.000.001,013.890.00-589.000.001,000,424.8917305ECH6CCCIT 2004-A8 A8313,897.900.000.000.000.000.00-3,313.39-3,675.000.0077.890.00306,987.4017305ECH6CCCIT 2004-A8 A8418,530.530.000.000.000.000.00-4,338.32-4,900.000.0024.320.00409,316.53928668AD4VOLKSWAGEN GROUP AMERICA0.00500,000.000.000.000.000.000.00242.310.00272.500.00500,514.8106050TLU4BANK OF AMERICA NA500,455.120.000.000.000.000.000.0012.280.00517.000.00500,984.40797355R97SAN DIEGO USD-A-TXBL750,783.750.000.000.000.000.000.00641.250.00-142.500.00751,282.5036962G6Q2GENERAL ELEC CAP CORP756,595.630.000.000.000.000.00-417.490.420.00259.990.00756,438.553133EA6W3FEDERAL FARM CREDIT BANK1,001,987.000.000.000.000.000.00-14.00-675.000.00-339.000.001,000,959.0074153WCA5PRICOA GLOBAL FUNDING 1376,157.340.000.000.000.000.000.006.380.00-84.000.00376,079.7274153WCA5PRICOA GLOBAL FUNDING 1300,925.880.000.000.000.000.00-131.685.100.0064.480.00300,863.78313381MG7FEDERAL HOME LOAN BANK1,561,905.970.00-1,560,000.000.000.000.000.00-1,798.330.00-107.640.000.00912828B82US TREASURY N/B997,561.390.000.000.000.000.00469.96618.210.001,209.040.00999,858.60912828SW1US TREASURY N/B2,002,299.820.000.00-2,000,000.000.000.00-146.79-1,675.820.00-477.210.000.0040428HPG1HSBC USA INC714,155.170.000.000.000.000.00-2,859.454,156.250.00-368.950.00715,083.0247787VAB7JDOT 2014-A A20.00699,972.630.000.000.000.003.88140.000.00213.190.00700,329.70637432MP7NATIONAL RURAL UTIL COOP280,961.900.000.000.000.000.00-438.47697.500.0067.950.00281,288.88637432MP7NATIONAL RURAL UTIL COOP453,164.350.000.000.000.000.00-484.641,125.000.00-112.960.00453,691.7564952WBE2NEW YORK LIFE GLOBAL FDG504,748.390.000.000.000.000.00-674.231,625.000.00-175.270.00505,523.89235851AK8DANAHER CORP251,461.720.000.00-250,000.000.000.00-500.86-884.720.00-76.140.000.00235851AK8DANAHER CORP477,777.270.000.00-475,000.000.000.00-992.89-1,680.970.00-103.410.000.0041284AAB4HDMOT 2014-1 A2A0.00349,976.310.000.000.000.002.1976.220.00191.600.00350,246.323133ECHB3FEDERAL FARM CREDIT BANK0.001,000,000.000.000.000.000.000.001,425.000.00-615.000.001,000,810.0074005PAR5PRAXAIR INC676,374.710.000.000.000.000.00-6,643.007,515.620.001,053.650.00678,300.983133EA4S4FEDERAL FARM CREDIT BANK1,001,880.830.000.000.000.000.00-92.95-625.000.00-181.050.001,000,981.8322546QAE7CREDIT SUISSE NEW YORK257,442.190.000.000.000.000.00-1,662.712,187.500.00-119.790.00257,847.193133EDGM8FEDERAL FARM CREDIT BANK199,926.630.000.000.000.000.0084.27175.000.00-225.670.00199,960.233133EDGM8FEDERAL FARM CREDIT BANK999,633.170.000.000.000.000.00225.31875.000.00-932.310.00999,801.17Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201425Page 50 * Weighted By: Ending Base Market Value + Accrued.Identifier,DescriptionBeginning MarketValue + Accrued,Base PurchasesBase Sales,Base Maturities andRedemptionsBase Paydowns Base Net TransferredValueBase Amortization/AccretionChange In AccruedBalanceNet RealizedGain/LossBase Change InNet UnrealizedGain/LossBase Change In Cash,Payables/ReceivablesEnding Market Value +Accrued74254PYF3PRINCIPAL LIFE INC FDG538,696.830.000.000.000.000.00-6,252.10-6,937.500.00618.100.00526,125.333134G3H78FREDDIE MAC1,001,499.780.000.000.000.000.00-138.09-875.000.00798.090.001,001,284.7831398AXJ6FANNIE MAE1,518,572.170.000.00-1,500,000.000.000.00-4,044.52 -14,166.670.00-360.980.000.003134G4DE5FREDDIE MAC1,501,533.170.000.000.000.000.000.001,162.500.00985.500.001,503,681.1724422ESA8JOHN DEERE CAPITAL CORP660,862.120.000.000.000.000.000.00-20.880.00-82.500.00660,758.7474256LAC3PRINCIPAL LFE GLB FND II0.00252,040.000.000.000.000.00-3.86138.890.00-706.890.00251,468.14CCYUSDPayable0.000.000.000.000.000.000.000.000.000.00 -1,000,833.90 -1,000,833.90CCYUSDReceivable22.520.000.000.000.000.000.000.000.000.00-5.7716.75CCYUSDCash0.420.000.000.000.000.000.000.000.000.000.070.4989236VAB6TAOT 2013-B A2600,618.800.000.000.00-95,525.550.007.85-20.380.00-277.190.00504,803.5405578XAB4BMWOT 2013-A A2315,111.930.000.000.00-40,201.180.003.00-2.750.00-24.700.00274,886.3043814EAB1HAROT 2013-2 A2548,302.410.000.000.00-196,610.710.0011.90-30.310.00-10.830.00351,662.4755292LAB0MTBAT 2013-1A A2400,570.130.000.000.00-65,942.810.002.25-19.340.00-212.190.00334,398.0492867GAC7VALET 2012-1 A3482,119.270.000.000.00-114,260.970.00-405.42-29.680.01-154.390.00367,268.82------44,364,647.8119,600,815.34-10,108,272.54-7,925,000.00-512,541.220.00 -57,699.754,202.420.01-1,740.19 -1,000,839.60 44,363,572.29Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2014 - 06/30/2014Return to Table of ContentsDated: 07/22/201426Page 51 Identifier DescriptionSecurity Type Base Market Value BookYieldYield Duration -200 Basis PointShock-100 Basis PointShock-50 Basis PointShock50 Basis PointShock100 Basis PointShock200 Basis PointShock0258M0DA4 AMER EXPRESS CREDIT COCORP769,643.25 0.491 0.585 1.193775,014.63775,014.63774,234.17765,052.33760,461.41751,279.5602666QK69 AMERICAN HONDA FINANCECORP704,711.70 0.593 0.444 0.662706,783.04706,783.04706,783.04702,379.10700,046.51695,381.3205578XAB4 BMWOT 2013-A A2ABS274,867.52 0.416 0.341 0.329275,175.89275,175.89275,175.89274,415.36273,963.21273,058.8906050TLU4 BANK OF AMERICA NACORP500,521.00 0.707 0.656 0.125500,931.43500,931.43500,833.83500,208.17499,895.35499,269.7006406HBN8 BANK OF NEW YORK MELLONCORP761,250.75 0.56 0.373 0.541762,786.90762,786.90762,786.90759,191.57757,132.38753,014.0207330NAE5 BRANCH BANKING & TRUSTCORP750,693.00 0.437 0.28 0.113750,930.52750,930.52750,930.52750,268.86749,844.72748,996.4313063BN65 CALIFORNIA ST-TXBLMUNI751,687.50 0.85 0.469 0.591753,771.02753,771.02753,771.02749,466.26747,245.03742,802.55161571FY5 CHAIT 2013-A4 A4ABS749,801.25 0.249 0.282 0.056749,919.66749,919.66749,919.66749,591.31749,381.36748,961.4717305ECH6 CCCIT 2004-A8 A8ABS714,303.10 0.483 0.304 0.452715,284.61715,284.61715,284.61712,688.78711,074.45707,845.8022546QAE7 CREDIT SUISSE NEW YORKCORP255,465.25 0.814 0.409 0.729256,226.95256,226.95256,226.95254,534.08253,602.91251,740.5724422ESA8 JOHN DEERE CAPITAL CORPCORP660,333.96 0.303 0.203 0.039660,386.24660,386.24660,386.24660,205.19660,076.43659,818.903128X33E1 FREDDIE MACAGCY BOND513,834.50 0.224 0.253 0.568514,572.90514,572.90514,572.90512,375.21510,915.92507,997.34313397A35 FREDDIE MAC DISCOUNT NTAGCY DISC999,974.00 0.193 0.032 0.094 1,000,004.08 1,000,004.08 1,000,004.08999,504.01999,034.02998,094.053133EA4Q8 FEDERAL FARM CREDIT BANKAGCY BOND999,411.00 0.50 0.536 0.94 1,004,446.43 1,004,446.43 1,004,108.23994,713.77990,016.54980,622.073133EA4S4 FEDERAL FARM CREDIT BANKAGCY BOND1,000,461.00 0.213 0.098 0.303 1,000,758.08 1,000,758.08 1,000,758.08998,945.30997,429.60994,398.213133EA6W3 FEDERAL FARM CREDIT BANKAGCY BOND1,000,539.00 0.264 0.118 0.355 1,000,958.13 1,000,958.13 1,000,958.13998,763.04996,987.09993,435.173133ECHB3 FEDERAL FARM CREDIT BANKAGCY BOND999,385.00 0.45 0.491 0.888 1,003,742.40 1,003,742.40 1,003,742.40994,947.73990,510.46981,635.923133EDGC0 FEDERAL FARM CREDIT BANKAGCY BOND1,000,685.00 0.382 0.201 1.349 1,003,398.35 1,003,398.35 1,003,398.35993,935.38987,185.76973,686.523133EDGM8 FEDERAL FARM CREDIT BANKAGCY BOND1,198,466.40 0.454 0.43 0.925 1,203,233.30 1,203,233.30 1,203,233.30 1,192,923.49 1,187,380.59 1,176,294.773134G36G0 FREDDIE MACAGCY BOND1,001,625.00 0.243 0.124 0.724 1,002,524.22 1,002,524.22 1,002,524.22997,999.12994,373.24987,121.473134G3H78 FREDDIE MACAGCY BOND1,001,032.00 0.294 0.111 0.439 1,001,519.79 1,001,519.79 1,001,519.79998,834.73996,637.47992,242.943134G4DE5 FREDDIE MACAGCY BOND1,501,459.50 0.31 0.137 0.532 1,502,553.82 1,502,553.82 1,502,553.82 1,497,465.62 1,493,471.74 1,485,483.973134G4TH1 FREDDIE MACAGCY BOND1,000,759.00 0.293 0.226 1.027 1,003,081.78 1,003,081.78 1,003,081.78995,620.10990,481.21980,203.413134G54C6 FREDDIE MACAGCY BOND1,000,150.00 0.375 0.494 1.519 1,007,654.99 1,007,654.99 1,007,654.99992,553.86984,957.72969,765.443135G0TR4 FANNIE MAEAGCY BOND1,001,758.00 0.238 0.329 1.015 1,005,103.22 1,005,103.22 1,005,103.22996,674.08991,590.16981,422.313135G0WG4 FANNIE MAEAGCY BOND1,000,007.00 0.281 0.505 0.939 1,004,748.98 1,004,748.98 1,004,702.03995,311.97990,616.93981,226.873137EADD8 FREDDIE MACAGCY BOND1,002,882.00 0.272 0.194 0.803 1,004,444.31 1,004,444.31 1,004,444.31998,855.43994,828.86986,775.7231679KAB6 FITAT 2014-2 A2AABS749,879.25 0.459 0.475 1.103753,808.05753,808.05753,808.05745,743.67741,608.08733,336.9136962G6Q2 GENERAL ELEC CAP CORPCORP754,986.75 0.618 0.392 0.034755,087.37755,087.37755,087.37754,858.40754,730.05754,473.3640428HPG1 HSBC USA INCCORP708,710.10 0.72 0.393 0.621710,439.73710,439.73710,439.73706,509.56704,309.01699,907.9241284AAB4 HDMOT 2014-1 A2AABS350,170.10 0.496 0.462 3.685356,131.64356,131.64356,131.64343,718.22337,266.33324,362.5643814EAB1 HAROT 2013-2 A2ABS351,608.27 0.38 0.329 0.27351,920.60351,920.60351,920.60351,133.59350,658.92349,709.5843814GAB6 HAROT 2014-2 A2ABS199,970.00 0.398 0.414 0.916200,728.33200,728.33200,728.33199,054.14198,138.27196,306.55459200HD6 IBM CORPCORP753,187.50 0.502 0.235 0.869754,725.62754,725.62754,725.62749,914.90746,642.30740,097.1047787VAB7 JDOT 2014-A A2ABS700,189.70 0.454 0.428 0.878702,820.90702,820.90702,820.90697,115.87694,042.03687,894.3755292LAB0 MTBAT 2013-1A A2ABS334,300.05 0.664 0.412 0.293334,703.61334,703.61334,703.61333,810.30333,320.55332,341.0558768EAC3 MBALT 2014-A A2AABS750,529.50 0.483 0.402 0.833753,042.77753,042.77753,042.77747,403.54744,277.59738,025.6859217GAM1 MET LIFE GLOB FUNDING ICORP614,951.98 0.63 0.479 0.527616,504.32616,504.32616,504.32613,331.58611,711.18608,470.39637432MP7 NATIONAL RURAL UTIL COOPCORP731,963.38 0.488 0.321 0.594733,359.05733,359.05733,359.05729,789.45727,615.52723,267.6664952WBE2 NEW YORK LIFE GLOBAL FDGCORP502,472.50 0.754 0.392 0.537503,530.22503,530.22503,530.22501,123.36499,774.22497,075.9570659PAE1 PENAR 2013-1A A1ABS751,113.75 0.55 0.437 0.059751,307.41751,307.41751,307.41750,892.17750,670.59750,227.4474005PAR5 PRAXAIR INCCORP670,701.85 0.511 0.42 0.746672,803.29672,803.29672,803.29668,200.13665,698.41660,694.9874153WCA5 PRICOA GLOBAL FUNDING 1CORP676,543.72 0.425 0.294 0.143676,828.16676,828.16676,828.16676,060.00675,576.27674,608.8174254PYF3 PRINCIPAL LIFE INC FDGCORP521,192.00 0.52 0.454 0.818523,127.56523,127.56523,127.56519,060.32516,928.65512,665.3074256LAC3 PRINCIPAL LFE GLB FND IICORP251,329.25 0.434 0.638 1.444253,644.68253,644.68253,143.85249,514.65247,700.06244,070.86797355R97 SAN DIEGO USD-A-TXBLMUNI750,000.00 0.342 0.342 0.011750,028.22750,028.22750,028.22749,958.75749,917.50749,835.00842477TB7 STHRN CA PUB PWR-BMUNI475,000.00 0.35 0.35 0.011475,018.29475,018.29475,018.29474,973.88474,947.75474,895.5089236VAB6 TAOT 2013-B A2ABS504,695.91 0.488 0.372 0.399505,445.02505,445.02505,445.02503,689.05502,682.18500,668.4490290KAB1 USAOT 2014-1 A2ABS660,083.16 0.384 0.369 0.731661,863.66661,863.66661,863.66657,670.56655,257.95650,432.7490331HKP7 US BANK NACORP710,673.60 0.354 0.482 0.341711,841.68711,841.68711,841.68709,461.90708,250.20705,826.81912828B82 US TREASURY N/BUS GOV999,023.00 0.44 0.311 1.67 1,004,211.63 1,004,211.63 1,004,211.63990,681.16982,339.32965,655.63Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/201427Page 52 * Weighted By: Base Market Value + Accrued. *The shock analysis includes a yield floor of 0.Identifier DescriptionSecurity Type Base Market Value BookYieldYield Duration -200 Basis PointShock-100 Basis PointShock-50 Basis PointShock50 Basis PointShock100 Basis PointShock200 Basis PointShock912828TF7 US TREASURY N/BUS GOV2,000,000.00 0.235 0.125 0.094 2,000,235.00 2,000,235.00 2,000,235.00 1,999,060.00 1,998,120.00 1,996,240.00912828UP3 US TREASURY N/BUS GOV1,001,055.00 0.265 0.089 0.676 1,001,657.27 1,001,657.27 1,001,657.27997,671.43994,287.87987,520.74912828WQ9 US TREASURY N/BUS GOV1,000,859.00 0.459 0.00 0.00 1,000,859.00 1,000,859.00 1,000,859.00 1,000,859.00 1,000,859.00 1,000,859.0091412GUT0 UNIV OF CALIFORNIA-ANMUNI249,792.50 0.634 0.678 1.867252,954.44252,954.44252,124.31247,460.69245,128.87240,465.25928668AD4 VOLKSWAGEN GROUP AMERICA CORP500,272.50 0.454 0.417 0.151500,587.51500,587.51500,587.51499,894.79499,517.09498,761.6892867GAC7 VALET 2012-1 A3ABS367,173.67 0.487 0.385 0.479367,850.80367,850.80367,850.80366,294.29365,414.91363,656.15949917397 WFA HERITAGE MONEY MARK-I MMFUND2,554,788.98 0.00 0.00 0.00 2,554,788.98 2,554,788.98 2,554,788.98 2,554,788.98 2,554,788.98 2,554,788.98CCYUSD PayableCASH-1,000,833.90 0.00 0.00 0.00 -1,000,833.90 -1,000,833.90 -1,000,833.90 -1,000,833.90 -1,000,833.90 -1,000,833.90CCYUSD ReceivableCASH16.75 0.00 0.00 0.0016.7516.7516.7516.7516.7516.75CCYUSD CashCASH0.49 0.00 0.00 0.000.490.490.490.490.490.49---------44,262,107.01 0.381 0.292 0.587 44,360,993.82 44,360,993.82 44,358,399.65 44,126,305.54 43,990,504.06 43,718,901.12Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2014Return to Table of ContentsDated: 07/22/201428Page 53 The information contained in this report represents estimated trade date investment calculations provided via Clearwater Analytics for Wells Capital Management clients. Certain calculations may not be available for all timeperiods. Please refer to your custody statement for official portfolio holdings and transactions. Note that certain accounting methods may cause differences between this investment report and your custody statement.DisclaimerAs of 06/30/2014Return to Table of ContentsDated: 07/22/201429Page 54 STATEMENT FOR PERIOD June 01, 2014 - June 30, 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 05/31/2014 BALANCE FORWARD 12,280,376.879 10.03 123,172,180.10 10.01775956 123,021,862.88 06/02/2014 INCOME DISTRIBUTION - MAY 3,831.772 10.03 38,432.67 10.01776338 0.00 38,432.67 06/30/2014 UNREALIZED GAIN (LOSS) 0.000 0.00 0.00 06/30/2014 ENDING BALANCE 12,284,208.651 10.03 123,060,295.55 123,210,612.77 INCOME DISTRIBUTION PAID - MAY 0.00 40,597.90INCOME ACCRUAL - JUNE 150,317.22CUMULATIVE 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 55 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS June 30, 2014 CalTrust Short Term LAIF Market Value N/A$764,053,347.85 NAV per Share N/A$10.03 Yield 0.23%0.40% Period Total Return N/A0.00% Period Yield Return 0.02%0.03% Effective Duration N/A0.68 yrs. Average Maturity 0.60 yrs.1.37 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.00%0.02%0.03%One Month 0.11%0.06%0.10%Three Month 0.22%0.12%0.19%Six Month 0.22%0.12%0.19%Calendar Y-T-D 0.59%0.25%0.38%One Year* 0.43%0.28%0.36%Two Year* 0.42%0.31%0.41%Three Year* 0.60%0.41%0.48%Five Year* 2.09%2.00%2.04%Since Inception* *Annualized US Govt Agency 29.2% Corporate 28.7% MBS/ABS 17.9% Muni 13.0% COMPAPER 5.8% MONEYMKT 4.1% CD 1.3% Total:100.0% Portfolio Sector Breakdown Aaa 32.7% AA+23.4% A-9.1% A 8.5% A+8.3% A-1 5.8% AA-5.0% AA 3.9% SP-1 1.3% SP-1+0.9% BBB+0.6% AA/A-1+0.4% 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 56 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 6/30/2014 Go Ticker CUSIP Description S&P Rating 6/30/2014* Mat. Date Years Shares Price Value AE082514 0258M0CZ0 AMER EXPRESS CREDIT CO 5.125% 08/25/14 A- 8/25/2014 0.2 3,630,000.00 100.7128 $3,655,874.64 AX091515 0258M0DA4 AMER EXPRESS CREDIT CO 9/15/2015 2.75% A- 9/15/2015 1.2 1,000,000.00 102.6191 $1,026,191.00 AE111315 025815AB7 AMERICAN EXPR CENTURION 11/13/15 A- 11/13/2015 1.4 6,000,000.00 100.4427 $6,026,562.00 AH022715 02666QK69 AMERICAN HONDA FINANCE 1.45 2/27/15 A+ 2/27/2015 0.7 1,100,000.00 100.6731 $1,107,404.10 AH091914 02666QJ53 AMERICAN HONDA FINANC 1.85% 9/19/14 A+ 9/19/2014 0.2 1,193,000.00 100.2826 $1,196,371.42 HN052616 02666QM59 AMERICAN HONDA FINAN CE 5/26/2016 0.6463 A+ 5/26/2016 1.9 5,300,000.00 100.4309 $5,322,837.70 HN092115 02666QG64 AMERICAN HONDA FINAN CE 9/21/2015 2.5% A+ 9/21/2015 1.2 2,000,000.00 102.3608 $2,047,216.00 HN100716 02665WAA9 AMERICAN HONDA FINAN CE 10/7/2016 0.7418 A+ 10/7/2016 2.3 1,250,000.00 100.7651 $1,259,563.75 AT071514 04821UGF3 ATLANTIC ASSET 07/15/2014 A-1 7/15/2014 0.1 10,000,000.00 99.9946 $9,999,458.00 BA080115 060505BS2 BANK OF AMERICA CORP 8/1/2015 4.75% A- 8/1/2015 1.2 5,250,000.00 104.3552 $5,478,648.00 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061% A 2/14/2017 2.7 500,000.00 100.1042 $500,521.00 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089% A 11/14/2016 2.4 2,200,000.00 100.1882 $2,204,140.40 BN022015 06406HCC1 BANK OF NEW YORK MELLON 1.2% 2/20/15 A+ 2/20/2015 0.7 7,260,000.00 100.5051 $7,296,670.26 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+ 11/24/2014 0.4 2,976,000.00 100.4628 $2,989,772.93 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA- 10/1/2014 0.3 2,520,000.00 99.9470 $2,518,664.40 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 0.6 2,605,000.00 102.4773 $2,669,533.67 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 0.7 5,118,000.00 101.7620 $5,208,179.16 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 AA- 12/10/2014 0.5 4,775,000.00 101.4413 $4,843,822.08 Au022516 05578XAB4 BMWOT 2013-1 A2 02/25/2016 0.41% Aaa 2/25/2016 1.7 3,999,849.51 100.0250 $4,000,849.47 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 2.5 5,000,000.00 100.3346 $5,016,730.00 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85% A 2/1/2015 0.7 3,000,000.00 100.2250 $3,006,750.00 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 3.1 5,000,000.00 103.7781 $5,188,905.00 Cr112516 17305EFD2 CCCIT 2013-A5 A5 11/25/2016 0.34% AAA 11/25/2016 2.4 5,000,000.00 100.0163 $5,000,815.00 Cr081517 161571FL3 CHAIT 2012-A5 A5 8/15/2017 0.59% AAA 8/15/2017 3.2 3,000,000.00 100.1494 $3,004,482.00 Cr041618 161571GM0 CHAIT 2014-A4 A4 4/16/2018 0.35755% AAA 4/16/2018 3.8 10,000,000.00 100.0361 $10,003,610.00 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 1.5 4,500,000.00 100.4039 $4,518,175.50 C081214 172967EY3 CITIGROUP INC 8/12/2014 6.375% A-8/12/2014 0.2 4,771,000.00 100.6654 $4,802,746.23 CS080114 190335GD5 COAST CMNTY CLG-B-TX B 8/1/2014 0.45% AA- 8/1/2014 0.2 1,960,000.00 99.9930 $1,959,862.80 CM011515 20030NAB7 COMCAST CORP 1/15/2015 6.5% A- 1/15/2015 0.6 4,000,000.00 103.2347 $4,129,388.00 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 1.5 10,000,000.00 100.0863 $10,008,630.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A- 1/9/2015 0.6 5,815,000.00 100.2223 $5,827,926.75 DF011116 233851AT1 DAIMLER FINANCE NA LLC 01/11/2016 A- 1/11/2016 1.6 3,700,000.00 100.8718 $3,732,256.60 DA041015 233851AN4 DAIMLER FINANCE NA L LC 4/10/2015 1.65% A- 4/10/2015 0.8 1,902,000.00 100.9641 $1,920,337.18 FN022616 3135G0UV3 FANNIE MAE 2/26/2016 0.75% AA+ 2/26/2016 1.7 5,000,000.00 100.3177 $5,015,885.00 FN031016 3136FPET0 FANNIE MAE 3/10/2016 2% AA+ 3/10/2016 1.8 1,475,000.00 102.4209 $1,510,708.28 FN042516 3135G0WK5 FANNIE MAE 4/25/2016 0.5% AA+ 4/25/2016 1.8 5,000,000.00 99.8558 $4,992,790.00 FN042916 3135G0WG4 FANNIE MAE 4/29/2016 0.5% AA+ 4/29/2016 1.8 17,000,000.00 100.0007 $17,000,119.00 FN092115 31398A3T7 FANNIE MAE 9/21/2015 2% AA+ 9/21/2015 1.2 2,250,000.00 102.0485 $2,296,091.25 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+ 7/2/2015 1.1 10,000,000.00 100.3239 $10,032,390.00 FF021216 3133EDEZ1 FEDERAL FARM CREDIT BANK 2/12/2016 0.37 AA+ 2/12/2016 1.7 4,575,000.00 99.9011 $4,570,475.33 FF030716 3133ECHB3 FEDERAL FARM CREDIT BANK 3/7/2016 0.45% AA+ 3/7/2016 1.8 9,000,000.00 99.9385 $8,994,465.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25% AA+ 1/16/2015 0.6 5,000,000.00 100.0719 $5,003,595.00 FH021216 313382B77 FEDERAL HOME LOAN BA NK 2/12/2016 0.42% AA+ 2/12/2016 1.7 6,200,000.00 99.9410 $6,196,342.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+ 9/11/2015 1.2 10,000,000.00 101.8161 $10,181,610.00 FH092816 3130A1CD8 FEDERAL HOME LOAN BA NK 9/28/2016 1.125% AA+ 9/28/2016 2.2 2,500,000.00 100.9946 $2,524,865.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481% A- 11/18/2016 2.4 7,110,000.00 100.4110 $7,139,222.10 FI022616 31677QAX7 FIFTH THIRD BANK 2/26/2016 0.9% A- 2/26/2016 1.7 2,000,000.00 100.2574 $2,005,148.00 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46% AAA 8/15/2016 2.2 11,100,000.00 100.0451 $11,105,006.10 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31% AA+ 1/9/2015 0.6 10,250,000.00 100.0973 $10,259,973.25 FH012816 3134G34B3 FREDDIE MAC 1/28/2016 0.5% AA+ 1/28/2016 1.6 2,500,000.00 100.0390 $2,500,975.00 FH052016 3134G54C6 FREDDIE MAC 5/20/2016 0.5% AA+ 5/20/2016 1.9 12,500,000.00 100.0150 $12,501,875.00 FH060616 3134G46A1 FREDDIE MAC 6/6/2016 0.5% AA+ 6/6/2016 2.0 5,000,000.00 99.9491 $4,997,455.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42% AA+ 9/18/2015 1.2 2,150,000.00 100.2455 $2,155,278.25 FH111315 3134G4KC1 FREDDIE MAC 11/13/2015 0.4% AA+ 11/13/2015 1.4 3,000,000.00 100.0778 $3,002,334.00 FH120514 3134G3H78 FREDDIE MAC 12/5/2014 0.35% AA+ 12/5/2014 0.5 3,000,000.00 100.1032 $3,003,096.00 FM082815 3134G4FP8 FREDDIE MAC 8/28/2015 0.5% AA+ 8/28/2015 1.2 2,875,000.00 100.0560 $2,876,610.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+ 9/25/2015 1.2 12,910,000.00 100.3350 $12,953,248.50 FR052016 3134G53R4 FREDDIE MAC 5/20/2016 0.5% AA+ 5/20/2016 1.9 5,000,000.00 100.0209 $5,001,045.00 FM041715 3137EADD8 FREDDIE MAC 0.50% 4/17/2015 AA+ 4/17/2015 0.8 5,000,000.00 100.2882 $5,014,410.00 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 0.8 293,872.31 99.9704 $293,785.33 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 3.8 10,400,000.00 100.2871 $10,429,858.40 GC010816 36962GU51 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 1.6 1,500,000.00 100.0613 $1,500,919.50 GE010816 36962G6Q2 GENERAL ELEC CAP CORP 01/08/16 AA+1/8/2016 1.6 2,000,000.00 100.6649 $2,013,298.00 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 1.9 6,135,000.00 99.9922 $6,134,521.47 GE091515 36962GLF9 GENERAL ELEC CAP COR P 9/15/2015 6.9%AA+9/15/2015 1.2 1,500,000.00 107.5069 $1,612,603.50 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7%A-8/1/2015 1.2 1,050,000.00 103.1419 $1,082,989.95 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 0.4 5,605,000.00 100.3244 $5,623,182.62 AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41%Aaa 9/21/2016 2.2 5,000,000.00 99.9715 $4,998,575.00 Au091916 43814GAB6 HAROT 2014-2 A2 9/19/2016 0.39%AAA 9/19/2016 2.2 4,000,000.00 99.9850 $3,999,400.00 Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65%Aaa 7/16/2018 4.1 2,000,000.00 100.1928 $2,003,856.00 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/16/2015 1.3 2,561,409.97 100.0120 $2,561,717.34 HS060116 40429CFR8 HSBC FINANCE CORP 6/1/2016 0.6661%A 6/1/2016 2.0 2,181,000.00 100.0276 $2,181,601.96 Page 1 of 2CalTrust Portal 7/7/2014https://secure.ncfunds.com/CalTrust/App/CalTrust/portfolio/portfolioDet.asp?fund=N201&... Page 57 *Security ratings are updated monthly at month-end. A 6/30/2015 1.0 2,000,000.00 104.3550 $2,087,100.00 A 1/19/2016 1.6 2,303,000.00 107.0927 $2,466,344.88 A-3/1/2015 0.8 3,025,000.00 102.6500 $3,105,162.50 AA+1/15/2015 0.6 5,065,000.00 99.9740 $5,063,683.10 AA+7/15/2014 0.1 2,665,000.00 99.9960 $2,664,893.40 A-1 7/2/2014 0.1 20,000,000.00 99.9994 $19,999,888.00 A+7/1/2016 2.1 4,700,000.00 99.8220 $4,691,634.00 AA 9/30/2015 1.2 5,000,000.00 100.3359 $5,016,795.00 AA-10/1/2014 0.3 960,000.00 99.9680 $959,692.80 A 6/13/2016 2.0 6,650,000.00 99.6425 $6,626,226.25 A 1/20/2015 0.6 2,000,000.00 101.7713 $2,035,426.00 A 2/15/2017 2.7 3,000,000.00 100.3638 $3,010,914.00 A+7/1/2016 2.1 3,000,000.00 99.8220 $2,994,660.00 AA+4/14/2016 1.8 5,000,000.00 104.2088 $5,210,440.00 AAA 2/15/2016 1.7 2,350,000.00 100.0700 $2,351,645.00 Aaa 7/15/2016 2.1 6,070,000.00 100.1412 $6,078,570.84 AA-1/9/2015 0.6 1,485,000.00 100.8118 $1,497,055.23 AA-1/11/2016 1.6 6,000,000.00 103.7117 $6,222,702.00 AA-9/29/2015 1.2 425,000.00 102.4415 $435,376.38 AA-4/2/2015 0.8 2,000,000.00 100.9016 $2,018,032.00 A+10/15/2014 0.3 10,250,000.00 100.1240 $10,262,710.00 AAA 4/10/2017 2.8 10,000,000.00 99.9949 $9,999,490.00 A-2/25/2016 1.7 6,000,000.00 101.3974 $6,083,844.00 A-4/28/2015 0.8 1,000,000.00 104.6507 $1,046,507.00 AAA 2/16/2016 1.7 3,424,086.22 100.0727 $3,426,575.53 AAA 11/15/2017 3.4 8,000,000.00 100.6504 $8,052,032.00 AAA 9/15/2015 1.2 6,967,441.36 100.0252 $6,969,197.16 A-4/1/2016 1.8 1,000,000.00 103.7875 $1,037,875.00 A 1/1/2016 1.6 12,000,000.00 99.8510 $11,982,120.00 AA+1/12/2015 0.6 4,875,000.00 100.4945 $4,899,106.88 AA+7/24/2015 1.1 6,775,000.00 100.1537 $6,785,413.18 BBB+3/3/2017 2.8 2,000,000.00 100.2914 $2,005,828.00 A 6/15/2015 1.0 2,330,000.00 100.2940 $2,336,850.20 11/18/2017 3.4 9,250,000.00 100.1485 $9,263,736.25 AAA 8/22/2016 2.2 10,000,000.00 100.1632 $10,016,320.00 A 4/29/2016 1.8 4,325,000.00 100.0395 $4,326,708.38 A 1/28/2016 1.6 3,650,000.00 100.1296 $3,654,730.40 A+5/27/2016 1.9 4,025,000.00 100.4601 $4,043,519.03 A+9/18/2015 1.2 4,625,000.00 100.6028 $4,652,879.50 A+12/11/2015 1.5 4,000,000.00 100.5317 $4,021,268.00 AA 10/1/2015 1.3 5,600,000.00 100.0033 $5,600,184.80 A-1 10/17/2014 0.3 15,000,000.00 99.9154 $14,987,314.50 AA-7/1/2014 0.1 15,250,000.00 100.0000 $15,250,000.00 AA 8/1/2014 0.2 2,925,000.00 100.2280 $2,931,669.00 AA+9/1/2014 0.2 500,000.00 100.0430 $500,215.00 AA 8/1/2014 0.2 4,295,000.00 99.9920 $4,294,656.40 AA-9/1/2014 0.2 1,310,000.00 100.1990 $1,312,606.90 SP-1+6/1/2015 1.0 7,000,000.00 100.2480 $7,017,360.00 A+12/8/2015 1.5 3,000,000.00 99.9408 $2,998,224.00 SP-1 8/14/2014 0.2 10,000,000.00 100.1500 $10,015,000.00 AAA 2/15/2016 1.7 9,290,737.79 100.0439 $9,294,816.42 AAA 12/15/2016 2.5 1,000,000.00 100.0021 $1,000,021.00 AA+6/15/2015 1.0 1,000,000.00 104.0404 $1,040,404.00 A+9/26/2016 2.2 2,160,000.00 101.0008 $2,181,617.28 AA 5/15/2015 0.9 2,855,000.00 100.1370 $2,858,911.35 AA 5/15/2016 1.9 1,830,000.00 99.9170 $1,828,481.10 AA/A-1+7/1/2014 0.1 3,250,000.00 100.1280 $3,254,160.00 A+3/4/2015 0.8 1,500,000.00 101.9318 $1,528,977.00 A+10/30/2014 0.3 5,700,000.00 101.5248 $5,786,913.60 HS063015 40429CCS9 HSBC FINANCE CORP 6/30/2015 5% HS011916 40429CFN7 HSBC FINANCE CORP SR NT 01/19/2016 5.5% IL030115 452152HQ7 ILLINOIS ST 3/1/2015 4.511% IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661% IN071514 4546246V4 IN BOND BANK-TXBL 7/15/2014 0.522% IS070214 45779QG26 INSTITUTIONAL SECD 07/02/2014 IN070116 45884AZN6 INTERMOUNTAIN PWR-B 7/1/2016 0.785% JA093015 46849LSF9 JACKSON NATL LIFE GL OBAL 9/30/2015 0.59 JA100114 469487HV7 JACKSONVILLE-B-TXBL 10/1/2014 0.54% JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7% JP021517 46623EJZ3 JPMORGAN CHASE & CO 2/15/2017 0.750933% LO070116 546850BQ0 LOUISVILLE ARPT-C-RE F 7/1/2016 0.769% MA041416 57629WBP4 MASSMUTUAL GLOBAL FU NDIN 4/14/2016 3.12 MB021516 58768VAC5 MBALT 2013-A A3 2/15/2016 0.59% Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62% ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 ML011116 59217GAD1 MET LIFE GLOB FUND- ING 3.125% 1/11/2016 ME092915 59217GAC3 MET LIFE GLOB FUNDIN G I 9/29/2015 2.5% ME040215 59157BAH5 METLIFE INSTITUTIONA L FD 4/2/2015 1.625 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1% Ot041017 55315CAB3 MMAF 2014-AA A2 4/10/2017 0.52% MS022516 61746BDH6 MORGAN STANLEY 02/25/16 MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6% Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66% Au111517 55292LAC8 MTBAT 2013-1A A3 11/15/2017 1.06% Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45% CM040116 63946BAC4 NBCUNIVERSAL MEDIA L LC 4/1/2016 2.875% NE010116 63968AXN0 NE PUB PWR DIST-B 1/1/2016 0.48% NY011215 64952WBE2 NEW YORK LIFE GLOBAL FDG 1.3% 1/12/2015 NY072415 64952WBH5 NEW YORK LIFE GLOBAL FDG 0.75% 7/24/15 NS030317 654740AG4 NISSAN MOTOR ACCEPTA NCE 3/3/2017 0.7843 NJ061515 645771WY8 NJ BLDG AUTH-B-REF 6/15/2015 0.748% Cr111817 70659PAE1 PENAR 2013-1A A1 11/18/2017 0% AP082216 73328XAC3 PILOT 2013-1 A3 8/22/2016 0.7% PB042916 69349LAL2 PNC BANK NA 04/29/16 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 PL091815 74256LAB5 PRINCIPAL LIFE GLB FND 1.125% 9/18/15 PL121115 74256LAC3 PRINCIPAL LIFE GLB FND II 1% 12/11/15 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 RF101714 76582KKH3 RIDGEFIELD FDG CO 10/17/14 0% CP SD070114 797355R97 SAN DIEGO CA UNIF SCH 0.342% 7/1/14 SJ080114 798186YJ5 SAN JOSE CA UNIF SCH DIST 8/1/14 SM090114 799017KN7 SAN MATEO CALIF 0.685% 9/1/14 SM080114 802385MC5 SANTA MONICA CCD-B 8/1/2014 0.486% SR090114 802626AQ4 SANTA ROSA-REF-TXBL 9/1/2014 1.663% SC060115 837151HT9 SC PUB SVC AUT-D-TXB L 6/1/2015 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 SF081414 86476PLG1 SUFFOLK CO-I-TANS 8/14/2014 1.5% Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48% TO121516 89231RAB0 TAOT 2014-B A2 12/15/2016 0.4% TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375% UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996% UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528% UN051516 91412GUT0 UNIV OF CALIFORNIA-A N 5/15/2016 0.634% UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 ** US030415 91159HGU8 US BANCORP 3/4/2015 3.15% US103014 90331HKP7 US BANK NA 4.95% 10/30/2014 US013017 90331HMD2 US BANK NA CINCINNAT I 1/30/2017 0.4661%AA-1/30/2017 2.6 1,500,000.00 100.0492 $1,500,738.00 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%Aaa 1/31/2016 1.6 9,575,000.00 100.1445 $9,588,835.88 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%Aaa 2/29/2016 1.7 5,000,000.00 99.9023 $4,995,115.00 T043016 912828C81 US TREASURY N/B 4/30/2016 0.375%Aaa 4/30/2016 1.8 20,000,000.00 99.9688 $19,993,760.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%Aaa 8/31/2015 1.2 8,000,000.00 100.2500 $8,020,000.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%Aaa 10/31/2015 1.3 5,015,000.00 101.4062 $5,085,520.93 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%Aaa 11/30/2015 1.4 10,000,000.00 100.0430 $10,004,300.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%Aaa 12/31/2015 1.5 10,000,000.00 100.0078 $10,000,780.00 TR033116 912828C40 US TREASURY N/B 0.375% 03/31/16 Aaa 3/31/2016 1.8 15,000,000.00 100.0195 $15,002,925.00 US071714 90327QCS6 USAA CAPITAL CORP 3.5% 7/17/2014 AA+7/17/2014 0.1 1,882,000.00 100.1236 $1,884,326.15 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 2.2 1,465,410.72 100.2241 $1,468,694.71 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 2.1 4,736,808.33 99.9965 $4,736,642.54 VZ060917 92343VCD4 VERIZON COMMUNICATIO NS 6/9/2017 0.6306% BBB+6/9/2017 3.0 1,000,000.00 100.1155 $1,001,155.00 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 2.2 1,925,000.00 102.7547 $1,978,027.98 VW052317 928668AC6 Volkswagen Group America 05/23/17 A-5/23/2017 2.9 7,000,000.00 100.1126 $7,007,882.00 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 1.5 3,812,159.35 100.0932 $3,815,712.28 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 7/1/2014 0.1 32,140,232.00 100.0000 $32,140,232.00 Grand Total $776,053,347.81 Page 2 of 2CalTrust Portal 7/7/2014https://secure.ncfunds.com/CalTrust/App/CalTrust/portfolio/portfolioDet.asp?fund=N201&... **Mandatory put on 7/1/14. Page 58 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending June 30, 2014 FY 2013-2014 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 03/31/14 06/25/14 06/30/14 100300 2,455,113.76 (79,019.38) 2,376,094.38 TOTALS 2,455,113.76 (79,019.38) 0.00 0.00 0.00 0.00 0.00 2,376,094.38 * East Bay Regional Communications System Authority Page 59 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 06/01/2014 Through 06/30/2014 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% 414,331.540 CALIFORNIA ARBITRAGE MGMT PROGRAM 1.00000 414,331.54 0.00 0.00% CAMP 1.00000 414,331.54 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 590,664.18 06/03/14 Dividend 1.24 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 06/03/14 Cash Debit 1.24 -0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE 06/20/14 Purchase 0.00 20.14 -20.14 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL MAY 2014 INTEREST EARNED TRNIIJ1406192516200 20.14 SHARES 06/20/14 Dividend 20.14 0.00 0.00 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP MAY 2014 INTEREST EARNED TRNIIJ1406192516100 06/20/14 Cash Debit 20.14 -0.00 0.00 0.00 TRANSFERRED TO ACCOUNT 036111 FF 06/20/14 Cash Credit 0.00 20.14 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 414,331.54 0.00 0.00% 414,331.54 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 590,664.18 0.00 0.25% 590,664.18 1,504.35 06/01/14 OPENING BALANCE 0.00 0.00 590,644.04 06/03/14 DAILY ENDING BALANCE 0.00 0.00 590,644.04 0.00 06/20/14 DAILY ENDING BALANCE 0.00 0.00 590,664.18 0.00 06/30/14 CLOSING BALANCE 0.00 0.00 590,664.18 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 506 Page 60 Page 61 Page 62 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF JUNE 30, 2014Portfolio CharacteristicsPar $2,381,402,388.40Cost $2,385,681,242.72Market Value $2,384,395,928.88Weighted Yield to Maturity 0.37%Weighted Average Days to Maturity 184 Weighted Duration 0.50yrPortfolio Breakdown by InvestmentInvestments Par Value Percent of TotalU.S. Treasuries$33,935,000.001.43%U.S.Agencies-Federal, State and Local287,847,857.1412.09%Money Market1,350,739,654.0956.72%Outside Contractors-LAIF249,031,121.2310.46%Outside Contractors-Other 169,804,787.527.13%Cash290,043,968.4212.18%TOTAL* $2,381,402,388.40 100.00% **Maturity DistributionTime Par Value Percent of TotalLess 1 yr$2,024,873,851.8985.03%1 to 2 yrs130,806,896.545.49%2 to 3 yrs141,800,545.595.95%3 to 4 yrs51,998,000.002.18%4+ yrs31,923,094.381.34%TOTAL* $2,381,402,388.40 100.00%*** Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority** May or may not total to 100% due to roundingU.S. Treasuries1.43%U.S.Agencies-Federal, State and Local12.09%Money Market56.72%Outside Contractors-LAIF10.46%Outside Contractors-Other 7.13%Cash12.18%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr85.03%1 to 2 yrs5.49%2 to 3 yrs5.95%3 to 4 yrs2.18%4+ yrs1.34%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF JUNE 30, 2014AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($) (%) (%) (day) (year)A. Investments Managed by Treasurer's Office$1,672,522,511.23 70.31% 0.3877% 251 0.681B. Investments Managed by Outside Contractors1. Local Agency Investment Fund $249,031,121.23 10.47% 0.2300% 1 N/A2. Othera. Wells Capital Management $44,094,221.54 1.85% 0.2920% 406 0.592b. CalTRUST (Short-Term Fund) $123,210,612.77 5.18% 0.4000% 1 N/AC. Cash$290,043,968.42 12.19% 0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.37%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 1843 Weighted Duration at End-of-Quarter =0.501. 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 June 30, 2014As of March 31, 2014CHANGE IN VALUETYPEPAR VALUEPAR VALUEFROM PREV. QTR.% CHANGEA. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes) $33,935,000.00 $26,785,000.00 $7,150,000.0026.69% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.000.00% Federal Home Loan Banks 79,597,857.14 70,740,000.00 8,857,857.1412.52% Federal National Mortgage Association 80,564,000.00 67,957,000.00 12,607,000.0018.55% Federal Farm Credit Banks 54,574,000.00 49,325,000.00 5,249,000.0010.64% Federal Home Loan Mortgage Corporation 66,492,000.00 59,353,000.00 7,139,000.0012.03% Municipal Bonds 6,620,000.00 6,620,000.00 0.000.00% Subtotal 287,847,857.14 253,995,000.00 33,852,857.1413.33% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.000.00% Repurchase Agreement 0.00 0.00 0.000.00% Commercial Paper 764,574,000.00 784,912,000.00 (20,338,000.00)-2.59% Negotiable Certificates of Deposit 485,975,000.00 603,337,000.00 (117,362,000.00)-19.45% Medium Term Certificates of Deposit 0.00 0.00 0.000.00% Corporate Notes 99,622,000.00 101,327,000.00 (1,705,000.00)-1.68% Money Market Accounts 565,318.32 565,318.32 0.000.00% Time Deposit 3,335.77 3,200.00 135.774.24% Subtotal 1,350,739,654.09 1,490,144,518.32 (139,404,864.23)-9.36%TOTAL1,672,522,511.23 1,770,924,518.32 (98,402,007.09)-5.56%B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 249,031,121.23 232,333,236.58 16,697,884.657.19% 2. Othera. EBRCS Bond 2,376,094.38 2,455,113.76 (79,019.38)-3.22%b. Miscellaneous (BNY, Mechanics, CCFCU) 123,858.83 112,754.84 11,103.999.85%c. Wells Capital Management 44,094,221.54 44,067,855.96 26,365.580.06%d. CalTRUST (Short-Term Fund) 123,210,612.77 118,091,414.64 5,119,198.134.33%Subtotal 169,804,787.52 164,727,139.20 5,077,648.323.08%TOTAL418,835,908.75 397,060,375.78 21,775,532.975.48%C. Cash290,043,968.42 292,419,420.58 (2,375,452.16)-0.81%* GRAND TOTAL (FOR A , B, & C)$2,381,402,388.40 $2,460,404,314.68 ($79,001,926.28)-3.21%* Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA INVESTMENT POOLINVESTMENTS MANAGED BY TREASURER'S OFFICEQUARTERLY COUPON RATES, YIELD TO MATURITYExhibit IV Quarter EndingFiscal Year September December March June2013/14Coupon Rate0.6331% 0.4843% 0.4686% 0.4802%Yield to Maturity0.4645% 0.3709% 0.3680% 0.3877%2012/13Coupon Rate0.8304% 0.5568% 0.5829% 0.5838%Yield to Maturity0.6012% 0.3947% 0.4243% 0.4229%2011/12Coupon Rate0.8769% 0.8385% 0.8122% 0.7426%Yield to Maturity0.6842% 0.6658% 0.6739% 0.6130%2010/11Coupon Rate0.9802% 0.7132% 0.7326% 0.6982%Yield to Maturity0.7494% 0.5866% 0.6133% 0.5612%2009/10Coupon Rate1.2464% 0.8931% 0.8610% 0.8212%Yield to Maturity1.1095% 0.7840% 0.7373% 0.6993%2008/09Coupon Rate4.4019% 1.7623% 1.2918% 1.2418%Yield to Maturity4.2819% 1.6574% 1.1808% 1.1231%2007/08Coupon Rate5.1675% 4.6491% 3.3805% 2.9712%Yield to Maturity5.2022% 4.6583% 3.3454% 2.9048%2006/07Coupon Rate5.1683% 5.1819% 5.2384% 5.2407%Yield to Maturity5.2286% 5.2229% 5.2766% 5.2705%2005/06Coupon Rate3.6925% 4.1660% 4.6328% 5.0427%Yield to Maturity3.6818% 4.1594% 4.6358% 5.0821%2004/05Coupon Rate2.1109% 2.3830% 2.8425% 3.2638%Yield to Maturity1.9760% 2.3120% 2.7875% 3.2291%2003/04Coupon Rate1.6993% 1.4465% 1.4270% 1.6099%Yield to Maturity1.4752% 1.2980% 1.2963% 1.5080%2002/03Coupon Rate2.5929% 1.9482% 1.9069% 1.6927%Yield to Maturity2.3942% 1.7569% 1.7081% 1.5407%Source: Contra Costa County Treasurer's Quarterly Investment Report - (RPTMKT) CONTRA COSTA INVESTMENT POOLINVESTMENTS MANAGED BY OUTSIDE CONTRACTORLAIF QUARTERLY APPORTIONMENT RATESExhibit IV (a)Quarter EndingFiscal Year September December March June2013/14 Apportionment Rate 0.26% 0.26% 0.23% 0.22%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 Poolas of June 30, 2014TTC "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%6/30/14 12/27/14 6/25/15 12/22/15 6/19/1612/16/16 6/14/17 12/11/17 6/9/18 12/6/18Yield to Maturity Maturity DatesRisk Assessmentas of June 30, 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 June 30, 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 4/19/10 170,000.00 170,379.10 173,085.50 2.75 3/13/15 2.703133XUMR1 WT GOV FHLB NOTES 10/28/09 165,000.00 169,296.60 166,029.60 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 7/27/10 300,000.00 299,926.51 306,726.00 2.45 7/27/15 2.473134A4ZT4 WT GOV FHLMC NOTES 2/25/11 155,000.00 172,267.00 165,470.25 4.75 1/19/16 2.3336962G4T8 CCCCD GENERAL ELECTRIC CAP CORP 11/9/10 750,000.00 749,592.59 767,160.00 2.25 11/9/15 2.273137EACH0 RM GOV FHLMC NOTES 2/18/11 5,800,000.00 5,969,592.00 5,897,150.00 2.88 2/19/15 2.00742718DS5 CCCCD CORP PROCTOR & GAMBLE CALL 11/18/10 200,000.00 198,364.00 203,864.00 1.80 11/15/15 1.973137EACH0 RM GOV FHLMC NOTES 3/11/11 5,006,000.00 5,200,783.46 5,089,850.50 2.88 2/9/15 1.843134A4UU6 RM GOV FHLMC NOTES 7/28/10 1,765,000.00 1,996,409.15 1,768,353.50 5.00 7/15/14 1.571. 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 INFORMATIONApril 1, 2014 through June 30, 2014AVERAGE DAYSAVERAGE DAILY TO MATURITY AVERAGE DAYS TOBALANCE PERCENT OF AVERAGE AS A PERCENT MATURITY FOR (PAR)PORTFOLIORETURNOF PORTFOLIOTHE QUARTER A. Investments Managed by Treasurer's Office$1,836,483,598.89 75.47% 0.3557% 172.14 228B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund $251,530,655.30 10.34% 0.2297% 0.10 1 2. Other a. Wells Capital Management $44,083,663.78 1.81% 0.2883% 7.10 392b. CalTRUST Short Term Fund $121,781,682.05 5.00% 0.3867% 0.05 1c. Cash $179,504,571.15 7.38% 0.2403% 0.07 1Total $2,433,384,171.17 100.00% * Weighted Average Return of Portfolio = 0.33% 179 * Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity Trust LAIF 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 JUNE 30, 2014AveragePool Rates:YTM as of Quarterly Days to6/30/14 Ave. MaturityTotal County Portfolio 0.37% 0.33% 229Investments Managed by Treasurer's Office 0.39% 0.36% 228Wells Capital Management 0.29% 0.29% 392CalTRUST Short Term Fund 0.40% 0.39% 505 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.22% 0.23% 232 *4/1/14 - 6/30/14Benchmarks:6/30/14High Ave.LowFederal Fund Rate 0.0300% 0.2700% 0.0781% 0.0300%Six Month Treasury Bill 0.0325% 0.0625% 0.0297% -0.0025%Six Month LIBOR 0.3268% 0.3280% 0.3238% 0.3198%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 June 30, 2014TreasurerLAIFWells Capital MgmtCalTRUST Exhibit VICallable/Float Rate Par Coupon Yield Purchase Purchase SecurityCUSIPAmountRateat PurchasePrice (Incl. Int.)DateCallable/Step/Float Rate Note - ProvisionsFund #*Proctor & Gamble Callable Note 11/15/15 742718DS5$200,000 1.8000% 1.9729% $198,364.00 11/18/107903FHLB Callable Note 12/30/153130A0GK0$2,315,000 0.3750% 0.3901% $2,314,305.50 12/30/136911FHLB Callable Note 12/30/153130A0GK0$355,000 0.3750% 0.3910% $354,893.50 12/30/137903WESTPAC Bank Float Rate Note 4/15/15 96121TWF1$2,250,000 0.4060% 0.4060% $2,250,050.75 4/17/146911GECC Float Rate Note 1/8/1636962GU51$10,000,000 0.4429% 0.6554% $9,960,726.39 3/8/138177Bank of Nova Scotia Float Rate 6/10/16 06417HMU7$2,450,000 0.2500% 0.2803% $2,448,520.20 6/13/146911Nordea Bank Float Rate 6/13/1665558ET57$1,950,000 0.4100% 0.4100% $1,950,000.00 6/13/146911GECC Float Rate Note 7/12/1636962G7A6$2,700,000 0.8936% 0.8936% $2,700,000.00 7/12/136911FFCB Callable Note 8/11/163133EDF31$10,000,000 0.5700% 0.5801% $9,997,500.00 2/11/148177FHLB Callable Note 11/28/163130A0Z45$7,142,857 0.7500% 0.7500% $7,412,857.14 2/28/148177FFCB Callable Note 11/29/163133EC5B6$10,000,000 0.6400% 0.6399% $10,005,155.56 12/28/128177Chicago Unrefunded MUNI 1/1/17167486JC4$390,000 5.0000% 2.5514% $434,622.93 6/27/201325057Chicago Prerefunded MUNI 1/1/17167486JB6$170,000 5.0000% 1.5845% $197,823.52 6/27/201325057Berkshire Hath Float Rate 1/10/17084664CA7$500,000 0.3904% 0.3904% $500,000.00 1/10/14Make-whole call +10 bpsOne time: 9/30/14One time: 9/30/14Float quarterly: LIBOR +18 bps Next: 7/15/14 Float quarterly: LIBOR +20 bps Next: 7/8/14 Float quarterly: LIBOR +18 bps Next: 9/10/14 Float quarterly: LIBOR +18 bps Next: 9/15/14 Float quarterly: LIBOR +65 bps Next: 8/12/14 Any time on or after 8/11/14Quarterly; First 5/28/14; Last 8/28/16 Anytime on or after 11/29/13One time: 1/1/16One time: 1/1/16Float quarterly: LIBOR +15 bps Next: 7/10/146911FHLB Callable Note 3/27/173130A1CR7$1,445,000 1.6250% 1.2482% $1,461,337.13 4/4/14 One time: 3/27/156911FHLB Callable Note 3/27/173130A1CR7$250,000 1.6250% 1.2482% $252,826.49 4/4/14 One time: 3/27/157903FHLB Callable Note 4/28/173130A1KS6$5,000,000 1.1500% 1.1602% $4,998,500.00 4/28/14 Quarterly; First: 7/28/14; Last: 1/28/178177FHLB 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 6/12/183136G1MU0$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$102,628,857* 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 SECURITIESJune 30, 2014 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSAMERICAN EXPR CENTURION 11/13/15 025815AB7 11/13/2015 7,000,000.00          6,026,562.00                   7,000,000.00                   Float quarterly: LIBOR +45 bps Next: 8/13/14AMERICAN HONDA FINANCE  5/26/2016 0.6463 02666QM59 5/26/2016 5,300,000.00          5,322,837.70                   5,304,761.00                   Float quarterly: LIBOR +37.5 bps Next: 8/27/14AMERICAN HONDA FINANCE  10/7/2016 0.7418 02665WAA9 10/7/2016 1,250,000.00          1,259,563.75                   1,250,000.00                   Float quarterly: LIBOR +50 bps Next: 7/7/14BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00          2,204,140.40                   2,200,000.00                   Float quarterly: LIBOR +47 bps Next: 8/14/14BANK OF AMERICA NA 2/14/2017 0.7061% 06050TLU4 2/14/2017 500,000.00             500,521.00                       500,000.00                       Float quarterly: LIBOR +47 bps Next: 8/14/14BANK OF NEW YORKMELLON 1.7% 11/24/14 06406HBZ1 11/24/2014 2,976,000.00          2,989,772.93                   3,033,920.89                   Call anytime after 10/25/14BANK OF NEW YORKMELLON 1.2% 2/20/15 06406HCC1 2/20/2015 7,260,000.00          7,296,670.26                   7,322,133.60                   One time call: 1/20/15BAY AREA CA WTR SPLY& CONSV AGY 10/01/14 072031AA5 10/1/2014 2,520,000.00          2,518,664.40                   2,520,000.00                   Make‐whole call +20 bpsBERKSHIRE HATHAWAY INC  2/11/2015 3.2% 084670AV0 2/11/2015 5,368,000.00          5,208,179.16                   5,573,805.48                   Make‐whole call +15 bpsBMWOT 2013‐1 A2 2/25/2016 0.41% 05578XAB4 2/25/2016 4,585,000.00          4,000,849.47                   4,584,835.40                   5% clean up callBRANCH BANKING & TRUST  12/1/2016 0.6743 07330NAF2 12/1/2016 5,000,000.00          5,016,730.00                   5,001,780.00                   Float quarterly: LIBOR +43 bps Next: 9/2/14; Call after 11/1/16CCCIT 2003‐A7 A7 7/7/2017 4.15% 17305EBU8 7/7/2017 5,000,000.00          5,188,905.00                   5,336,718.75                   5% clean up callCCCIT 2013‐A5 A5 11/25/2016 0.34% 17305EFD2 11/25/2016 5,000,000.00          5,000,815.00                   5,000,000.00                   Float monthly: LIBOR +15 bps; 5% clean up callCHAIT 2012‐A5 A58/15/2017 0.59% 161571FL3 8/15/2017 3,000,000.00          3,004,482.00                   3,005,976.56                   10% clean up callCHAIT 2014‐A4 A44/16/2018 0.35755% 161571GM0 4/16/2018 10,000,000.00        10,003,610.00                 10,000,000.00                 10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15 808513AH8 12/4/2015 4,500,000.00          4,518,175.50                   4,516,965.00                   Make‐whole call +10 bp until 12/4/15COMCAST CORP 1/15/2015 6.5% 20030NAB7 1/15/2015 4,000,000.00          4,129,388.00                   4,213,040.00                   Make‐whole call +40 bps until 1/15/15CREDIT SUISSE NEW YORK  12/7/2015 0.6513 22549TNZ7 12/7/2015 10,000,000.00        10,008,630.00                 10,000,000.00                 Float quarterly: LIBOR +41 bps Next: 9/8/14DAIMLER FINANCE NA LLC 01/09/2015 233851AS3 1/9/2015 5,815,000.00          5,827,926.75                   5,830,805.70                   Float quarterly: LIBOR +60 bps Next: 7/9/14DAIMLER FINANCE NA LLC  4/10/2015 1.65% 233851AN4 4/10/2015 1,902,000.00          1,920,337.18                   1,925,721.90                   Make‐whole call +20 bpsFANNIE MAE 2/26/2016 0.75% 3135G0UV3 2/26/2016 5,000,000.00          5,015,885.00                   5,025,500.00                   One time call: 2/26/15FANNIE MAE 4/25/2016 0.5% 3135G0WK5 4/25/2016 5,000,000.00          4,992,790.00                   4,995,500.00                   Quarterly; First: 10/25/13; Last: 1/25/16FANNIE MAE 4/29/2016 0.5% 3135G0WG4 4/29/2016 17,000,000.00        17,000,119.00                 16,991,380.00                 Quarterly; First: 10/29/13; Last: 10/29/15FEDERAL FARM CREDITBANK  2/12/2016 0.37 3133EDEZ1 2/12/2016 4,575,000.00          4,570,475.33                   4,572,712.50                   Call anytime after 5/12/14FEDERAL FARM CREDITBANK  3/7/2016 0.45% 3133ECHB3 3/7/2016 9,000,000.00          8,994,465.00                   9,000,000.00                   Call anytime after 3/7/14FEDERAL HOME LOAN BANK  9/28/2016 1.125% 3130A1CD8 9/28/2016 2,500,000.00          2,524,865.00                   2,522,075.00                   Call anytime after 9/28/15FIFTH THIRD BANK 2/26/2016 0.9% 31677QAX7 2/26/2016 2,000,000.00          2,005,148.00                   2,008,040.00                   Call anytime after 1/26/16FIFTH THIRD BANK 11/18/2016 0.7481% 31677QAZ2 11/18/2016 7,110,000.00          7,139,222.10                   7,118,134.00                   Float quarterly: LIBOR +51 bps Next: 8/18/14; Call after 10/18/16FITAT 2014‐1 A2 8/15/2016 0.46% 31679JAB9 8/15/2016 11,100,000.00          11,105,006.10                   11,099,702.52                   10% cleanup callFREDDIE MAC 3/15/15 31398V2J4 3/15/2015 293,872.31               293,785.33                         296,811.05                         1% cleanup callFREDDIE MAC 8/28/2015 0.5% 3134G4FP8 8/28/2015 2,875,000.00            2,876,610.00                     2,878,996.25                     One time call: 8/28/14FREDDIE MAC 11/13/2015 0.4% 3134G4KC1 11/13/2015 3,000,000.00            3,002,334.00                     3,002,850.00                     One time call: 11/13/14FREDDIE MAC 1/28/2016 0.5% 3134G4DE5 1/9/2015 10,250,000.00          10,259,973.25                   10,250,000.00                   One time call: 12/8/15FREDDIE MAC 1/29/2016 0.5% 3134G34B3 1/28/2016 2,500,000.00            2,500,975.00                     2,504,950.00                     Quarterly; First: 4/29/14; Last: 10/29/15FREDDIE MAC 5/20/2016 0.5% 3134G54C6 5/20/2016 12,500,000.00          12,501,875.00                   12,515,575.00                   One time call: 5/20/15FREDDIE MAC 5/20/2016 0.5% 3134G53R4 5/20/2016 5,000,000.00            5,001,045.00                     5,004,250.00                     One time call: 11/20/14GE DEALER FLOORPLANMASTER NT 04/20/18 36159LCF1 4/20/2018 10,400,000.00          10,429,858.40                   10,400,000.00                   Float monthly: LIBOR +40 bps; 10% clean up callGENERAL ELEC CAPCORP 05/11/2016 36962G2V5 5/11/2016 6,135,000.00            6,134,521.47                     6,065,987.70                     Float quarterly: LIBOR +20 bps Next: 8/11/14GENERAL ELEC CAPCORP 01/08/16 36962GU51 1/8/2016 1,500,000.00            1,500,919.50                     1,499,485.64                     Float quarterly: LIBOR +20 bps Next: 7/8/14GENERAL ELEC CAPCORP 01/08/16 36962G6Q2 1/8/2016 2,000,000.00            2,013,298.00                     2,011,120.00                     Float quarterly: LIBOR +60 bps Next: 7/8/14GOLDMAN SACHS GROUPINC 11/21/14 38141EB40 11/21/2014 5,605,000.00            5,623,182.62                     5,644,655.40                     Float quarterly: LIBOR +100 bps Next: 8/21/14HAROT 2014‐1 A2 8/22/2016 0.41% 43813JAB1 8/22/2016 5,000,000.00            4,998,575.00                     4,999,622.00                     10% cleanup callHAROT 2014‐2 A29/19/2016 0.39% 43814GAB6 9/19/2016 4,000,000.00            3,999,400.00                     3,999,687.60                     10% clean up callHDMOT 2013‐1 A3 7/16/2018 0.65% 41283YAC1 7/16/2018 2,000,000.00            2,003,856.00                     1,997,343.75                     10% cleanup callHONDA AUTO RECEIV‐ABLES 10/17/15 43814EAB1 10/17/2015 2,561,409.97            2,561,717.34                     2,561,193.53                     10% cleanup callJACKSONVILLE‐B‐TXBL10/1/2014 0.54% 469487HV7 10/1/2014 960,000.00               959,692.80                         959,990.40                         Make‐whole call +25 bpsJP MORGAN CHASE BANKNA  6/13/2016 0.6101 48121CJM9 6/13/2016 6,650,000.00            6,626,226.25                     6,576,340.50                     Float quarterly: LIBOR +33 bps Next: 9/15/14JPMORGAN CHASE & CO 2/15/2017 0.750933% 46623EJZ3 2/15/2017 3,000,000.00            3,010,914.00                     3,004,960.00                     Float quarterly: LIBOR +52 bps Next: 8/15/14LOUISVILLE ARPT‐C‐REF  7/1/2016 0.769% 546850BQ0 7/1/2016 3,000,000.00            2,994,660.00                     3,000,000.00                     Make‐whole call +15 bpsMBALT 2013‐A A3 2/15/2016 0.59% 58768VAC5 2/15/2016 2,350,000.00            2,351,645.00                     2,353,029.30                     10% cleanup callMBALT 2013‐B A3 7/15/2016 0.62% 58768DAC5 7/15/2016 6,070,000.00            6,078,570.84                     6,069,704.39                     10% cleanup callMMAF 2014‐AA A24/10/2017 0.52% 55315CAB3 4/10/2017 10,000,000.00          9,999,490.00                     9,999,163.00                     10% cleanup callMORGAN STANLEY 02/25/16 61746BDH6 2/25/2016 6,000,000.00            6,083,844.00                     6,042,000.00                     Float quarterly: LIBOR +125 bps Next: 8/25/14MTBAT 2013‐1A A2  2/16/2016 0.66% 55292LAB0 2/16/2016 3,424,086.22            3,426,575.53                     3,424,015.00                     10% cleanup callMTBAT 2013‐1A A311/15/2017 1.06% 55292LAC8 11/15/2017 8,000,000.00            8,052,032.00                     8,054,218.75                     10% cleanup callNALT 2013‐A A2A  9/15/2015 0.45% 65476VAB5 9/15/2015 6,967,441.36            6,969,197.16                     6,966,700.02                     10% cleanup callNISSAN MOTOR ACCEPTANCE  3/3/2017 0.7843 654740AG43/3/20172,000,000.00            2,005,828.00                     2,000,000.00                     Float quarterly: LIBOR +55 bps Next: 9/3/14NJ BLDG AUTH‐B‐REF 6/15/2015 0.748% 645771WY8 6/15/2015 2,330,000.00            2,336,850.20                     2,330,000.00                     Make‐whole call +15 bpsPENAR 2013‐1A A1 11/18/2017 0% 70659PAE1 11/18/2017 9,250,000.00            9,263,736.25                     9,250,000.00                     Float monthly: LIBOR +39 bps Next: 7/18/14PNC BANK NA 01/28/2016 69349LAJ7 1/28/2016 3,650,000.00            3,654,730.40                     3,650,000.00                     Float quarterly: LIBOR +31 bps Next: 7/28/14PNC BANK NA 04/29/16 69349LAL2 4/29/2016 4,325,000.00            4,326,708.38                     4,327,210.00                     Float quarterly: LIBOR +32 bps Next: 7/29/14PILOT 2013‐1 A38/22/2016 0.7% 73328XAC38/22/201610,000,000.00          10,016,320.00                   10,027,343.75                   10% cleanup callPRINCIPAL LFE GLB FND II  5/27/2016 0.64 74256LAF6 5/27/2016 4,025,000.00            4,043,519.03                     4,030,291.25                     Float quarterly: LIBOR +37 bps Next: 8/27/14PRVDNC HLTH & SVC OBL GR  10/1/2015 0.80 743755AK6 10/1/2015 5,600,000.00            5,600,184.80                     5,600,000.00                     Float monthly: LIBOR +35 bps Next: 7/1/14SAN MATEO CALIF 0.685% 9/1/14 799017KN7 9/1/2014 500,000.00               500,215.00                         500,000.00                         Make‐whole call +50 bpsSC PUB SVC AUT‐D‐TXBL  6/1/2015 837151HT9 6/1/2015 7,000,000.00            7,017,360.00                     7,000,000.00                     Float monthly: LIBOR +87.5 bps Next: 7/1/14; call after 12/1/14STATE STREET BANK &TRST 12/08/15 85744NAB7 12/8/2015 3,000,000.00            2,998,224.00                     2,992,440.00                     Float quarterly: LIBOR +20 bps Next: 9/8/14TAOT 2013‐B A2 2/15/2016 0.48% 89236VAB6 2/15/2016 9,290,737.79            9,294,816.42                     9,292,319.05                     5% clean up callTAOT 2014‐B A2 12/15/2016 0.4% 89231RAB0 12/15/2016 1,000,000.00            1,000,021.00                     999,913.30                         5% clean up callUNIV OF CALIFORNIA‐AN  5/15/2016 0.634% 91412GUT0 5/15/2016 1,830,000.00            1,828,481.10                     1,830,000.00                     Make‐whole call +5 bpsUNION BANK NA 9/26/2016 0.9996% 90521APG7 9/26/2016 2,160,000.00            2,181,617.28                     2,160,000.00                     Float quarterly: LIBOR +75 bps Next: 9/26/14UNIV CA‐AJ‐TXBL 5/15/2015 0.528% 91412GSW6 5/15/2015 2,855,000.00            2,858,911.35                     2,855,000.00                     Make‐whole call +10 bpsUS BANK NA CINCINNATI  1/30/2017 0.4661% 90331HMD2 1/30/2017 1,500,000.00            1,500,738.00                     1,501,230.00                     Float quarterly: LIBOR +23 bps Next: 7/30/14; call after 12/30/16UNIVERSITY CALIF REVS 07/01/2041191412GEZ4 7/1/2041 3,250,000.00            3,254,160.00                     3,250,000.00                     Float monthly: LIBOR +58 bps Next: 7/1/14VALET 2012‐1 A3 8/22/2016 0.85% 92867GAC7 8/22/2016 1,465,410.72            1,468,694.71                     1,469,818.30                     10% cleanup callVALET 2013‐2 A2 7/20/2016 0.67% 92867PAB9 7/20/2016 4,736,808.33            4,736,642.54                     4,736,631.17                     10% cleanup callVERIZON COMMUNICATIONS  9/15/2016 1.7823 92343VBL7 9/15/2016 1,925,000.00            1,978,027.98                     1,925,000.00                     Float  quarterly: LIBOR +153 bps Next: 9/15/14VERIZON COMMUNICATIONS  6/9/2017 0.6306% 92343VCD4 6/9/2017 1,000,000.00            1,001,155.00                     1,000,000.00                     Float quarterly: LIBOR +40 pbs Next: 9/9/14Volkswagen GroupAmerica 05/23/17 928668AC6 5/23/2017 7,000,000.00            7,007,882.00                     7,000,000.00                     Float quarterly: LIBOR +37 bps Next: 8/25/14VWALT 2013‐A A2A 12/21/2015 0.63% 92867NAB4 12/21/2015 3,812,159.35            3,815,712.28                     3,812,151.34                     10% cleanup callTotal 382,007,926.05     381,240,045.20               383,075,505.74               Notes:1. The security has a mandatory put date of 7/1/2014.Contra Costa County invests approximately $123.2 million in the CalTRUST Short Term Fund which had assets of $776.1 million as of 6/30/14. 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 SECURITIESJune 30, 2014 Exhibit VI (b)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSBMWOT 2013-A A2 05578XAB4 02/25/2016 $274,798.82$274,886.30 $274,788.96 5% clean up callBANK OF AMERICA NA 06050TLU4 02/14/2017$500,000.00 $500,984.40 $500,000.00 Float quarterly: LIBOR +47 bps Next: 8/14/14BRANCH BANKING & TRUST07330NAE5 10/28/2015 $750,000.00 $751,436.80 $777,840.00 Float quarterly: LIBOR +33 bps Next: 8/28/14CHAIT 2013-A4 A4 161571FY5 05/15/2017 $750,000.00 $749,879.92 $750,000.00 Float monthly: LIBOR +10 bps Next: 7/15/14; 10% clean up callFANNIE MAE 3135G0WG4 04/29/2016 $1,000,000.00 $1,000,868.11 $1,000,340.00 Call quarterly: First 10/29/13; Last 10/29/15FANNIE MAE 3135G0TR4 01/15/2016 $1,000,000.00 $1,003,130.00 $1,004,755.22 One time call on 1/15/15FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00$199,960.23 $199,926.63 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00$999,801.17 $998,200.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EA4Q8 04/18/2016 $1,000,000.00 $1,000,424.89 $1,000,000.00 Call anytime on or after 1/18/13FEDERAL FARM CREDIT BANK 3133ECHB3 03/07/2016 $1,000,000.00 $1,000,810.00 $1,000,000.00 Call anytime on or after 3/7/14FITAT 2014-2 A2A 31679KAB6 04/17/2017 $750,000.00 $750,066.75 $749,917.58 10% clean up callFREDDIE MAC 3134G54C6 05/20/2016$1,000,000.00 $1,000,719.44$1,001,250.00 One time call on 5/20/15HAROT 2013-2 A2 43814EAB1 10/16/2015 $351,566.08$351,662.47 $351,536.37 10% clean up callHAROT 2014-2 A2 43814GAB6 09/19/2016 $200,000.00$199,970.00 $199,984.38 10% clean up callHTMOT 2014 - A A2 41284AAB4 04/15/2018 $350,000.00 $350,246.32 $349,976.31 10% clean up callIBM CORP 459200HD6 05/11/2015 $750,000.00 $755,743.25 $753,525.00 Make-whole call +10 bpsJDOT 2014-A A2 47787VAB7 09/15/2016 $700,000.00$700,329.70 $699,972.63 10% clean up callJOHN DEERE CAPITAL CORP 24422ESA8 01/12/2015$660,000.00 $660,758.74 $660,000.00 Float quarterly: LIBOR +7 bps Next: 8/12/14MBALT 2014-A A2A 58768EAC3 09/15/2015 $750,000.00 $750,689.50 $749,980.20 10% clean up callNATIONAL RURAL UTIL COOP637432MP7 02/02/2015 $279,000.00$281,288.88 $282,088.53 Make-whole call +15 bpsNATIONAL RURAL UTIL COOP637432MP7 02/02/2015 $450,000.00$453,691.75 $453,163.50 Make-whole call +15 bpsPENAR 2013-1A A1 70659PAE1 11/18/2017 $750,000.00 $751,261.08 $750,000.00 Float monthly: LIBOR +39 bps Next: 7/18/14PRAXAIR INC 74005PAR5 03/30/2015 $650,000.00 $678,300.98 $692,705.00 Make-whole call +25 bps until 3/30/15PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $375,000.00$376,079.72 $375,000.00 Float quarterly: LIBOR +27 bps Next: 8/19/14TAOT 2013-B A2 89236VAB6 02/15/2016 $504,474.45$504,803.54 $504,446.76 5% clean up callUNIV OF CALIFORNIA REVENUES 91412GUT0 05/15/2016$250,000.00 $250,149.12 $250,000.00 Make-whole call +5 bpsUSAOT 2014-1 A2 90290KAB1 10/17/2016 $660,000.00$660,194.63 $659,974.13 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $366,352.68 $367,268.82 $367,454.60 10% clean up callVOLKSWAGEN GROUP AMERICA 928668AD4 05/23/2016 $500,000.00 $500,514.81$500,000.00 Float quarterly: LIBOR +22 bps Next: 8/26/14Total $17,771,192.03 $17,825,921.32 $17,856,825.80CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESJune 30, 2014 Portfolio as of 06-30-14 Pooled Money Investment Account PAR VALUES MATURING BY DATE AND TYPE Maturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 yearsto to to to to to to to to to to to toITEM 30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/out TREASURY 1,000$ 1,000$ 3,100$ 600$ 2,400$ 3,850$ 900$ 3,500$ 8,950$ 6,100$ 3,500$ REPO TDs 1,615$ 835$ 995$ 478$ 408$ 459$ AGENCY 2,360$ 100$ 120$ 200$ 200$ 150$ 750$ 200$ 675$ 550$ 1,208$ BAs CP 4,250$ 950$ 450$ 550$ 100$ 400$ CDs + BNs 6,150$ 1,650$ 900$ 1,100$ 600$ 500$ 200$ 100$ 1,400$ CORP BND TOTAL 65,503$ 15,375$ 4,535$ 5,565$ 2,928$ 3,708$ 5,359$ 1,850$ 3,800$ 11,025$ 6,650$ 4,708$ -$ -$ PERCENT 23.5% 6.9% 8.5% 4.5% 5.7% 8.2% 2.8% 5.8% 16.8% 10.2% 7.2% 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.Exhibit VIIState of California State of California Pooled Money Investment Account Market Valuation 6/30/2014 Description Carrying Cost Plus Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 13,136,457,349.85$ 13,142,311,640.16$ 13,144,944,000.00$ NA Notes 21,765,761,447.95$ 21,762,865,451.74$ 21,781,391,500.00$ 16,166,795.00$ Federal Agency: SBA 584,701,224.29$ 584,694,318.57$ 581,690,333.88$ 535,156.27$ MBS-REMICs 121,439,884.11$ 121,439,884.11$ 130,273,911.65$ 578,677.42$ Debentures 1,941,833,846.14$ 1,941,765,068.37$ 1,940,997,500.00$ 3,716,195.55$ Debentures FR -$ -$ -$ -$ Discount Notes 2,744,171,045.14$ 2,744,520,168.01$ 2,744,572,450.00$ NA GNMA -$ -$ -$ -$ Supranational Debentures 149,917,129.22$ 149,917,129.22$ 150,039,500.00$ 172,222.50$ CDs and YCDs FR -$ -$ -$ -$ Bank Notes 600,000,000.00$ 600,000,000.00$ 599,930,109.61$ 201,305.57$ CDs and YCDs 12,000,093,467.09$ 12,000,021,217.09$ 11,993,880,805.70$ 4,750,965.30$ Commercial Paper 6,697,400,013.90$ 6,698,911,680.51$ 6,698,100,611.10$ NA Corporate: Bonds FR -$ -$ -$ -$ Bonds -$ -$ -$ -$ Repurchase Agreements -$ -$ -$ -$ Reverse Repurchase -$ -$ -$ -$ Time Deposits 4,790,140,000.00$ 4,790,140,000.00$ 4,790,140,000.00$ NA AB 55 & GF Loans 314,253,721.22$ 314,253,721.22$ 314,253,721.22$ NA TOTAL 64,846,169,128.91$ 64,850,840,279.00$ 64,870,214,443.16$ 26,121,317.61$ Fair Value Including Accrued Interest $ 64,896,335,760.77 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 (1.00029875). 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 $20,005,974.99 or $20,000,000.00 x 1.00029875. Exhibit VII (a) State of California All investments are in U.S. Dollar according to the 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 June 30, 2014: *The Pooled Money Investment Account Portfolio has not invested in, nor will it invest in, Derivative Products as defined in FASB 133. Exhibit VII (b) State of California 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: 06/30/14 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 $ 584.694 million b.Agency MBS-REMIC’S $ 121.440 million c. GNMA Pools $ 0.000 million (Medium term sub-total) $ 706.134 million d.Commercial Paper (Short term sub-total)$ 499.767 million U.S. $1,205.901 million As of: 06/30/14 Exhibit VII (b) State of California Total Portfolio As of: 06/30/14 $64,846,169,128.91 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 1.09% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 0.77% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 1.86% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VII (b) State of California Exhibit VIIIPar Value 1,672,522,511.23  Book Price 100.235Book Value 1,676,509,675.08  Average Days to Maturity 251Market Value 1,675,172,302.91  Coupon 0.4802%Market Price 100.158                   YTM 0.3877%Yield Change Market Value Market Price Gain/Loss2(bps) ($) ($) (bps)‐50 1,680,919,290.25  100.502 34.35‐25 1,678,036,342.86  100.330 17.17‐10 1,676,315,661.76  100.227 6.890 1,675,172,302.91  100.158 0.0010 1,674,031,939.99  100.090‐6.7925 1,672,326,987.53  99.988‐16.9750 1,669,500,215.90  99.819‐33.85Note: 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 positionedin 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 wouldincrease by 34.35 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 33.85 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 Test1as of 6/30/14 Exhibit IXSecurity Coupon Purchase MaturityPar MarketDescriptionCUSIPRateYTMDateDateValueValue2Fund4Compton CA Community Redev Agy 204712FD0 0.0000% 6.5258% 1/3/201218/1/16 10,000.00 7,453.00 5033Palo Alto USD Refunding Bond 697379UA1 1.4020% 1.4020% 8/14/12 8/1/17 440,000.00 440,000.00 7903University of Cal Tax Revenue Bond 91412GPX7 0.6590% 0.6590% 3/14/13 5/15/16 1,240,000.00 1,240,000.00 6911University of Cal Tax Revenue Bond 91412GPY5 0.9660% 0.9660% 3/14/13 5/15/17 175,000.00 175,000.00 7903Cal State Taxable GO Bond 13063BN73 1.0500% 0.9292% 3/27/13 2/1/16 120,000.00 120,405.60 7903Cal State Taxable GO Bond 13063BN73 1.0500% 0.9292% 3/27/13 2/1/16 550,000.00 551,859.00 6911Chicago Prerefunded Proj & Refunding Bond 167486JB6 5.0000% 1.6188% 6/27/1331/1/17 170,000.00 189,542.34 5057Chicago Unrefunded Bal-Proj & Refunding Bd 167486JC4 5.0000% 2.5923% 6/27/1331/1/17 390,000.00 421,318.77 5057Washington State GO Bond 93974B3K6 5.0000% 1.3012% 6/27/1331/1/18 600,000.00 696,925.06 5057South Bend IN Refunding Revenue Bond 836496NW5 5.0000% 1.6170% 6/27/1331/15/16 505,000.00 547,506.38 5057Pennsylvania State GO Bond 70914PHZ8 5.0000% 0.7655% 6/27/1333/15/15 505,000.00 541,394.23 5057Wicomico County MD GO Bond 967545R89 3.5000% 1.6386% 6/27/13312/1/18 390,000.00 427,550.12 5057Univ of Cal Taxable Rev Bond 91412GSX4 0.9070% 0.9070% 10/2/13 5/15/16 415,000.00 415,000.00 6911Univ of Cal Taxable Rev Bond 91412GSZ9 2.0540% 2.0540% 10/2/13 5/15/18 195,000.00 195,000.00 7903Cal State Taxable GO Bond 13063CFD7 1.2500% 1.0901% 11/5/13 11/1/16 125,000.00 125,586.25 7903Cal State Taxable GO Bond 13063CFD7 1.2500% 1.0901% 11/5/13 11/1/16 790,000.00 793,705.10 6911Total$6,620,000.00 $6,888,245.851Date when the security was transferred from AUHSD to Contra Costa County Investment Pool managed by Treasurer's Office2Market Value equals Cost less purchase interest3Date when the security was transferred from Fund 5055 to Fund 5057 per AUHSD's request4 Fund #5033 - Acalanes Unified High School District5055 - Acalanes Unified High School District6911 - Contra Costa County Schools Insurance Group7903 - Contra Costa Community College District Retiree Health Benefits8177 - County (Pool)CONTRA COSTA COUNTYTREASURER'S INVESTMENT PORTFOLIOMUNICIPAL SECURITIESJune 30, 2014