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HomeMy WebLinkAboutMINUTES - 12092014 - C.59RECOMMENDATION(S): ACCEPT the Treasurer’s Quarterly Investment Report (the “Report”) as of September 30, 2014, as recommended by the County Treasurer-Tax Collector. 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 July 1, 2014 through September 30, 2014. As of September 30, 2014, the par value, cost, and market value of Contra Costa County Investment Pool were $1,885,619,775.50, $1,888,745,655.45, and $1,887,256,210.23, respectively. The weighted yield to maturity was 0.42% and the weighted average days to maturity were 219days. As of September 30, 2014, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 12/09/2014 APPROVED AS RECOMMENDED OTHER Clerks Notes: VOTE OF SUPERVISORS AYE:John Gioia, District I Supervisor Candace Andersen, District II Supervisor Mary N. Piepho, District III Supervisor Karen Mitchoff, District IV Supervisor Federal D. Glover, District V Supervisor Contact: Brice Bins, 925 957-2848 I hereby certify that this is a true and correct copy of an action taken and entered on the minutes of the Board of Supervisors on the date shown. ATTESTED: December 9, 2014 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stephanie L. Mello, Deputy cc: C. 59 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:December 9, 2014 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of September 30, 2014 BACKGROUND: (CONT'D) 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 be in compliance with Government Code Section 53646. CHILDREN'S IMPACT STATEMENT: Not applicable. ATTACHMENTS TreasQtrlyRpt_093014 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF SEPTEMBER 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 9 3. Market Valuation Sources 28 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 29 2. Asset Management Funds a. Wells Capital Management 30 b. CalTrust 61 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 65 4. Miscellaneous a. Statements 66 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 9/30/14, the fair value of the Treasurer’s investment portfolio was 99.92% of the cost. More than 79 percent of the portfolio or over $1.50 billion will mature in less than a year. Historical activities combined with future cash flow projections indicate that the County is able to meet its cash flow needs for the next six months.  Treasurer’s Investment Portfolio Characteristics Par $1,885,619,775.50 Cost $1,888,745,655.45 Market Value $1,887,256,210.23 Weighted Yield to Maturity 0.42% Weighted Average Days to Maturity 219 days Weighted Duration 0.60 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) $31,055,000.00 $31,983,989.73 $31,641,653.65 1.69% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 85,994,857.14 86,106,479.51 86,026,218.92 4.56% Federal National Mortgage Association 87,915,000.00 89,354,861.42 88,216,276.19 4.73% Federal Farm Credit Banks 54,574,000.00 54,641,266.05 54,613,053.46 2.89% Federal Home Loan Mortgage Corporation 83,394,000.00 83,705,081.67 83,281,284.62 4.43% Municipal Bonds 6,620,000.00 6,888,245.85 1 6,888,245.85 1 0.36% Subtotal 318,497,857.14 320,695,934.50 319,025,079.04 16.98% 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 542,922,000.00 542,369,412.76 542,776,997.66 28.72% Negotiable Certificates of Deposit 335,995,000.00 335,996,294.90 336,099,287.50 17.79% Medium Term Certificates of Deposit 4,025,000.00 4,021,780.00 4,021,780.00 0.21% Money Market Accounts 565,318.32 565,318.32 565,318.32 0.03% Time Deposit 3,335.77 3,335.77 3,335.77 0.00% Subtotal 883,510,654.09 882,956,141.75 883,466,719.25 46.75% 4. Corporate Notes 99,382,000.00 99,518,495.26 99,604,998.63 5.27% TOTAL (Section A.)1,332,445,511.23 1,335,154,561.24 1,333,738,450.57 70.69% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 210,721,641.58 210,721,641.58 210,759,842.04 2 11.16% 2. Other a. EBRCS Bond 2,376,094.38 2,376,094.38 2,376,094.38 0.13% b. Miscellaneous (BNY, CCFCU) 110,465.78 110,465.78 110,465.78 0.01% c. Wells Capital Management 44,030,714.87 44,447,544.81 44,336,009.80 2.35% d. CalTRUST (Short-Term Fund) 148,319,212.77 148,319,212.77 148,319,212.77 7.85% Subtotal 194,836,487.80 195,253,317.74 195,141,782.73 10.34% TOTAL (Section B.)405,558,129.38 405,974,959.32 405,901,624.77 21.49% C. Cash 147,616,134.89 147,616,134.89 147,616,134.89 7.82% 3GRAND TOTAL (FOR A , B, & C)$1,885,619,775.50 $1,888,745,655.45 $1,887,256,210.23 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of September 30, 2014 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF SEPTEMBER 30, 2014 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF SEPTEMBER 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 safeguards the principal, meets the liquidity needs and achieves a return. As a result, more than 79% of the portfolio will mature in less than a year with a weighted average maturity of 219 days. U.S. Treasuries 1.69% U.S.Agencies- Federal, State and Local 16.98% Money Market 46.75% Corporate Notes 5.27% Outside Contractors-LAIF 11.16%Outside Contractors-Other 10.34% Cash 7.82% PORTFOLIO BREAKDOWN BY INVESTMENT 79.94% 7.63%8.04% 2.68% 1.72% $0 $200,000,000 $400,000,000 $600,000,000 $800,000,000 $1,000,000,000 $1,200,000,000 $1,400,000,000 $1,600,000,000 1 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.41% AA+ 20.81% AA 19.76% AA‐ 2.42%A+ 1.01%A 0.85% A‐ 0.07% A‐1+ 12.76% A‐1 33.86% NR (CASH) 7.83% NR (Misc.) 0.22% PORTFOLIO CREDIT QUALITY 0.422% 0.461% 0.250% 0.361% 0.410% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% 0.50% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is  100% of the portfolio; Treasurer‐71%; LAIF‐11%; Wells Cap‐2%;  CalTRUST‐8%  and Cash‐8% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% 12/11 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 36.18% School Dist. 38.82% Community College  Dist. 18.26% Voluntary  Participants 6.74% POOL BALANCE BY PARTICIPANTS Note: More than 40% of the School Dist. funds from the bond proceeds Page 3 Note:All data provided by BloombergMAJOR MARKET AND ECONOMIC DATAAS OF SEPTEMBER 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 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:13:36 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 4 Subtotal 1.154726 79,581,000.00 79,468,434.58 144,594.92 30,689.75 1.045074 79,896,069.57 99.858552 -454,635.86 Inv Type: 29 FHLMC NOTES Subtotal .124414 3,813,000.00 3,812,850.04 3,100.25 737.69 .124560 3,809,012.10 99.996067 0.00 Inv Type: 28 FEDERAL HOME LOAN MORTGAGE DIS .564464 54,641,266.05 100.071561 -57,953.15 Subtotal .593621 54,574,000.00 54,613,053.46 64,662.04 29,744.71 Inv Type: 27 FEDERAL FARM CREDIT BANKS Subtotal 1.442393 82,915,000.00 83,216,276.19 283,645.47 16,394.97 .968035 84,355,578.09 100.363355 -1,151,038.69 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO Subtotal .982396 73,772,857.14 73,800,317.23 179,911.38 115,856.40 .944145 73,886,320.79 100.037222 -188,380.17 Inv Type: 22 FEDERAL HOME LOAN BANKS Subtotal 1.000000 7,800,000.00 7,804,368.00 650.00 4,368.00 1.000000 7,800,000.00 100.056000 0.00 Inv Type: 17 FHLB QTR 30/360 Subtotal 1.882955 31,055,000.00 31,641,653.65 164,565.90 4,202.04 .610984 31,983,989.73 101.889080 -343,688.92 Inv Type: 12 TREASURY NOTES Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 5 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:13:36 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 4 Subtotal 1.135834 4,025,000.00 4,021,780.00 1,606.71 0.00 1.163189 4,021,780.00 99.920000 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM Subtotal .506557 15,450,000.00 15,481,109.00 17,884.68 78,659.00 .711980 15,402,450.00 100.201353 0.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 Subtotal .241288 331,595,000.00 331,700,767.30 204,921.31 103,271.04 .239780 331,597,774.70 100.031897 0.00 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT Subtotal .223471 542,922,000.00 542,776,997.66 355,168.75 54,502.76 .223734 542,369,412.76 99.973292 -2,086.61 Inv Type: 71 COMMERCIAL PAPER DISCOUNT Subtotal .075331 4,422,000.00 4,421,533.69 1,162.63 242.99 .075369 4,420,158.72 99.989455 -0.74 Inv Type: 43 FHLB DISCOUNT NOTES Subtotal .060000 5,000,000.00 5,000,000.00 716.67 0.00 .060009 4,999,283.33 100.000000 0.00 Inv Type: 41 FNMA DISCOUNT NOTES Subtotal 2.571754 6,620,000.00 6,888,245.85 40,224.12 0.00 1.213905 6,888,245.85 104.052052 0.00 Inv Type: 31 MUNICIPAL BONDS Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 6 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:13:36 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 4 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 7.23 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 Subtotal .000000 565,318.32 565,318.32 0.00 0.00 .000000 565,318.32 100.000000 0.00 Inv Type: 99 MONEY MARKET ACCOUNTS .426718 4,398,520.20 99.966368 0.00 Subtotal .409800 4,400,000.00 4,398,520.20 940.84 0.00 Inv Type: 80 YCD / NCD QTR FLTR Subtotal 1.244559 83,932,000.00 84,123,889.63 257,963.48 171,057.51 1.115617 84,116,045.26 100.228625 -163,127.61 Inv Type: 75 CORPORATE NOTES Grand Total Count 282 .543665 1,332,445,511.23 1,333,738,450.57 1,721,726.38 609,726.86 .460464 1,335,154,561.24 100.097035 -2,360,911.75 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Note: Grand Total excludes Retirement investments, if any. Page 7 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:13:36 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 4 Money Market Accounts 565.32 565.32 565.32 100.00 %0.00 0.00 % TIME DEPOSIT 3.34 3.34 3.34 100.00 %0.00 0.60 % CORPORATE NOTES 99,382.00 99,518.50 99,605.00 100.09 %86.59 1.05 % NCD/YCD 340,020.00 340,018.07 340,121.07 100.03 %103.27 0.25 % COMMERCIAL PAPER 542,922.00 542,369.41 542,777.00 100.08 %52.42 0.22 % MUNICIPALS 6,620.00 6,888.25 6,888.25 100.00 %0.00 1.21 % U.S. AGENCIES 311,877.86 313,807.69 312,136.83 99.47 % -1,653.97 0.88 % U.S. TREASURIES 31,055.00 31,983.99 31,641.65 98.93 %-339.49 0.61 % Totals(000's)1,332,445.51 1,335,154.56 1,333,738.45 99.89 %-1,751.18 0.46 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Page 8 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 19 05/31/2016 .480848 261,873.05 102.164000 SUNGARD -1,354.85 81916 CCCSIG GOV US TREAS 912828QP8 04/11/2014 1.750000 255,000.00 260,518.20 1,499.69 0.00 81952 CCCSIG GOV US TREAS 912828QF0 04/24/2014 2.000000 1,920,000.00 1,968,076.80 16,069.57 0.00 81994 CCCCD GOV US TREASU 912828PK0 05/09/2014 2.250000 490,000.00 505,885.80 3,705.12 0.00 04/30/2016 .432151 1,980,375.00 102.504000 SUNGARD -12,298.20 11/30/2016 .573482 3,884,138.67 100.367000 SUNGARD -20,009.17 07/31/2016 .477085 112,217.19 101.777000 SUNGARD -262.49 09/30/2016 .528972 1,967,021.95 104.734000 SUNGARD -3,259.45 81857 CCCSIG GOV US TREAS 912828LP3 02/28/2014 3.000000 1,875,000.00 1,963,762.50 154.53 0.00 11/30/2017 1.165963 508,470.70 103.242000 SUNGARD -2,584.90 07/31/2016 .442255 1,866,347.66 101.777000 SUNGARD -8,917.41 82002 CCCSIG GOV US TREAS 912828QX1 06/05/2014 1.500000 1,825,000.00 1,857,430.25 4,612.09 0.00 82003 CCCSIG GOV US TREAS 912828SY7 06/05/2014 .625000 2,360,000.00 2,339,538.80 4,956.96 0.00 82004 CCCSIG GOV US TREAS 912828RM4 06/05/2014 1.000000 1,820,000.00 1,832,940.20 7,616.30 0.00 05/31/2017 .818703 2,346,742.13 99.133000 SUNGARD -7,001.83 81720 CCCSIG GOV US TREAS 912828RU6 12/03/2013 .875000 3,850,000.00 3,864,129.50 11,321.21 0.00 81318 CCCSIG GOV US TREAS 912828QF0 03/28/2013 2.000000 2,400,000.00 2,460,096.00 20,086.96 0.00 11/15/2015 .349012 2,336,043.57 104.824000 SUNGARD -40,397.97 04/30/2016 .381518 2,517,771.26 102.504000 SUNGARD -57,675.26 04/30/2016 .341708 420,125.00 102.504000 SUNGARD -10,109.00 81356 CCCSIG GOV US TREAS 912828QF0 04/11/2013 2.000000 400,000.00 410,016.00 3,347.83 0.00 81838 CCCCD GOV US TREASU 912828QX1 02/07/2014 1.500000 110,000.00 111,954.70 277.99 0.00 80191 AUHSD GOVT TREASURY 912828RL6 01/03/2012 .500000 40,000.00 40,004.80 92.35 0.00 81033 CCCSIG GOV US TREAS 912828EN6 11/30/2012 4.500000 2,190,000.00 2,295,645.60 37,224.05 0.00 10/15/2014 .384203 40,128.00 100.012000 SUNGARD -123.20 81590 CCCSIG GOV US TREAS 912828RF9 08/30/2013 1.000000 1,430,000.00 1,441,625.90 1,224.59 4,202.04 05/31/2016 .521419 542,040.38 102.164000 SUNGARD -5,679.38 08/31/2016 .813265 1,437,423.86 100.813000 SUNGARD 0.00 11/30/2016 .631739 2,235,433.59 104.406000 SUNGARD -42,907.59 81667 CCCSIG GOV US TREAS 912828MA5 11/01/2013 2.750000 2,100,000.00 2,192,526.00 19,407.79 0.00 06/30/2016 .399968 761,933.59 104.801000 SUNGARD -28,326.59 81441 CCCSIG GOV US TREAS 912828KZ2 05/15/2013 3.250000 700,000.00 733,607.00 5,749.32 0.00 81450 CCCSIG GOV US TREAS 912828KZ2 05/28/2013 3.250000 2,420,000.00 2,536,184.20 19,876.22 0.00 81453 CCCSIG GOV US TREAS 912828QP8 05/31/2013 1.750000 525,000.00 536,361.00 3,087.60 0.00 06/30/2016 .436515 2,623,825.62 104.801000 SUNGARD -87,641.42 Inv Type: 12 TREASURY NOTES Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 9 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 19 06/10/2016 .745089 2,993,104.40 102.654000 SUNGARD -77,730.80 80662 RM GOV FHLB NOTES 313373SZ6 06/20/2012 2.125000 2,840,000.00 2,915,373.60 18,607.92 0.00 80907 WT GOV FHLB NOTES 313380EC7 10/10/2012 .750000 170,000.00 167,718.60 81.47 0.00 81500 GOV FHLB CALLABLE N 313383EX5 06/18/2013 .810000 5,000,000.00 4,972,850.00 12,150.00 10,350.00 09/08/2017 .790076 169,671.90 98.658000 SUNGARD -1,953.30 79123 RM GOV FHLB NOTES 313371W51 12/10/2010 1.250000 6,075,000.00 6,088,972.50 22,992.23 92,218.50 12/12/2014 1.582991 5,996,754.00 100.230000 SUNGARD 0.00 06/10/2016 .760030 1,996,647.80 102.654000 SUNGARD -51,354.50 80648 RM GOV FHLB NOTES 313373SZ6 06/11/2012 2.125000 1,895,000.00 1,945,293.30 12,416.20 0.00 81761 CCCCD GOV FHLB CALL 3130A0GK0 12/30/2013 .375000 355,000.00 355,323.05 336.51 429.55 06/13/2017 1.002401 4,962,500.00 99.457000 SUNGARD 0.00 12/30/2015 .390073 354,893.50 100.091000 SUNGARD 0.00 02/19/2016 .372040 2,785,167.10 100.039000 SUNGARD 0.00 81839 CCCSIG GOV FHLB 3130A0SD3 02/07/2014 .375000 2,785,000.00 2,786,086.15 1,218.45 919.05 03/13/2015 2.700069 170,379.10 101.182000 SUNGARD 0.00 78467 WT GOV FHLB NOTES 3133XWX95 04/19/2010 2.750000 170,000.00 172,009.40 233.74 1,630.30 Inv Type: 22 FEDERAL HOME LOAN BANKS 03/27/2019 1.000000 5,000,000.00 100.056000 SUNGARD 0.00 81884 GOV FHLB MULTI STEP 3130A1B98 03/27/2014 1.000000 5,000,000.00 5,002,800.00 416.67 2,800.00 03/27/2019 1.000000 2,800,000.00 100.056000 SUNGARD 0.00 81885 GOV FHLB MULTI STEP 3130A1B98 03/27/2014 1.000000 2,800,000.00 2,801,568.00 233.33 1,568.00 Subtotal 1.000000 7,800,000.00 7,804,368.00 650.00 4,368.00 1.000000 7,800,000.00 100.056000 0.00 Inv Type: 17 FHLB QTR 30/360 82056 CCCCD GOV US TREAS 912828VQ0 07/31/2014 1.375000 385,000.00 383,436.90 891.88 0.00 10/31/2018 1.470201 263,293.62 98.750000 SUNGARD -994.03 82029 CCCCD GOV US TREASU 912828WD8 07/07/2014 1.250000 265,000.00 261,687.50 1,386.21 0.00 07/31/2018 1.446611 383,932.23 99.594000 SUNGARD -495.33 10/31/2016 .545942 1,841,473.40 100.711000 SUNGARD -6,752.77 08/31/2017 1.013383 3,653,379.26 98.680000 SUNGARD -6,898.08 82112 CCCSIG GOV US TREAS 912828TM2 09/04/2014 .625000 3,695,000.00 3,646,226.00 1,977.64 0.00 .610984 31,983,989.73 101.889080 -343,688.92 Subtotal 1.882955 31,055,000.00 31,641,653.65 164,565.90 4,202.04 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 10 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 19 82039 CLT GOV FHLB NOTES 3130A2LC8 07/17/2014 .125000 250,000.00 249,905.00 70.32 17.50 06/08/2018 1.390090 6,180,085.20 99.110000 SUNGARD -22,338.00 82053 RM GOV FHLB NOTES 313379DT3 07/28/2014 1.250000 3,000,000.00 2,973,300.00 11,770.83 0.00 07/10/2015 .170949 249,893.58 99.962000 SUNGARD 0.00 82012 RM GOV FEDERAL HOME 3130A2C61 06/13/2014 .375000 2,500,000.00 2,492,100.00 2,994.79 0.00 06/08/2015 .144999 2,499,524.84 99.968000 SUNGARD -307.48 82038 RM GOV FHLB NOTES 313379DT3 07/15/2014 1.250000 6,205,000.00 6,149,775.50 24,346.01 0.00 06/10/2016 .475000 2,495,232.12 99.684000 SUNGARD -2,949.83 06/08/2018 1.410094 2,987,208.33 99.110000 SUNGARD -8,700.00 08/28/2015 .185049 1,399,167.66 99.944000 SUNGARD 0.00 82093 DCD GOV FHLB NOTES 3130A2WK8 08/29/2014 .125000 1,400,000.00 1,399,216.00 160.42 53.20 09/19/2017 1.200000 5,000,000.00 100.166000 SUNGARD 0.00 82122 GOV FHLB NOTES 3130A33J1 09/19/2014 1.200000 5,000,000.00 5,008,300.00 2,000.00 8,300.00 09/28/2016 .605937 1,646,287.50 99.707000 SUNGARD -1,122.00 82072 CCCSIG GOV FHLB 3130A2T97 08/07/2014 .500000 1,650,000.00 1,645,165.50 68.76 0.00 09/28/2016 .605937 164,628.75 99.707000 SUNGARD -112.20 82073 CCCCD GOV FHLB 3130A2T97 08/07/2014 .500000 165,000.00 164,516.55 6.88 0.00 82008 RM GOV FEDERAL HOME 3130A2DC7 06/13/2014 .125000 2,500,000.00 2,499,200.00 954.86 0.00 81882 GOV FHLB MULTI STEP 3130A15L8 03/26/2014 1.000000 2,500,000.00 2,496,100.00 347.22 0.00 03/26/2019 1.020566 4,995,000.00 99.844000 SUNGARD -2,800.00 81901 CCCSIG GOV FHLB CAL 3130A1CR7 04/04/2014 1.625000 1,445,000.00 1,454,638.15 260.90 0.00 03/26/2019 1.030857 2,496,250.00 99.844000 SUNGARD -150.00 81881 GOV FHLB MULTI STEP 3130A15L8 03/26/2014 1.000000 5,000,000.00 4,992,200.00 694.44 0.00 02/10/2015 .170563 994,552.25 99.989000 SUNGARD 0.00 81842 RM GOV FEDERAL HOME 3130A0WM8 02/14/2014 .125000 995,000.00 994,890.55 176.20 338.30 11/28/2016 .750000 7,142,857.14 99.968000 SUNGARD -2,285.71 81856 GOV FHLB CALLABLE N 3130A0Z45 02/28/2014 .750000 7,142,857.14 7,140,571.43 18,303.57 0.00 04/21/2015 .125103 1,605,087.57 99.984000 SUNGARD -255.20 81990 PW GOV FEDERAL HOME 3130A1QG6 05/07/2014 .125000 1,605,000.00 1,604,743.20 891.67 0.00 06/19/2017 .850065 2,888,800.00 100.167000 SUNGARD -8,998.75 82000 RM GOV FHLB NOTES 313379VE6 06/02/2014 1.010000 2,875,000.00 2,879,801.25 8,227.29 0.00 05/05/2017 1.003392 9,999,000.00 100.006000 SUNGARD 0.00 81902 CCCCD GOV FHLB CALL 3130A1CR7 04/04/2014 1.625000 250,000.00 251,667.50 45.14 0.00 03/27/2017 1.248194 1,460,880.55 100.667000 SUNGARD -6,242.40 81982 GOV FEDERAL HOME LO 3130A1P85 05/05/2014 1.000000 10,000,000.00 10,000,600.00 40,555.56 1,600.00 03/27/2017 1.248194 252,747.50 100.667000 SUNGARD -1,080.00 Subtotal .982396 73,772,857.14 73,800,317.23 179,911.38 115,856.40 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 11 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 19 81449 GOV FNMA CALLABLE M 3136G1M63 05/22/2013 .750000 10,000,000.00 9,882,300.00 26,875.00 0.00 04/27/2017 .600233 3,981,432.00 100.502000 SUNGARD -61,854.00 05/22/2018 .750000 10,000,000.00 98.823000 SUNGARD -117,700.00 05/21/2018 1.190082 196,976.00 97.936000 SUNGARD -1,104.00 81478 AUHSD GOV FNMA NOTE 3135G0WJ8 06/07/2013 .875000 200,000.00 195,872.00 631.94 0.00 03/30/2016 .536815 274,697.51 100.076000 SUNGARD 0.00 81225 CCCCD GOV FNMA NOTE 3135G0VA8 02/15/2013 .500000 275,000.00 275,209.00 744.44 511.49 81230 WT GOV FNMA NOTES 3135G0TG8 02/21/2013 .875000 165,000.00 162,366.60 212.55 0.00 81361 RM GOV FEDERAL NATL 3135G0JA2 04/15/2013 1.125000 3,900,000.00 3,919,578.00 18,768.75 0.00 02/08/2018 .970000 164,242.02 98.404000 SUNGARD -1,875.42 81484 GOV FNMA CALLABLE M 3136G1MU0 06/12/2013 .800000 5,000,000.00 4,970,850.00 12,111.11 0.00 81485 RM GOV FNMA NOTES 3135G0KM4 06/14/2013 .500000 2,888,000.00 2,894,613.52 4,973.78 0.00 06/12/2018 .808383 4,997,950.00 99.417000 SUNGARD -27,100.00 05/27/2015 .306208 2,898,887.76 100.229000 SUNGARD -4,274.24 81503 GOV FNMA CALLABLE N 3136G1NU9 06/19/2013 1.000000 5,000,000.00 4,987,650.00 14,166.67 0.00 08/25/2015 .850175 2,838,471.72 101.882000 SUNGARD -95,808.28 79870 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 2,692,000.00 2,742,663.44 6,057.00 0.00 09/21/2015 1.140004 3,724,073.15 101.756000 SUNGARD -55,769.35 79947 RM GOV FNMA NOTES 31398A3T7 10/13/2011 2.000000 3,605,000.00 3,668,303.80 2,002.78 0.00 08/25/2015 .850175 946,860.18 101.882000 SUNGARD -31,959.82 79569 RM GOV FNMA NOTES 31359MA45 05/16/2011 5.000000 4,406,000.00 4,521,877.80 101,582.78 0.00 03/30/2016 .536815 144,846.46 100.076000 SUNGARD 0.00 79869 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 898,000.00 914,900.36 2,020.50 0.00 04/15/2015 1.555194 4,980,101.80 102.630000 SUNGARD -458,224.00 80833 RM GOV FNMA NOTES 3135G0CM3 09/14/2012 1.250000 4,703,000.00 4,758,636.49 489.90 0.00 03/15/2016 1.000170 4,239,211.35 102.587000 SUNGARD -99,825.90 81224 CCCSIG GOV FNMA NOT 3135G0VA8 02/15/2013 .500000 145,000.00 145,110.20 4,830.14 263.74 09/28/2016 .615791 4,821,797.78 101.183000 SUNGARD -63,161.29 80281 RM GOV FNMA NOTES 3135G0AL7 01/23/2012 2.250000 4,035,000.00 4,139,385.45 4,035.00 0.00 09/28/2016 1.160000 173,736.98 101.183000 SUNGARD 0.00 80020 WT GOV FNMA NOTES 3135G0CM3 11/09/2011 1.250000 173,000.00 175,046.59 18.02 1,309.61 10/26/2015 .893123 6,167,100.00 101.505000 SUNGARD -76,800.00 80118 RM GOV FNMA NOTES 31398A4M1 12/09/2011 1.625000 6,000,000.00 6,090,300.00 41,979.17 0.00 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO .944145 73,886,320.79 100.037222 -188,380.17 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 12 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 5 of 19 11/27/2018 1.489435 115,714.28 99.793000 SUNGARD -910.80 82005 CCCCD GOV FNMA 3135G0YT4 06/05/2014 1.625000 115,000.00 114,761.95 643.68 0.00 09/27/2017 1.117972 1,225,608.90 99.579000 SUNGARD -787.20 82086 CCCSIG GOV FNMA NOT 3135G0ZL0 08/25/2014 1.000000 1,230,000.00 1,224,821.70 136.67 0.00 08/28/2017 1.054521 9,940,800.00 99.328000 SUNGARD -8,000.00 81941 GOV FNMA NOTE 3135G0MZ3 04/17/2014 .875000 10,000,000.00 9,932,800.00 8,020.83 0.00 04/20/2017 .740235 49,045.37 99.421000 SUNGARD -297.43 81999 MDUSD GOV FNMA NOTE 3135G0ZB2 05/21/2014 .750000 49,000.00 48,716.29 164.36 0.00 04/27/2017 .895628 570,680.37 100.502000 SUNGARD -531.10 82115 CCCCD GOV FNMA NOTE 3135G0JA2 09/08/2014 1.125000 565,000.00 567,836.30 2,719.06 0.00 09/12/2019 1.889799 164,897.76 99.117000 SUNGARD -363.54 82119 WT GOV FNMA NOTES 3135G0ZG1 09/12/2014 1.750000 166,000.00 164,534.22 153.32 0.00 09/27/2017 1.117972 129,535.90 99.579000 SUNGARD -83.20 82087 CCCCD GOV FNMA NOTE 3135G0ZL0 08/25/2014 1.000000 130,000.00 129,452.70 14.44 0.00 04/27/2017 .895628 560,579.83 100.502000 SUNGARD -521.70 82114 CCCSIG GOV FNMA NOT 3135G0JA2 09/08/2014 1.125000 555,000.00 557,786.10 2,670.94 0.00 03/30/2016 .711306 199,247.55 100.076000 SUNGARD 0.00 81589 CCCCD GOV FNMA NOTE 3135G0VA8 08/30/2013 .500000 200,000.00 200,152.00 2.78 904.45 09/28/2016 .748553 238,393.71 101.183000 SUNGARD -613.66 81628 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 235,000.00 237,780.05 24.48 0.00 03/30/2016 .711533 1,989,200.00 100.076000 SUNGARD 0.00 81538 WT GOV FNMA NOTES 3135G0WJ8 07/17/2013 .875000 164,000.00 160,615.04 518.19 1,085.68 06/19/2017 1.012787 4,997,500.00 99.753000 SUNGARD -9,850.00 81588 CCCSIG GOV FNMA NOT 3135G0VA8 08/30/2013 .500000 2,000,000.00 2,001,520.00 27.78 12,320.00 05/21/2018 1.459815 159,529.36 97.936000 SUNGARD 0.00 81629 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 975,000.00 986,534.25 101.56 0.00 02/19/2019 1.795148 6,984,817.89 100.289000 SUNGARD -5,706.38 81889 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 377,000.00 378,089.53 824.69 0.00 02/19/2019 1.795148 378,398.67 100.289000 SUNGARD -309.14 81890 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 6,959,000.00 6,979,111.51 15,222.81 0.00 12/09/2016 .700000 5,000,000.00 99.516000 SUNGARD -24,200.00 81630 CCCCD GOV FNMA NOTE 3135G0CM3 10/03/2013 1.250000 110,000.00 111,301.30 11.46 0.00 09/28/2016 .740949 989,630.95 101.183000 SUNGARD -3,096.70 81728 GOV FEDERAL NATL MO 3136G1Y78 12/09/2013 .700000 5,000,000.00 4,975,800.00 10,888.89 0.00 09/28/2016 .740950 111,612.84 101.183000 SUNGARD -311.54 Subtotal 1.442393 82,915,000.00 83,216,276.19 283,645.47 16,394.97 .968035 84,355,578.09 100.363355 -1,151,038.69 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 13 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 6 of 19 11/04/2014 .150217 1,939,192.19 99.999056 SUNGARD 0.00 81704 RM GOV FHLMC DISCOU 313397N23 11/22/2013 .150000 1,942,000.00 1,941,981.66 2,532.69 256.78 Inv Type: 28 FEDERAL HOME LOAN MORTGAGE DIS 81746 RM GOV FFCB NOTES 3133EDBT8 12/18/2013 .170000 3,489,000.00 3,489,314.01 1,795.88 314.01 12/12/2014 .170000 3,489,000.00 100.009000 SUNGARD 0.00 12/10/2015 .340213 5,539,455.00 99.801000 SUNGARD -5,489.55 12/07/2016 .972048 2,497,134.30 100.183000 SUNGARD 0.00 81732 GOV FEDERAL FARM CR 3133EDBM3 12/10/2013 .290000 5,545,000.00 5,533,965.45 4,958.15 0.00 81841 GOV FEDERAL FARM CR 3133EDF31 02/11/2014 .570000 10,000,000.00 9,982,000.00 7,916.67 0.00 81958 GOV FEDERAL FARM CR 3133EDKJ0 05/01/2014 .700000 5,000,000.00 5,013,550.00 14,583.33 13,550.00 11/01/2016 .700000 5,000,000.00 100.271000 SUNGARD 0.00 04/10/2015 .130060 249,053.20 99.975000 SUNGARD -111.30 08/11/2016 .580087 9,997,500.00 99.820000 SUNGARD -15,500.00 81930 RM GOV FEDERAL FARM 3133EDJC7 04/14/2014 .150000 249,000.00 248,937.75 177.41 0.00 07/12/2016 .600206 2,498,863.30 99.936000 SUNGARD -6,459.46 80718 RM GOV FFCB NOTES 3133EAXG8 07/23/2012 .650000 2,494,000.00 2,492,403.84 3,557.41 0.00 11/29/2016 .640000 10,000,000.00 99.785000 SUNGARD -21,500.00 81102 GOV FFCB CALLABLE N 3133EC5B6 12/28/2012 .640000 10,000,000.00 9,978,500.00 21,688.89 0.00 03/28/2016 .810254 4,077,652.80 100.858000 SUNGARD -2,989.60 80522 RM GOV FFCB NOTES 3133EAJU3 04/13/2012 1.050000 4,040,000.00 4,074,663.20 353.50 0.00 03/28/2016 .790000 3,996,818.30 100.858000 SUNGARD -5,867.24 80543 RM GOV FFCB NOTES 3133EAJU3 04/20/2012 1.050000 3,957,000.00 3,990,951.06 346.25 0.00 81281 RM GOV FEDERAL FARM 3133ECG81 03/15/2013 .300000 5,000,000.00 5,003,250.00 1,500.00 3,250.00 05/17/2017 .790074 198,914.00 99.439000 SUNGARD -36.00 81479 AUHSD GOV FFCB NOTE 3133ECPT5 06/07/2013 .650000 200,000.00 198,878.00 483.89 0.00 81480 AUHSD GOV FFCB NOTE 3133ECQF4 06/07/2013 .250000 100,000.00 100,061.00 85.42 121.00 81579 RM GOV FFCB NOTES 3133ECWV2 08/20/2013 .875000 2,505,000.00 2,509,584.15 6,940.93 12,449.85 05/28/2015 .280483 99,940.00 100.061000 SUNGARD 0.00 81321 RM GOV FEDERAL FARM 3133EC5Q3 04/01/2013 .330000 1,995,000.00 1,996,995.00 274.31 59.85 02/25/2015 .300000 5,000,000.00 100.065000 SUNGARD 0.00 03/16/2015 .280293 1,996,935.15 100.100000 SUNGARD 0.00 Subtotal .593621 54,574,000.00 54,613,053.46 64,662.04 29,744.71 .564464 54,641,266.05 100.071561 -57,953.15 Inv Type: 27 FEDERAL FARM CREDIT BANKS Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 14 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 7 of 19 81634 CCCCD GOV FHLMC NOT 3137EADS5 10/03/2013 .875000 265,000.00 266,115.65 1,075.64 310.05 05/13/2016 .666848 1,990,820.00 100.055000 SUNGARD 0.00 10/14/2016 .773322 265,805.60 100.421000 SUNGARD 0.00 03/08/2017 .780254 3,895,464.60 100.283000 SUNGARD -14,512.50 81847 RM GOV FHLMC NOTE3S 3137EADC0 02/25/2014 1.000000 3,870,000.00 3,880,952.10 2,472.50 0.00 09/29/2017 .764157 298,395.45 99.549000 SUNGARD -4,725.90 81293 GOV FHLMC NOTES 3134G36F2 03/22/2013 .420000 10,000,000.00 10,016,800.00 1,516.67 16,800.00 81544 CCCSIG GOV FHLMC NO 3137EADQ9 08/02/2013 .500000 2,000,000.00 2,001,100.00 3,833.33 10,280.00 09/18/2015 .420000 10,000,000.00 100.168000 SUNGARD 0.00 81869 RM GOV FEDERAL HOME 3137EADP1 03/14/2014 .875000 7,061,000.00 6,940,751.17 4,118.92 0.00 81870 WT GOV FEDERAL HOME 3137EADP1 03/12/2014 .875000 157,000.00 154,326.29 91.58 0.00 03/07/2018 1.250049 6,958,474.28 98.297000 SUNGARD -17,723.11 03/07/2018 1.279731 154,538.24 98.297000 SUNGARD -211.95 04/07/2017 .996560 10,003,500.00 99.690000 SUNGARD -32,000.00 81940 GOV FEDERAL HOME LN 3134G4Z76 04/16/2014 1.000000 10,000,000.00 9,969,000.00 48,333.33 0.00 79321 RM GOV FHLMC NOTES 3137EACH0 02/18/2011 2.875000 5,800,000.00 5,856,608.00 24,086.11 0.00 02/09/2015 2.000042 5,992,966.00 100.976000 SUNGARD -136,358.00 79343 WT GOV FHLMC NOTES 3134A4ZT4 02/25/2011 4.750000 155,000.00 164,011.70 1,472.50 0.00 80900 CCCCD GOV FHLMC 3137EADL0 10/05/2012 1.000000 295,000.00 293,669.55 16.39 0.00 78867 WT GOV FHLMC NOTES 3137EACM9 09/14/2010 1.750000 170,000.00 172,478.60 173.54 1,830.90 09/10/2015 1.670070 170,647.70 101.458000 SUNGARD 0.00 01/19/2016 2.330564 172,267.00 105.814000 SUNGARD -8,255.30 12/29/2014 .520209 4,486,687.38 100.123000 SUNGARD -8,185.59 80411 WT GOV FHLMC NOT 3137EADC0 03/12/2012 1.000000 170,000.00 170,481.10 108.61 1,468.80 03/08/2017 1.120062 169,012.30 100.283000 SUNGARD 0.00 79367 RM GOV FHLMC NOTES 3137EACH0 03/11/2011 2.875000 5,006,000.00 5,054,858.56 20,788.81 0.00 02/09/2015 1.839112 5,200,783.46 100.976000 SUNGARD -145,924.90 80276 RM GOV FHLMC NOTES 3137EADA4 01/18/2012 .625000 4,473,000.00 4,478,501.79 7,144.40 0.00 Inv Type: 29 FHLMC NOTES 82094 PW GOV FHLMC DISCOU 313396CN1 09/03/2014 .085000 1,500,000.00 1,499,873.33 99.17 411.66 11/18/2014 .150220 370,457.41 99.998667 SUNGARD 0.00 81710 RM GOV FHLMC DISC N 313397P88 12/02/2013 .150000 371,000.00 370,995.05 468.39 69.25 03/02/2015 .085036 1,499,362.50 99.991556 SUNGARD 0.00 .124560 3,809,012.10 99.996067 0.00 Subtotal .124414 3,813,000.00 3,812,850.04 3,100.25 737.69 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 15 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 8 of 19 81278 CCCCD MUNI UNIV OF 91412GPY5 03/14/2013 .966000 175,000.00 175,000.00 638.63 0.00 05/15/2016 .659000 1,240,000.00 100.000000 BOOK 0.00 05/15/2017 .966000 175,000.00 100.000000 BOOK 0.00 02/01/2016 .929226 120,405.60 100.338000 BOOK 0.00 81314 CCCCD MUNI CA ST TX 13063BN73 03/27/2013 1.050000 120,000.00 120,405.60 406.00 0.00 08/01/2016 6.525847 7,453.00 74.530000 BOOK 0.00 80760 CCCCD MUNI PALO ALT 697379UA1 08/14/2012 1.402000 440,000.00 440,000.00 1,028.13 0.00 81277 CCCSIG MUNI UNIV OF 91412GPX7 03/14/2013 .659000 1,240,000.00 1,240,000.00 3,087.05 0.00 08/01/2017 1.402000 440,000.00 100.000000 BOOK 0.00 81319 CCCSIG MUNI CA ST T 13063BN73 03/27/2013 1.050000 550,000.00 551,859.00 1,860.83 0.00 81508 AUHSD MUNI CHICAGO 167486JB6 06/27/2013 5.000000 170,000.00 189,542.34 2,125.00 0.00 02/01/2016 .929226 551,859.00 100.338000 BOOK 0.00 01/01/2017 1.618751 189,542.34 111.495494 BOOK 0.00 01/01/2017 2.592295 421,318.77 108.030454 BOOK 0.00 81509 AUHSD MUNI CHICAGO 167486JC4 06/27/2013 5.000000 390,000.00 421,318.77 4,875.00 0.00 80198 AUHSD MUNI COMPTON 204712FD0 01/03/2012 .000000 10,000.00 7,453.00 0.00 0.00 Inv Type: 31 MUNICIPAL BONDS 07/28/2017 1.000000 10,000,000.00 99.722000 SUNGARD -27,800.00 82054 GOV FHLMC CALLABLE 3134G5CE3 07/28/2014 1.000000 10,000,000.00 9,972,200.00 17,500.00 0.00 07/28/2017 1.001893 75,029.13 99.589000 SUNGARD -304.05 82076 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 75,000.00 74,691.75 131.25 0.00 06/29/2017 .945000 2,488,088.17 99.848000 SUNGARD -7,863.85 82009 RM GOV FHLMC 3137EADH9 06/13/2014 1.000000 2,484,000.00 2,480,224.32 6,348.00 0.00 09/29/2017 1.070130 9,977,700.00 99.549000 SUNGARD -22,800.00 82026 GOV FHLMC NOTES 3137EADL0 07/03/2014 1.000000 10,000,000.00 9,954,900.00 555.56 0.00 82077 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 140,000.00 139,424.60 245.00 0.00 07/28/2017 1.001893 810,314.64 99.589000 SUNGARD -3,283.74 82081 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 1,650,000.00 1,643,218.50 2,887.50 0.00 07/28/2017 1.002272 1,650,622.78 99.589000 SUNGARD -6,670.95 82080 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 810,000.00 806,670.90 1,417.50 0.00 07/28/2017 1.002272 140,052.84 99.589000 SUNGARD -566.02 82078 GOV FHLMC NOTES 3137EADL0 08/11/2014 1.000000 5,000,000.00 4,977,450.00 277.78 0.00 09/29/2017 1.033085 4,994,900.00 99.549000 SUNGARD -17,450.00 1.045074 79,896,069.57 99.858552 -454,635.86 Subtotal 1.154726 79,581,000.00 79,468,434.58 144,594.92 30,689.75 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 16 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 9 of 19 11/07/2014 .070024 2,501,152.83 99.998972 SUNGARD 0.00 82131 RM GOV FHLB DISC 313384LP2 09/30/2014 .150000 295,000.00 294,575.20 1.23 0.00 81989 PW GOV FHLB DISC NO 313385N36 05/07/2014 .070000 1,625,000.00 1,624,984.20 465.68 93.59 81995 RM GOV FEDL HOME LO 313385N51 05/12/2014 .070000 2,502,000.00 2,501,974.29 695.72 149.40 11/05/2014 .070025 1,624,431.18 99.999028 SUNGARD 0.00 09/11/2015 .150216 294,574.71 99.856000 SUNGARD -0.74 Subtotal .075331 4,422,000.00 4,421,533.69 1,162.63 242.99 .075369 4,420,158.72 99.989455 -0.74 Inv Type: 43 FHLB DISCOUNT NOTES 10/01/2014 .060009 4,999,283.33 100.000000 SUNGARD 0.00 82027 MTC GOV FNMA DISCOU 313589H89 07/07/2014 .060000 5,000,000.00 5,000,000.00 716.67 0.00 .060009 4,999,283.33 100.000000 0.00 Subtotal .060000 5,000,000.00 5,000,000.00 716.67 0.00 Inv Type: 41 FNMA DISCOUNT NOTES 11/01/2016 1.090101 793,705.10 100.469000 BOOK 0.00 12/01/2018 1.638640 427,550.12 109.628236 BOOK 0.00 81632 CCCSIG MUNI UNIV OF 91412GSX4 10/02/2013 .907000 415,000.00 415,000.00 1,421.97 0.00 05/15/2016 .907000 415,000.00 100.000000 BOOK 0.00 81514 AUHSD MUNI WICOMICO 967545R89 06/27/2013 3.500000 390,000.00 427,550.12 4,550.00 0.00 01/15/2016 1.616968 547,506.38 108.417105 BOOK 0.00 81513 AUHSD MUNI PENNSYLV 70914PHZ8 06/27/2013 5.000000 505,000.00 541,394.23 1,122.22 0.00 03/15/2015 .765514 541,394.23 107.206778 BOOK 0.00 81633 CCCCD MUNI UNIV OF 91412GSZ9 10/02/2013 2.054000 195,000.00 195,000.00 1,513.11 0.00 81512 AUHSD MUNI SOUTH BE 836496NW5 06/27/2013 5.000000 505,000.00 547,506.38 5,330.56 0.00 01/01/2018 1.301222 696,925.06 116.154177 BOOK 0.00 81510 AUHSD MUNI WASHINGT 93974B3K6 06/27/2013 5.000000 600,000.00 696,925.06 7,500.00 0.00 81694 CCCSIG MUNI CA ST T 13063CFD7 11/05/2013 1.250000 790,000.00 793,705.10 4,114.58 0.00 05/15/2018 2.054000 195,000.00 100.000000 BOOK 0.00 81693 CCCCD MUNI CA ST TA 13063CFD7 11/05/2013 1.250000 125,000.00 125,586.25 651.04 0.00 11/01/2016 1.090101 125,586.25 100.469000 BOOK 0.00 Subtotal 2.571754 6,620,000.00 6,888,245.85 40,224.12 0.00 1.213905 6,888,245.85 104.052052 0.00 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 17 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 10 of 19 82020 CP CREDIT AGRICOLE 22532CMQ4 06/27/2014 .300000 25,000,000.00 24,990,083.33 20,000.00 7,583.33 10/31/2014 .270257 14,985,712.50 99.989167 SUNGARD 0.00 12/24/2014 .300451 24,962,500.00 99.960333 SUNGARD 0.00 12/30/2014 .300458 29,954,250.00 99.952500 SUNGARD 0.00 82021 CP BNP PARIBAS 0556N1MW0 06/30/2014 .300000 30,000,000.00 29,985,750.00 23,250.00 8,250.00 10/21/2014 .200200 4,995,000.00 99.992778 SUNGARD 0.00 82017 CP BNP PARIBAS 0556N1LE1 06/26/2014 .270000 10,000,000.00 9,998,411.11 7,275.00 1,711.11 82018 CP BNP PARIBAS 0556N1KX0 06/26/2014 .270000 15,000,000.00 14,998,375.00 10,912.50 1,750.00 11/14/2014 .270286 9,989,425.00 99.984111 SUNGARD 0.00 82041 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 1,000,000.00 999,953.06 256.67 0.00 82044 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 325,000.00 324,984.74 83.42 0.00 82042 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 8,000,000.00 7,999,624.44 2,053.33 0.00 10/14/2014 .120036 999,700.00 99.995306 SUNGARD -3.61 10/14/2014 .120036 7,997,600.00 99.995306 SUNGARD -28.89 10/14/2014 .120036 499,850.00 99.995306 SUNGARD -1.80 82043 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 500,000.00 499,976.53 128.33 0.00 10/10/2014 .220240 19,978,244.40 99.996750 SUNGARD 0.00 81932 CP ABBEY NATIONAL N 0027A1KA6 04/15/2014 .220000 20,000,000.00 19,999,350.00 20,655.60 450.00 10/30/2014 .210242 29,965,525.00 99.989528 SUNGARD 0.00 81936 CP RABOBANK USA FIN 74977LKW6 04/16/2014 .210000 30,000,000.00 29,996,858.33 29,400.00 1,933.33 10/10/2014 .190180 24,976,381.94 99.996750 SUNGARD 0.00 81917 CP RABOBANK USA FIN 74977LKQ9 04/14/2014 .200000 25,000,000.00 24,997,923.61 23,611.12 1,118.05 81949 CCCSD CP TOYOTA MOT 89233HKM5 04/24/2014 .200000 5,000,000.00 4,999,638.89 4,444.44 194.45 81918 CP RABOBANK USA FIN 74977LKA4 04/14/2014 .190000 25,000,000.00 24,999,187.50 22,430.56 375.00 10/24/2014 .200215 24,973,194.44 99.991694 SUNGARD 0.00 81942 CP DEUTSCHE BANK FI 25153KLC9 04/17/2014 .300000 20,000,000.00 19,996,966.67 27,833.33 3,966.67 12/10/2014 .380937 24,938,513.89 99.966944 SUNGARD 0.00 81946 CP BNP PARIBAS 0556N1MA8 04/21/2014 .380000 25,000,000.00 24,991,736.11 43,013.89 10,208.33 12/11/2014 .210286 24,966,020.83 99.966472 SUNGARD 0.00 81947 CP RABOBANK USA FIN 74977LMB0 04/22/2014 .210000 25,000,000.00 24,991,618.06 23,625.00 1,972.23 11/10/2014 .305659 24,956,138.57 99.985556 SUNGARD 0.00 81943 CP DEUTSCHE BANK FI 25153KLR6 04/17/2014 .300000 20,000,000.00 19,996,027.78 27,833.33 5,194.45 11/12/2014 .300523 19,965,166.67 99.984833 SUNGARD 0.00 81944 CP DEUTSCHE BANK FI 25153KLA3 04/17/2014 .305123 25,000,000.00 24,996,388.89 35,385.79 4,864.53 11/25/2014 .300556 19,963,000.00 99.980139 SUNGARD 0.00 Inv Type: 71 COMMERCIAL PAPER DISCOUNT Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 18 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 11 of 19 82089 CP SOCIETE GENERALE 83365SMG5 08/28/2014 .170000 25,000,000.00 24,991,027.78 4,013.85 0.00 12/15/2014 .190110 24,985,486.11 99.964583 SUNGARD 0.00 12/16/2014 .170087 24,987,014.00 99.964111 SUNGARD -0.07 12/16/2014 .160078 24,987,777.78 99.964111 SUNGARD -527.78 82090 CP TOYOTA MOTOR CRE 89233HMG6 08/28/2014 .160000 25,000,000.00 24,991,027.78 3,777.78 0.00 82088 CP ABBEY NATIONAL N 0027A1MF3 08/27/2014 .190000 25,000,000.00 24,991,145.83 4,618.06 1,041.66 82084 HR CP UNION BANK OF 62478YKM9 08/21/2014 .130000 4,278,000.00 4,277,691.03 633.38 0.00 10/21/2014 .130027 4,277,057.66 99.992778 SUNGARD -0.01 05/19/2015 .260508 1,996,100.00 99.808333 SUNGARD -511.11 82085 PW CP TOYOTA MOTOR 89233HSK1 08/22/2014 .260000 2,000,000.00 1,996,166.67 577.78 0.00 12/16/2014 .180094 24,987,000.00 99.964111 SUNGARD 0.00 02/24/2015 .220242 499,450.00 99.906722 SUNGARD -20.28 82091 PW CP TOYOTA MOTOR 89233HPQ1 08/28/2014 .220000 500,000.00 499,533.61 103.89 0.00 82092 RM CP TOYOTA MOTOR 89233HSS4 08/29/2014 .260000 1,007,000.00 1,005,011.18 240.00 0.00 82095 CP CREDIT AGRICOLE 22532CMG6 09/03/2014 .180000 25,000,000.00 24,991,027.78 3,500.00 527.78 05/26/2015 .260508 1,005,036.35 99.802500 SUNGARD -265.17 82047 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 900,000.00 899,957.75 231.00 0.00 10/14/2014 .120036 1,199,640.00 99.995306 SUNGARD -4.33 10/14/2014 .120036 899,730.00 99.995306 SUNGARD -3.25 10/14/2014 .120036 3,698,890.00 99.995306 SUNGARD -13.36 82048 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 3,700,000.00 3,699,826.31 949.67 0.00 10/14/2014 .120036 324,902.50 99.995306 SUNGARD -1.18 10/21/2014 .130029 2,843,373.53 99.992778 SUNGARD 0.00 82045 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 1,500,000.00 1,499,929.58 385.00 0.00 82046 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 1,200,000.00 1,199,943.67 308.00 0.00 10/14/2014 .120036 1,499,550.00 99.995306 SUNGARD -5.42 82049 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 1,000,000.00 999,953.06 256.67 0.00 05/11/2015 .250470 499,062.50 99.815000 SUNGARD -154.17 82075 PW CP TOYOTA MOTOR 89233HSB1 08/14/2014 .250000 500,000.00 499,075.00 166.67 0.00 82082 HR CP UNION BANK OF 62478YKM9 08/21/2014 .130000 3,190,000.00 3,189,769.61 472.30 0.00 82083 HR CP UNION BANK OF 62478YKM9 08/21/2014 .130000 2,844,000.00 2,843,794.60 421.07 0.00 10/21/2014 .130029 3,189,297.31 99.992778 SUNGARD 0.00 82050 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 300,000.00 299,985.92 77.00 0.00 10/14/2014 .120036 999,700.00 99.995306 SUNGARD -3.61 10/14/2014 .120036 299,910.00 99.995306 SUNGARD -1.08 10/14/2014 .120036 999,700.00 99.995306 SUNGARD -3.61 82051 PW CP TOYOTA MOTOR 89233HKE3 07/16/2014 .120000 1,000,000.00 999,953.06 256.67 0.00 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 19 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 12 of 19 12/02/2014 .180081 375,830.80 99.970722 SUNGARD 0.00 82109 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 376,000.00 375,889.92 52.64 6.48 12/02/2014 .180081 400,819.55 99.970722 SUNGARD 0.00 82110 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 401,000.00 400,882.60 56.14 6.91 12/02/2014 .180081 5,800,388.65 99.970722 SUNGARD 0.00 82107 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 21,009,000.00 21,002,849.03 2,941.26 361.82 12/02/2014 .180081 4,000,199.10 99.970722 SUNGARD 0.00 82108 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 5,803,000.00 5,801,301.01 812.42 99.94 12/02/2014 .180081 20,999,545.95 99.970722 SUNGARD 0.00 82111 CP TOYOTA MOTOR CRE 89233HMF8 09/04/2014 .160000 25,000,000.00 24,991,145.83 3,000.00 0.00 82121 PW CP UNION BANK OF 62478YKH0 09/17/2014 .100000 778,000.00 777,955.05 30.25 0.00 10/17/2014 .100016 499,958.33 99.994222 SUNGARD -6.67 82113 PW CP TOYOTA MOTOR 89233HQG2 09/08/2014 .230000 600,000.00 599,363.67 88.17 0.00 12/15/2014 .160073 24,988,666.67 99.964583 SUNGARD -520.84 82120 PW CP UNION BANK OF 62478YKH0 09/17/2014 .100000 500,000.00 499,971.11 19.45 0.00 03/16/2015 .230278 599,275.50 99.893944 SUNGARD 0.00 82106 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 4,002,000.00 4,000,828.30 560.28 68.92 82099 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 3,701,000.00 3,699,916.43 518.14 63.74 12/02/2014 .180081 2,099,055.00 99.970722 SUNGARD 0.00 12/02/2014 .180081 3,699,334.55 99.970722 SUNGARD 0.00 12/02/2014 .180081 2,099,055.00 99.970722 SUNGARD 0.00 82100 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 2,100,000.00 2,099,385.17 294.00 36.17 12/02/2014 .180081 5,199,659.10 99.970722 SUNGARD 0.00 82096 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 5,202,000.00 5,200,476.97 728.28 89.59 82097 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 1,100,000.00 1,099,677.94 154.00 18.94 82098 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 2,100,000.00 2,099,385.17 294.00 36.17 12/02/2014 .180081 1,099,505.00 99.970722 SUNGARD 0.00 82104 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 3,201,000.00 3,200,062.82 448.14 55.13 12/02/2014 .180081 799,640.00 99.970722 SUNGARD 0.00 12/02/2014 .180081 3,199,559.55 99.970722 SUNGARD 0.00 12/02/2014 .180081 5,199,659.10 99.970722 SUNGARD 0.00 82105 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 5,202,000.00 5,200,476.97 728.28 89.59 12/02/2014 .180081 2,899,694.55 99.970722 SUNGARD 0.00 82101 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 2,901,000.00 2,900,150.65 406.14 49.96 82102 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 4,402,000.00 4,400,711.19 616.28 75.81 82103 PW CP ABBEY NATIONA 0027A1M22 09/03/2014 .180000 800,000.00 799,765.78 112.00 13.78 12/02/2014 .180081 4,400,019.10 99.970722 SUNGARD 0.00 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 20 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 13 of 19 82024 YCD STANDARD CHARTE 85325BU69 07/02/2014 .230000 25,000,000.00 25,009,087.27 14,534.72 9,087.27 12/16/2014 .280000 25,000,000.00 100.047040 SUNGARD 0.00 12/16/2014 .230000 25,000,000.00 100.036349 SUNGARD 0.00 07/06/2015 .500000 1,020,000.00 100.123375 SUNGARD 0.00 82031 RM YCD BNP PARIBAS 05572NVB9 07/10/2014 .500000 1,020,000.00 1,021,258.42 1,175.83 1,258.42 12/24/2014 .300000 25,002,496.26 100.061368 SUNGARD 0.00 82019 YCD CREDIT AGRICOLE 22533MLF6 06/27/2014 .320000 25,000,000.00 25,015,342.06 21,333.33 12,845.80 82022 YCD ABBEY NATIONAL 00279HY75 07/01/2014 .250000 25,000,000.00 25,010,024.51 15,972.22 10,024.51 82023 YCD CREDIT AGRICOLE 22533MLK5 07/01/2014 .280000 25,000,000.00 25,011,760.11 17,888.89 11,760.11 12/15/2014 .250000 25,000,000.00 100.040098 SUNGARD 0.00 82032 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 4,300,000.00 4,300,897.23 2,056.83 897.23 82033 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 1,100,000.00 1,100,229.52 526.17 229.52 01/02/2015 .210000 4,300,000.00 100.020866 SUNGARD 0.00 01/02/2015 .210000 1,100,000.00 100.020866 SUNGARD 0.00 82034 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 2,000,000.00 2,000,417.32 956.67 417.32 11/17/2014 .440000 3,900,000.00 100.050641 SUNGARD 0.00 81872 PW NCD UNION BANK O 905269LC8 03/14/2014 .280000 500,000.00 500,259.95 781.67 259.95 02/02/2015 .280000 500,000.00 100.051990 SUNGARD 0.00 81844 CCCFPD YCD BNP PARI 05572NSZ0 02/18/2014 .440000 3,900,000.00 3,901,974.99 10,725.00 1,974.99 05/06/2016 .716000 2,000,278.44 100.000000 BOOK 0.00 81750 PW NCD UNION BANK O 905269JM9 12/20/2013 .280000 500,000.00 500,253.42 1,108.33 253.42 12/22/2014 .280000 500,000.00 100.050685 SUNGARD 0.00 81939 YCD SOCIETE GENERAL 83368NKZ3 04/16/2014 .330000 30,000,000.00 30,012,819.42 46,200.00 12,819.42 11/26/2014 .330000 30,000,000.00 100.042731 SUNGARD 0.00 81996 CCCSIG YCD RABOBANK 21684BPV0 05/13/2014 .716000 2,000,000.00 2,000,000.00 5,887.11 0.00 11/25/2014 .220000 5,000,000.00 100.024877 SUNGARD 0.00 81937 NCD UNION BANK OF C 905269MG8 04/16/2014 .210000 25,000,000.00 25,003,019.51 24,500.00 3,019.51 10/29/2014 .210000 25,000,000.00 100.012078 SUNGARD 0.00 81938 NCD UNION BANK OF C 905269MH6 04/16/2014 .220000 5,000,000.00 5,001,243.85 5,133.33 1,243.85 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT 82128 CP BNP PARIBAS 0556N1NC3 09/30/2014 .230000 20,000,000.00 19,989,127.78 127.78 2,288.89 01/12/2015 .230153 19,986,711.11 99.945639 SUNGARD 0.00 10/17/2014 .100003 777,935.17 99.994222 SUNGARD -10.37 .223734 542,369,412.76 99.973292 -2,086.61 Subtotal .223471 542,922,000.00 542,776,997.66 355,168.75 54,502.76 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 21 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 14 of 19 82070 YCD ABBEY NATIONAL 00279H2C9 08/05/2014 .210000 25,000,000.00 25,007,914.63 8,312.50 7,914.63 10/30/2014 .180000 800,000.00 100.009998 SUNGARD 0.00 12/15/2014 .210000 25,000,000.00 100.031659 SUNGARD 0.00 12/15/2014 .250000 25,000,000.00 100.040101 SUNGARD 0.00 82071 YCD CREDIT AGRICOLE 22533MNK3 08/05/2014 .250000 25,000,000.00 25,010,025.28 9,895.83 10,025.28 82069 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 800,000.00 800,079.98 244.00 79.98 82067 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 1,150,000.00 1,150,114.98 350.75 114.98 10/30/2014 .180000 1,150,000.00 100.009998 SUNGARD 0.00 10/30/2014 .180000 750,000.00 100.009998 SUNGARD 0.00 82068 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 750,000.00 750,074.99 228.75 74.99 10/24/2014 .100000 2,000,000.00 100.002666 SUNGARD 0.00 12/15/2014 .270000 25,000,000.00 100.044323 SUNGARD 0.00 82079 YCD BNP PARIBAS 05572NVL7 08/13/2014 .270000 25,000,000.00 25,011,080.79 9,187.50 11,080.79 82117 NCD UNION BANK OF C 62478TBF5 09/11/2014 .160000 20,000,000.00 20,001,665.46 1,777.78 1,665.46 82123 SO NCD UNION BANK O 62478TBK4 09/23/2014 .100000 2,000,000.00 2,000,053.33 44.44 53.33 01/08/2015 .160000 20,000,000.00 100.008327 SUNGARD 0.00 82059 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 8,500,000.00 8,500,849.83 2,592.50 849.83 10/30/2014 .180000 1,000,000.00 100.009998 SUNGARD 0.00 10/30/2014 .180000 8,500,000.00 100.009998 SUNGARD 0.00 10/30/2014 .180000 1,500,000.00 100.009998 SUNGARD 0.00 82060 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 1,500,000.00 1,500,149.97 457.50 149.97 01/02/2015 .210000 2,000,000.00 100.020866 SUNGARD 0.00 10/30/2014 .180000 800,000.00 100.009998 SUNGARD 0.00 82037 PW NCD UNION BANK O 62478TAK5 07/14/2014 .130000 400,000.00 400,007.78 114.11 7.78 82058 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 1,000,000.00 1,000,099.98 305.00 99.98 10/10/2014 .130000 400,000.00 100.001944 SUNGARD 0.00 82061 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 1,200,000.00 1,200,119.98 366.00 119.98 10/30/2014 .180000 750,000.00 100.009998 SUNGARD 0.00 82064 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 750,000.00 750,074.99 228.75 74.99 82065 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 450,000.00 450,044.99 137.25 44.99 82066 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 800,000.00 800,079.98 244.00 79.98 10/30/2014 .180000 450,000.00 100.009998 SUNGARD 0.00 82062 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 775,000.00 775,077.48 236.38 77.48 10/30/2014 .180000 1,200,000.00 100.009998 SUNGARD 0.00 10/30/2014 .180000 775,000.00 100.009998 SUNGARD 0.00 10/30/2014 .180000 3,300,000.00 100.009998 SUNGARD 0.00 82063 PW NCD BANK OF AMER 06052TJZ4 08/01/2014 .180000 3,300,000.00 3,300,329.93 1,006.50 329.93 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 22 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 15 of 19 09/29/2016 .900000 2,025,000.00 100.000000 BOOK 0.00 82130 CCCSIG YCD TORONTO 89112UXV8 09/29/2014 .900000 2,025,000.00 2,025,000.00 99.86 0.00 82118 CCCSIG NCD US BANK 90333VPF1 09/11/2014 1.375000 2,000,000.00 1,996,780.00 1,506.85 0.00 09/11/2017 1.430098 1,996,780.00 99.839000 BOOK 0.00 1.163189 4,021,780.00 99.920000 0.00 Subtotal 1.135834 4,025,000.00 4,021,780.00 1,606.71 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM 01/10/2017 .383600 500,000.00 100.000000 SUNGARD 0.00 81794 CCCSIG CORP BERKSHI 084664CA7 01/10/2014 .383600 500,000.00 500,000.00 442.21 0.00 04/15/2016 .406350 2,250,000.00 100.000000 BOOK 0.00 82052 CCCSIG CORP WESTPAC 96121TWF1 04/17/2014 .406350 2,250,000.00 2,250,000.00 1,980.95 0.00 07/12/2016 .883600 2,700,000.00 100.867000 SUNGARD 0.00 81269 CORP GENERAL ELEC C 36962GU51 03/08/2013 .433100 10,000,000.00 10,007,700.00 10,226.15 55,250.00 01/08/2016 .751014 9,952,450.00 100.077000 SUNGARD 0.00 81655 CCCSIG CORP GECC FL 36962G7A6 07/12/2013 .883600 2,700,000.00 2,723,409.00 5,235.37 23,409.00 .711980 15,402,450.00 100.201353 0.00 Subtotal .506557 15,450,000.00 15,481,109.00 17,884.68 78,659.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 10/24/2014 .100000 1,300,000.00 100.002666 SUNGARD 0.00 82126 SO NCD UNION BANK O 62478TBK4 09/23/2014 .100000 3,600,000.00 3,600,095.99 80.00 95.99 10/24/2014 .100000 3,600,000.00 100.002666 SUNGARD 0.00 82124 SO NCD UNION BANK O 62478TBK4 09/23/2014 .100000 1,200,000.00 1,200,032.00 26.67 32.00 10/24/2014 .100000 1,200,000.00 100.002666 SUNGARD 0.00 82125 SO NCD UNION BANK O 62478TBK4 09/23/2014 .100000 1,300,000.00 1,300,034.66 28.89 34.66 82129 NCD BANK OF AMERICA 06052TKN9 09/30/2014 .180000 25,000,000.00 25,003,991.40 125.00 3,991.40 01/23/2015 .180000 25,000,000.00 100.015966 SUNGARD 0.00 82127 SO NCD UNION BANK O 62478TBK4 09/23/2014 .100000 6,800,000.00 6,800,181.32 151.11 181.32 10/24/2014 .100000 6,800,000.00 100.002666 SUNGARD 0.00 .239780 331,597,774.70 100.031897 0.00 Subtotal .241288 331,595,000.00 331,700,767.30 204,921.31 103,271.04 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 23 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 16 of 19 81412 CCCSIG CORP APPLE I 037833AH3 05/03/2013 .450000 465,000.00 464,028.15 860.25 0.00 02/26/2016 .711836 99,965.00 100.215000 SUNGARD 0.00 05/03/2016 .510874 464,420.71 99.791000 SUNGARD -392.56 05/03/2018 1.076001 174,354.25 97.532000 SUNGARD -3,673.25 81413 CCCCD CORP APPLE IN 037833AJ9 05/03/2013 1.000000 175,000.00 170,681.00 719.44 0.00 02/26/2016 .711836 514,819.75 100.215000 SUNGARD 0.00 81243 CCCCD CORP CATERPLL 14912L5N7 02/28/2013 .700000 100,000.00 100,111.00 68.07 235.00 81244 CCCCD CORP PEPSICO 713448CE6 02/28/2013 .700000 100,000.00 100,215.00 68.07 250.00 02/26/2016 .741951 99,876.00 100.111000 SUNGARD 0.00 81425 CCCSIG CORP IBM GLO 459200HL8 05/07/2013 .450000 1,880,000.00 1,874,623.20 3,407.50 0.00 81445 CCCSIG CORP TOYOTA 89236TAL9 05/17/2013 .800000 810,000.00 811,887.30 2,412.00 2,219.40 81432 CORP JP MORGAN CHAS 46623EJW0 05/07/2013 .800000 10,000,000.00 10,026,400.00 35,111.11 18,600.00 05/06/2016 .544986 1,874,698.40 99.714000 SUNGARD -75.20 04/23/2015 .759826 10,007,800.00 100.264000 SUNGARD 0.00 05/17/2016 .813862 189,922.10 100.233000 SUNGARD 0.00 81444 CCCCD CORP TOYOTA M 89236TAL9 05/17/2013 .800000 190,000.00 190,442.70 565.78 520.60 10/25/2015 .937036 5,099,100.00 101.161000 SUNGARD -41,050.00 80448 CORP WALMART STORES 931142CX9 03/23/2012 1.500000 5,000,000.00 5,058,050.00 32,500.00 0.00 03/13/2015 1.160982 9,996,800.00 100.259000 SUNGARD 0.00 80450 CORP ROYAL BANK OF 78008T2C7 03/26/2012 1.150000 10,000,000.00 10,025,900.00 5,749.95 29,100.00 02/17/2015 .826077 10,050,100.00 100.242000 SUNGARD -25,900.00 79043 CCCCD CORP PROCTOR 742718DS5 11/18/2010 1.800000 200,000.00 203,010.00 1,360.00 4,646.00 81242 CCCSIG CORP PEPSICO 713448CE6 02/28/2013 .700000 515,000.00 516,107.25 350.54 1,287.50 80435 CORP TOYOTA MOTOR C 89233P5Z5 03/15/2012 1.000000 10,000,000.00 10,024,200.00 12,222.22 0.00 11/15/2015 1.972896 198,364.00 101.505000 SUNGARD 0.00 80653 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 135,000.00 135,097.20 194.06 348.30 01/08/2016 1.000000 5,000,000.00 100.380000 SUNGARD 0.00 81198 CORP GENERAL ELECTR 36962G6R0 02/04/2013 1.000000 5,000,000.00 5,019,000.00 11,527.78 19,000.00 02/09/2018 1.579059 244,659.45 99.798000 SUNGARD -154.35 81217 CCCCD CORP BERKSHIR 084670BH0 02/11/2013 1.550000 245,000.00 244,505.10 548.53 0.00 12/05/2017 1.104000 105,000.00 99.042000 SUNGARD -1,005.90 80654 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 240,000.00 240,172.80 345.00 1,032.00 02/15/2017 1.165961 134,748.90 100.072000 SUNGARD 0.00 81054 CCCCD CORP CHEVRON 166764AA8 12/05/2012 1.104000 105,000.00 103,994.10 373.52 0.00 02/15/2017 1.203989 239,140.80 100.072000 SUNGARD 0.00 Inv Type: 75 CORPORATE NOTES Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 24 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 17 of 19 03/15/2017 .921000 990,000.00 99.809000 SUNGARD -1,890.90 81899 CORP WELLS FARGO &94974BFG0 04/07/2014 1.500000 5,000,000.00 4,971,000.00 15,625.00 11,100.00 01/16/2018 1.720116 4,959,900.00 99.420000 SUNGARD 0.00 81876 CCCSIG CORP EXXON M 30231GAA0 03/20/2014 .921000 990,000.00 988,109.10 405.24 0.00 12/06/2018 1.750063 6,368,460.84 99.467000 SUNGARD 0.00 81813 CORP INTEL STRUCTUR 458140AL4 01/27/2014 1.350000 5,211,000.00 5,194,116.36 20,713.74 14,486.58 12/15/2017 1.510075 5,179,629.78 99.676000 SUNGARD 0.00 81948 CCCSIG CORP WAL-MAR 931142DN0 04/22/2014 1.000000 370,000.00 369,685.50 1,644.45 0.00 05/05/2017 1.068012 1,499,248.75 99.660000 SUNGARD -4,305.00 82116 CCCSIG CORP WELLS F 94974BGB0 09/09/2014 1.400000 810,000.00 807,594.30 724.50 0.00 09/08/2017 1.433859 809,229.60 99.703000 SUNGARD -1,603.80 81991 CCCSIG CORP APPLE I 037833AM2 05/06/2014 1.050000 1,500,000.00 1,494,900.00 6,387.50 0.00 04/21/2017 1.005091 369,954.78 99.915000 SUNGARD -259.00 81956 CCCSIG CORP TOYOTA 89233P6D3 04/28/2014 1.750000 975,000.00 987,372.75 6,114.06 0.00 05/22/2017 1.200940 991,068.00 101.269000 SUNGARD -3,695.25 06/24/2016 .889000 940,000.00 100.422000 SUNGARD 0.00 81505 CCCSIG CORP CHEVRON 166764AC4 06/24/2013 .889000 940,000.00 943,966.80 2,251.64 3,966.80 81542 CCCSIG CORP WELLS F 94974BFL9 07/29/2013 1.250000 1,170,000.00 1,176,809.40 2,884.38 7,932.60 81577 CCCSIG CORP BERKSHI 084664BX8 08/15/2013 .950000 985,000.00 988,595.25 1,195.68 4,117.30 07/20/2016 1.283025 1,168,876.80 100.582000 SUNGARD 0.00 81472 CCCSIG CORP PFIZER 717081DD2 06/03/2013 .900000 1,800,000.00 1,794,582.00 3,420.00 0.00 05/17/2016 .813862 809,667.90 100.233000 SUNGARD 0.00 01/15/2017 .945019 1,797,120.00 99.699000 SUNGARD -2,538.00 01/08/2016 1.028965 4,996,350.00 100.380000 SUNGARD 0.00 81501 CORP GENERAL ELECTR 36962G6R0 06/18/2013 1.000000 5,000,000.00 5,019,000.00 11,527.78 22,650.00 02/22/2016 .616621 2,099,880.00 106.490000 SUNGARD -76,570.00 81789 CORP MICROSOFT CORP 594918AV6 01/10/2014 1.625000 6,406,000.00 6,371,856.02 33,253.37 3,395.18 81703 CORP TOYOTA MTR CRD 89233P6S0 11/15/2013 1.250000 5,000,000.00 4,968,700.00 30,555.56 24,200.00 81751 CCCSIG CORP CISCO S 17275RAC6 12/20/2013 5.500000 1,900,000.00 2,023,310.00 11,320.83 0.00 10/05/2017 1.545080 4,944,500.00 99.374000 SUNGARD 0.00 81650 CCCSIG CORP BERKSHI 084664BX8 10/15/2013 .950000 355,000.00 356,295.75 430.93 1,970.25 08/15/2016 .967967 984,477.95 100.365000 SUNGARD 0.00 08/15/2016 1.018105 354,325.50 100.365000 SUNGARD 0.00 11/01/2016 .788864 359,586.00 99.881000 SUNGARD -14.40 81668 CCCSIG CORP COCA CO 191216BD1 11/01/2013 .750000 360,000.00 359,571.60 1,125.00 0.00 Subtotal 1.244559 83,932,000.00 84,123,889.63 257,963.48 171,057.51 1.115617 84,116,045.26 100.228625 -163,127.61 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 25 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 18 of 19 82001 CD CCCCD BERTA KAMM 121101042 05/24/2014 .600000 3,335.77 3,335.77 7.23 0.00 05/24/2017 .600000 3,335.77 100.000000 BOOK 0.00 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 7.23 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 10/01/2014 .000000 537,226.12 100.000000 BOOK 0.00 81524 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 537,226.12 537,226.12 0.00 0.00 10/01/2014 .000000 28,092.20 100.000000 BOOK 0.00 81525 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 28,092.20 28,092.20 0.00 0.00 .000000 565,318.32 100.000000 0.00 Subtotal .000000 565,318.32 565,318.32 0.00 0.00 Inv Type: 99 MONEY MARKET ACCOUNTS 06/10/2016 .440192 2,448,520.20 99.939600 BOOK 0.00 82010 CCCSIG YCD NORDEA B 65558ET57 06/13/2014 .409800 1,950,000.00 1,950,000.00 355.17 0.00 82011 CCCSIG YCD BK NOVA 06417HMU7 06/13/2014 .409800 2,450,000.00 2,448,520.20 585.67 0.00 06/13/2016 .409800 1,950,000.00 100.000000 BOOK 0.00 .426718 4,398,520.20 99.966368 0.00 Subtotal .409800 4,400,000.00 4,398,520.20 940.84 0.00 Inv Type: 80 YCD / NCD QTR FLTR Grand Total Count 282 .543665 1,332,445,511.23 1,333,738,450.57 1,721,726.38 609,726.86 .460464 1,335,154,561.24 100.097035 -2,360,911.75 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Note: Grand Total excludes Retirement investments, if any. Page 26 Inventory by Market Value Contra Costa County As Of Date: 09/30/2014 Run: 10/21/2014 03:23:52 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 19 of 19 Money Market Accounts 565.32 565.32 565.32 100.00 %0.00 0.00 % TIME DEPOSIT 3.34 3.34 3.34 100.00 %0.00 0.60 % CORPORATE NOTES 99,382.00 99,518.50 99,605.00 100.09 %86.59 1.05 % NCD/YCD 340,020.00 340,018.07 340,121.07 100.03 %103.27 0.25 % COMMERCIAL PAPER 542,922.00 542,369.41 542,777.00 100.08 %52.42 0.22 % MUNICIPALS 6,620.00 6,888.25 6,888.25 100.00 %0.00 1.21 % U.S. AGENCIES 311,877.86 313,807.69 312,136.83 99.47 % -1,653.97 0.88 % U.S. TREASURIES 31,055.00 31,983.99 31,641.65 98.93 %-339.49 0.61 % Totals(000's)1,332,445.51 1,335,154.56 1,333,738.45 99.89 %-1,751.18 0.46 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Page 27 Page 28 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF SEPTEMBER 30, 2014 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 945,149.29 945,320.63 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 11,796,943.00 11,799,081.60 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 8,108,774.63 8,110,244.62 BYRON UNION SCHOOL DISTRICT 75-07-017 164,909.39 164,939.29 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,720.65 191,755.41 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 25,600,000.00 25,604,640.87 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 613,484.45 613,595.66 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,009,064.20 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,277,294.87 1,277,526.42 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,223,573.39 2,223,976.49 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,009,058.82 2,009,423.03 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,323.64 72,336.75 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,005,619.67 1,005,801.97 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 0.00 0.00 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,616,936.60 3,617,592.29 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 751,418.72 751,554.94 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,370,271.55 6,371,426.38 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,297,930.19 7,299,253.19 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,947.76 23,952.10 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,586,798.03 14,589,442.38 MT VIEW SANITARY DISTRICT 70-07-008 7,802,521.16 7,803,935.63 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,313.03 246,357.68 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,379,995.22 7,381,333.10 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 13,792,384.20 13,794,884.54 RECLAMATION DISTRICT 800 60-07-003 4,521,952.32 4,522,772.08 REDEVELOPMENT AGENCY 65-07-015 6,958.93 6,960.19 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 105,453.67 105,472.79 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 281,624.19 281,675.24 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 39,928,284.21 39,935,522.57 TOTAL 210,721,641.58 210,759,842.04 Page 29 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 (Q3 Y2014)07/01/2014 - 09/30/2014Dated: 10/02/2014Locked DownPage 30 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: 10/02/2014Page 31 Cash and Fixed Income SummaryRisk MetricValueCash3.70MMFund555,854.40Fixed Income43,780,151.70Duration0.631Convexity0.00WAL0.793Years to Final Maturity1.091Years to Effective Maturity0.802Yield0.361Book Yield0.423Avg Credit RatingAA+/Aa1/AA+Balance SheetBook Value + Accrued44,339,621.27Net Unrealized Gain/Loss-3,611.47Market Value + Accrued44,336,009.80Issuer ConcentrationIssuer Concentration% of Base MarketValue + AccruedFederal Home Loan Mortgage Corp18.089%Federal Farm Credit Banks Funding Corporation16.215%Government of the United States9.086%Federal National Mortgage Association4.521%Federal Home Loan Banks Office of Finance2.33%California, State of2.26%Ohio, State of1.822%Toyota Motor Corporation1.741%American Express Company1.729%The Bank of New York Mellon Corporation1.716%Other40.489%---100.00%Asset ClassMarket SectorSecurity TypeRisk SummaryWC-Contra Costa County (19529)07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20141Page 32 Credit Duration Heat MapRating0 - 1 1 - 2 2 - 3 3 - 4 4 - 5 5 - 7 7 - 10 10 - 15 15 - 30AAA47.37% 20.42% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%AA14.892% 1.465% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%A15.286% 0.568% 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)07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20142Page 33 MMF Asset AllocationIndustry SectorIndustry GroupIndustry SubgroupCurrencyCountryRisk SummaryWC-Contra Costa County (19529)07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20143Page 34 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 Date09/01/201409/30/2014-0.019%0.014%-0.033%Quarter to Date07/01/201409/30/20140.033%0.042%-0.009%Year to Date01/01/201409/30/20140.237%0.107%0.13%Prior Month08/01/201408/31/20140.044%0.019%0.025%Prior Quarter04/01/201406/30/20140.091%0.021%0.071%Prior Year01/01/201312/31/20130.321%0.18%0.141%Trailing Month09/01/201409/30/2014-0.019%0.014%-0.033%Trailing Quarter07/01/201409/30/20140.033%0.042%-0.009%Trailing Year10/01/201309/30/20140.335%0.134%0.202%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 09/30/2014Return to Table of ContentsDated: 10/02/20144Page 35 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 Date09/01/201409/30/2014-0.029%0.014%-0.043%Quarter to Date07/01/201409/30/20140.004%0.042%-0.038%Year to Date01/01/201409/30/20140.151%0.107%0.044%Prior Month08/01/201408/31/20140.034%0.019%0.015%Prior Quarter04/01/201406/30/20140.063%0.021%0.042%Prior Year01/01/201312/31/20130.218%0.18%0.038%Trailing Month09/01/201409/30/2014-0.029%0.014%-0.043%Trailing Quarter07/01/201409/30/20140.004%0.042%-0.038%Trailing Year10/01/201309/30/20140.221%0.134%0.087%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 09/30/2014Return to Table of ContentsDated: 10/02/20145Page 36 Balance SheetWC-Contra Costa CountyAs of:06/30/201409/30/2014Book Value44,234,570.7944,215,522.77Accrued Balance101,465.28124,098.50Book Value + Accrued44,336,036.0644,339,621.27Net Unrealized Gain/Loss27,536.23-3,611.47Market Value + Accrued44,363,572.2944,336,009.80Income StatementWC-Contra Costa CountyBegin DateEnd Date07/01/201409/30/2014Net Amortization/Accretion Income-76,179.66Interest Income122,101.50Dividend Income0.00Misc Income0.00Income Subtotal122,101.50Net Realized Gain/Loss-0.01Impairment Loss0.00Net Gain/Loss-0.01Expense-12,886.35Net Income33,035.49Transfers In/Out-29,450.28Change in Unrealized Gain/Loss-31,147.69Statement of Cash FlowsWC-Contra Costa CountyBegin DateEnd Date07/01/201409/30/2014Net Income33,035.49Amortization/Accretion on MS76,179.66Change in Accrued on MS-6,488.77Net Gain/Loss on MS0.01Change in Unrealized G/L on CE0.00Subtotal69,690.89Purchases of MS-6,020,638.31Purchased Accrued of MS-16,144.45Sales of MS740,392.44Sold Accrued of MS0.00Maturities of MS4,225,000.00Net Purchases/Sales-1,071,390.32Transfers of Cash & CE-29,450.28Total Change in Cash & CE-998,114.22Beginning Cash & CE1,553,972.32Ending Cash & CE555,858.10GAAP FinancialsWC-Contra Costa County (19529)07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20146Page 37 IdentifierBase Current Units DescriptionCoupon Final Maturity EffectiveMaturityTransfers In/Out Net RealizedGain/LossNet Amortization/Accretion IncomeInterest/DividendIncomeBaseExpenseBase Net Income Settle Date0258M0DA40.00 AMER EXPRESS CREDIT CO2.75 09/15/2015 09/15/20150.000.00-3,505.114,239.58 0.00734.47 06/30/20140258M0DA4750,000.00 AMER EXPRESS CREDIT CO2.75 09/15/2015 09/15/20150.000.00-737.92916.67 0.00178.75 06/30/201402666QK69700,000.00 AMERICAN HONDA FINANCE1.45 02/27/2015 02/27/20150.000.00-1,498.242,537.50 0.001,039.26 06/06/201306050TLU4500,000.00 BANK OF AMERICA NA0.703 02/14/2017 02/14/20170.000.000.00893.51 0.00893.51 02/14/201406406HBN8750,000.00 BANK OF NEW YORK MELLON3.10 01/15/2015 01/15/20150.000.00-4,760.745,812.50 0.001,051.76 07/26/201305578XAB4168,627.39 BMWOT 2013-A A20.41 02/25/2016 12/22/20140.00-0.013.12237.64 0.00240.76 11/06/201307330NAE5750,000.00 BRANCH BANKING & TRUST0.565 10/28/2015 10/28/20140.000.00-248.091,079.03 0.00830.94 02/03/201413063BN65750,000.00 CALIFORNIA ST-TXBL0.85 02/01/2015 02/01/20150.000.000.001,593.75 0.001,593.75 09/11/2013CCYUSD0.48 Cash0.00 09/30/2014 09/30/2014-29,450.280.000.000.00 -12,886.35-12,886.35 ---17305ECH6300,000.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-3,349.803,675.00 0.00325.20 09/27/201317305ECH6400,000.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-4,385.994,900.00 0.00514.01 08/08/2013161571FY5750,000.00 CHAIT 2013-A4 A40.254 05/15/2017 04/22/20150.000.000.00485.40 0.00485.40 05/23/201322546QAE7250,000.00 CREDIT SUISSE NEW YORK3.50 03/23/2015 03/23/20150.000.00-1,680.982,187.50 0.00506.52 08/20/20133135G0WG41,000,000.00 FANNIE MAE0.50 04/29/2016 04/29/20160.000.00-170.001,250.00 0.001,080.00 06/03/20143135G0TR41,000,000.00 FANNIE MAE0.65 01/15/2016 01/15/20150.000.00-1,032.111,625.00 0.00592.89 04/11/20143133EDGC01,000,000.00 FEDERAL FARM CREDIT BANK0.25 11/04/2015 11/04/20150.000.00330.58625.00 0.00955.58 03/24/20143133EA4Q81,000,000.00 FEDERAL FARM CREDIT BANK0.50 04/18/2016 04/18/20160.000.000.001,250.00 0.001,250.00 06/27/20143133EA6W31,000,000.00 FEDERAL FARM CREDIT BANK0.27 11/05/2014 11/05/20140.000.00-14.15675.00 0.00660.85 01/24/20133133EDQW51,000,000.00 FEDERAL FARM CREDIT BANK0.29 01/21/2016 01/21/20160.000.00149.67483.33 0.00632.99 08/01/20143133ECHB31,000,000.00 FEDERAL FARM CREDIT BANK0.45 03/07/2016 03/07/20160.000.000.001,125.00 0.001,125.00 05/07/20143133EA4S41,000,000.00 FEDERAL FARM CREDIT BANK0.25 10/16/2014 10/16/20140.000.00-93.97625.00 0.00531.03 08/21/20133133EDGM8200,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.0085.20175.00 0.00260.20 03/24/20143133EDGM81,000,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.00227.79875.00 0.001,102.79 03/14/2014313373SZ61,000,000.00 FEDERAL HOME LOAN BANK2.125 06/10/2016 06/10/20160.000.00-3,399.974,427.08 0.001,027.12 07/16/201431679KAB6750,000.00 FITAT 2014-2 A2A0.45 04/17/2017 08/06/20150.000.0010.47843.75 0.00854.22 06/11/20143134G36G01,000,000.00 FREDDIE MAC0.35 03/18/2015 03/18/20150.000.00-270.95875.00 0.00604.05 12/18/20133137EADD81,000,000.00 FREDDIE MAC0.50 04/17/2015 04/17/20150.000.00-575.501,250.00 0.00674.50 01/10/20143128X33E1500,000.00 FREDDIE MAC5.05 01/26/2015 01/26/20150.000.00-6,037.686,312.50 0.00274.82 03/21/20143134G54C61,000,000.00 FREDDIE MAC0.50 05/20/2016 05/20/20160.000.00-315.071,250.00 0.00934.93 05/20/20143134G53J21,000,000.00 FREDDIE MAC0.55 05/20/2016 05/20/20160.000.000.00825.00 0.00825.00 08/07/20143134G4TH11,000,000.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-17.28691.67 0.00674.38 01/13/20143134G4TH10.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-1.4258.33 0.0056.91 01/13/20143134G3H781,000,000.00 FREDDIE MAC0.35 12/05/2014 12/05/20140.000.00-139.61875.00 0.00735.39 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.31 01/09/2015 01/09/20150.000.000.001,162.50 0.001,162.50 07/09/2013313397A350.00 FREDDIE MAC DISCOUNT NT0.00 08/01/2014 08/01/20140.000.00163.610.00 0.00163.61 10/16/201336962G6Q2750,000.00 GENERAL ELEC CAP CORP0.833 01/08/2016 01/08/20160.000.00-422.081,596.26 0.001,174.18 09/23/201343814EAB1167,369.64 HAROT 2013-2 A20.37 10/16/2015 11/29/20140.000.007.57238.84 0.00246.41 04/24/201343814GAB6200,000.00 HAROT 2014-2 A20.39 09/19/2016 05/28/20150.000.002.63195.00 0.00197.63 05/21/201441284AAB4332,420.96 HDMOT 2014-1 A2A0.49 04/15/2018 07/15/20150.000.003.78424.93 0.00428.71 04/16/201440428HPG1700,000.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00-2,890.874,156.25 0.001,265.38 08/20/2013459200HD6750,000.00 IBM CORP0.75 05/11/2015 05/11/20150.000.00-465.951,406.25 0.00940.30 06/14/201347787VAB7700,000.00 JDOT 2014-A A20.45 09/15/2016 05/17/20150.000.004.30787.50 0.00791.80 04/09/201424422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.304 01/12/2015 01/12/20150.000.000.00510.51 0.00510.51 03/11/20135446462Q4400,000.00 LOS ANGELES SD-L-TXBL0.486 01/01/2016 01/01/20160.000.000.00226.80 0.00226.80 08/19/201458768EAC3750,000.00 MBALT 2014-A A2A0.48 06/15/2016 04/29/20150.000.003.48900.00 0.00903.48 04/09/201459217GAM1610,000.00 MET LIFE GLOB FUNDING I2.00 01/09/2015 01/09/20150.000.00-2,085.263,050.00 0.00964.74 05/21/201355292LAB0184,506.70 MTBAT 2013-1A A20.66 02/16/2016 12/01/20140.00-0.002.25422.47 0.00424.72 09/19/2013637432MP7279,000.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.000.00-443.28697.50 0.00254.22 05/02/2013637432MP7450,000.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.000.00-489.971,125.00 0.00635.03 06/18/201364952WBE2500,000.00 NEW YORK LIFE GLOBAL FDG1.30 01/12/2015 01/12/20150.000.00-681.641,625.00 0.00943.36 07/11/2013677520FR4750,000.00 OH ST-TXB-DEV ASST-A5.39 10/01/2015 10/01/20150.000.00-8,447.658,983.33 0.00535.68 07/11/2014Income DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20147Page 38 * 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 DateCCYUSD0.00 Payable0.00 09/30/2014 09/30/20140.000.000.000.00 0.000.00 ---70659PAE1750,000.00 PENAR 2013-1A A10.544 11/18/2017 11/18/20150.000.000.001,044.11 0.001,044.11 11/21/201374005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00-6,716.007,515.62 0.00799.62 08/22/201374153WCA50.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.000.00253.09 0.00253.09 08/23/201374153WCA50.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.00-70.90202.47 0.00131.57 01/30/201474153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.00-62.22179.92 0.00117.70 01/30/201474153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.000.00224.90 0.00224.90 08/23/201374256LAC3250,000.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-354.78625.00 0.00270.22 06/30/201474254PYF3500,000.00 PRINCIPAL LIFE INC FDG5.55 04/27/2015 04/27/20150.000.00-6,320.816,937.50 0.00616.69 11/22/2013CCYUSD3.22 Receivable0.00 09/30/2014 09/30/20140.000.000.000.00 0.000.00 ---797355R970.00 SAN DIEGO USD-A-TXBL0.342 07/01/2014 07/01/20140.000.000.000.00 0.000.00 04/30/2013842477TB70.00 STHRN CA PUB PWR-B0.35 07/01/2014 07/01/20140.000.000.000.00 0.000.00 06/06/201389236VAB6325,145.16 TAOT 2013-B A20.48 02/15/2016 12/26/20140.00-0.018.47493.24 0.00501.71 09/18/201389233P4B9750,000.00 TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 06/17/20150.000.00-4,859.875,400.00 0.00540.13 07/10/201491412GUT0250,000.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00396.25 0.00396.25 04/10/201490331HKP7700,000.00 US BANK NA4.95 10/30/2014 10/30/20140.000.00-8,091.938,662.50 0.00570.57 10/11/2013912828WQ91,000,000.00 US TREASURY N/B0.50 06/30/2016 06/30/20160.000.00-103.381,250.00 0.001,146.62 07/01/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-2,845.373,369.57 0.00524.19 07/31/2014912828TF70.00 US TREASURY N/B0.125 07/31/2014 07/31/20140.000.00180.63207.18 0.00387.81 02/14/2013912828UP31,000,000.00 US TREASURY N/B0.25 02/28/2015 02/28/20150.000.0038.71628.49 0.00667.20 08/20/2013912828B821,000,000.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00475.12628.49 0.001,103.61 03/20/201490290KAB1660,000.00 USAOT 2014-1 A20.38 10/17/2016 03/16/20150.000.005.44627.00 0.00632.44 02/28/201492867GAC7262,786.92 VALET 2012-1 A30.85 08/22/2016 03/13/20150.000.00-295.90681.57 0.00385.67 10/08/2013928668AD4500,000.00 VOLKSWAGEN GROUP AMERICA0.447 05/23/2016 05/23/20160.000.000.00572.68 0.00572.68 05/23/2014949917397555,854.40 WFA HERITAGE MONEY MARK-I0.01 09/30/2014 09/30/20140.000.000.0019.01 0.0019.01 ------44,030,714.87 ------ 11/03/2015 07/20/2015-29,450.28-0.01-76,179.66122,101.50 -12,886.3533,035.49 ---Income DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/20148Page 39 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-I555,854.40 CashAAA 0.01 09/30/201409/30/20140.000.00555,854.40555,854.400.00 1.000.00555,854.40555,854.40CCYUSD Receivable3.22 CashAAA 0.00 09/30/201409/30/20140.000.003.223.220.00 1.000.003.223.22CCYUSD Cash0.48 CashAAA 0.00 09/30/201409/30/20140.000.000.480.480.00 1.000.000.480.48------555,858.10 CashAAA --- 09/30/201409/30/20140.000.00555,858.10555,858.100.00 1.000.00555,858.10555,858.10Identifier 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 01/09/201501/09/20150.630.334623,554.20612,266.59513.79 100.456 2,778.89612,780.38615,559.273134G36G0 FREDDIE MAC1,000,000.00 Agency AAA 0.35 03/18/201503/18/20150.2430.1331,001,340.001,000,494.77864.23 100.136126.391,001,359.001,001,485.3913063BN65 CALIFORNIA ST-TXBL750,000.00 Municipal AA- 0.85 02/01/201502/01/20150.850.451750,000.00750,000.00832.50 100.111 1,062.50750,832.50751,895.0002666QK69 AMERICAN HONDA FINANCE700,000.00 Industrial A+ 1.45 02/27/201502/27/20150.5930.266710,276.00702,426.50496.70 100.418958.61702,923.20703,881.813133EA6W3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.27 11/05/201411/05/20140.2640.191,000,100.001,000,005.3866.62 100.007 1,095.001,000,072.001,001,167.0074153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial AA- 0.502 08/19/201508/19/20150.3320.298300,819.00300,465.9370.17 100.179179.92300,536.10300,716.0274153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA- 0.502 08/19/201508/19/20150.5080.298375,000.00375,000.00670.12 100.179224.90375,670.12375,895.023137EADD8 FREDDIE MAC1,000,000.00 Agency AAA 0.50 04/17/201504/17/20150.2720.0871,002,890.001,001,238.57930.43 100.217 2,277.781,002,169.001,004,446.7890331HKP7 US BANK NA700,000.00 Financial A+ 4.95 10/30/201410/30/20140.3540.741733,775.00702,550.72-115.42 100.348 14,533.75702,435.30716,969.053128X33E1 FREDDIE MAC500,000.00 Agency AAA 5.05 01/26/201501/26/20150.2240.205520,410.00507,678.36100.64 101.556 4,559.03507,779.00512,338.0340428HPG1 HSBC USA INC700,000.00 Financial AA- 2.375 02/13/201502/13/20150.720.37717,031.00704,242.041,028.96 100.753 2,216.67705,271.00707,487.67637432MP7 NATIONAL RURAL UTIL COOP279,000.00 Financial A+ 1.00 02/02/201502/02/20150.3650.276282,088.53279,597.4785.80 100.245457.25279,683.27280,140.52637432MP7 NATIONAL RURAL UTIL COOP450,000.00 Financial A+ 1.00 02/02/201502/02/20150.5640.276453,163.50450,660.39441.66 100.245737.50451,102.05451,839.5506406HBN8 BANK OF NEW YORK MELLON750,000.00 Financial AA- 3.10 01/15/201501/15/20150.560.361777,840.00755,485.20484.80 100.796 4,908.33755,970.00760,878.3364952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AAA 1.30 01/12/201501/12/20150.7540.229504,075.00500,763.14745.86 100.302 1,426.39501,509.00502,935.3974005PAR5 PRAXAIR INC650,000.00 Industrial A 4.625 03/30/201503/30/20150.5110.394692,705.00663,140.00565.90 102.10983.51663,705.90663,789.413133EA4S4 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 10/16/201410/16/20140.2130.081,000,430.001,000,015.3259.68 100.008 1,145.831,000,075.001,001,220.83912828UP3 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/28/201502/28/20150.2650.045999,765.63999,936.88922.12 100.086214.091,000,859.001,001,073.0922546QAE7 CREDIT SUISSE NEW YORK250,000.00 Financial A+ 3.50 03/23/201503/23/20150.8140.397260,597.50253,160.98582.27 101.497194.44253,743.25253,937.6989233P4B9 TOYOTA MOTOR CREDIT CORP750,000.00 Industrial AA- 3.20 06/17/201506/17/20150.3410.379770,025.00765,165.13-117.88 102.006 6,933.33765,047.25771,980.5874254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+ 5.55 04/27/201504/27/20150.520.435535,795.00514,290.52366.48 102.931 11,870.83514,657.00526,527.83Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 09/30/2014Return to Table of ContentsDated: 10/02/20149Page 40 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 +Accrued3134G3H78 FREDDIE MAC1,000,000.00 Agency AAA 0.35 12/05/201412/05/20140.2940.0551,000,780.001,000,098.64403.36 100.05 1,127.781,000,502.001,001,629.78459200HD6 IBM CORP750,000.00 Industrial AA- 0.75 05/11/201505/11/20150.5020.216753,525.00751,124.351,070.15 100.293 2,187.50752,194.50754,382.000258M0DA4 AMER EXPRESS CREDIT CO750,000.00 Financial A+ 2.75 09/15/201509/15/20150.4910.522770,385.00766,095.85-408.85 102.092916.67765,687.00766,603.673134G4DE5 FREDDIE MAC1,500,000.00 Agency AAA 0.31 01/09/201501/09/20150.310.0541,500,000.001,500,000.00825.00 100.055 1,059.171,500,825.001,501,884.1724422ESA8 JOHN DEERE CAPITAL CORP660,000.00 Industrial A 0.304 01/12/201501/12/20150.310.193660,000.00660,000.00201.30 100.03439.71660,201.30660,641.013134G4TH1 FREDDIE MAC1,000,000.00 Agency AAA 0.30 07/08/201507/08/20150.2930.1581,000,110.001,000,056.93967.07 100.102691.671,001,024.001,001,715.67------19,424,000.00 ---AA--- 02/27/201502/27/20150.4150.24619,696,480.3619,515,959.6712,653.45 --- 64,407.43 19,528,613.13 19,593,020.56Identifier 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 04/29/201604/29/20160.2810.5151,000,340.001,000,000.00-304.00 99.97 2,111.11999,696.001,001,807.11912828WQ9 US TREASURY N/B1,000,000.00 Government AAA 0.50 06/30/201606/30/20160.4590.461,000,820.311,000,716.93-130.93 100.059 1,263.591,000,586.001,001,849.593133EA4Q8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.50 04/18/201604/18/20160.500.7851,000,000.001,000,000.00-4,451.00 99.555 2,263.89995,549.00997,812.89677520FR4 OH ST-TXB-DEV ASST-A750,000.00 Municipal AA 5.39 10/01/201510/01/20150.3510.376796,050.00787,602.35-72.35 105.004 20,212.50787,530.00807,742.5017305ECH6 CCCIT 2004-A8 A8300,000.00 Asset Backed AAA 4.90 12/12/201612/10/20140.4570.294315,984.38302,548.76134.74 100.894 4,532.50302,683.50307,216.0017305ECH6 CCCIT 2004-A8 A8400,000.00 Asset Backed AAA 4.90 12/12/201612/10/20140.5350.294423,312.50403,337.17240.83 100.894 6,043.33403,578.00409,621.33928668AD4 VOLKSWAGEN GROUP AMERICA500,000.00 Industrial A 0.447 05/23/201605/23/20160.4540.426500,000.00500,000.00234.50 100.047229.99500,234.50500,464.49313373SZ6 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA 2.125 06/10/201606/10/20160.500.5491,030,688.001,027,288.03-748.03 102.654 6,552.081,026,540.001,033,092.0843814EAB1 HAROT 2013-2 A2167,369.64 Asset Backed AAA 0.37 10/16/201511/29/20140.3790.336167,355.50167,367.8511.16 100.00625.80167,379.01167,404.823133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 11/04/201511/04/20150.3820.281997,880.00998,566.311,089.69 99.966 1,020.83999,656.001,000,676.8306050TLU4 BANK OF AMERICA NA500,000.00 Financial A 0.703 02/14/201702/14/20170.7150.623500,000.00500,000.00940.50 100.188468.73500,940.50501,409.23161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA 0.254 05/15/201704/22/20150.2540.251750,000.00750,000.000.00 100.0084.53750,000.00750,084.5336962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+ 0.833 01/08/201601/08/20160.6210.372753,840.00752,128.752,227.25 100.581 1,475.28754,356.00755,831.2843814GAB6 HAROT 2014-2 A2200,000.00 Asset Backed AAA 0.39 09/19/201605/28/20150.3990.427199,984.38199,988.18-34.18 99.97728.17199,954.00199,982.173133EDQW5 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.29 01/21/201601/21/20160.380.518998,680.00998,829.67-1,800.67 99.703563.89997,029.00997,592.89912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3150.2661,025,195.311,022,349.94541.06 102.289 3,369.571,022,891.001,026,260.5755292LAB0 MTBAT 2013-1A A2184,506.70 Asset Backed AAA 0.66 02/16/201612/01/20140.6640.359184,502.86184,505.8693.10 100.0554.12184,598.95184,653.08912828B82 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/29/201602/29/20160.440.297996,328.13997,335.181,844.82 99.918214.09999,180.00999,394.0907330NAE5 BRANCH BANKING & TRUST750,000.00 Financial A+ 0.565 10/28/201510/28/20140.445-0.009750,720.00750,072.81249.69 100.043765.24750,322.50751,087.74Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 09/30/2014Return to Table of ContentsDated: 10/02/201410Page 41 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 +Accrued47787VAB7 JDOT 2014-A A2700,000.00 Asset Backed AAA 0.45 09/15/201605/17/20150.4550.42699,972.63699,980.82162.68 100.02140.00700,143.50700,283.5089236VAB6 TAOT 2013-B A2325,145.16 Asset Backed AAA 0.48 02/15/201612/26/20140.4880.36325,127.31325,139.74100.04 100.02969.36325,239.78325,309.1441284AAB4 HDMOT 2014-1 A2A332,420.96 Asset Backed AAA 0.49 04/15/201807/15/20150.4970.464332,398.46332,403.2490.19 100.02272.39332,493.43332,565.8290290KAB1 USAOT 2014-1 A2660,000.00 Asset Backed AAA 0.38 10/17/201603/16/20150.3860.361659,974.13659,985.2182.11 100.01111.47660,067.32660,178.7970659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA 0.544 11/18/201711/18/20150.5460.449750,000.00750,000.00813.00 100.108147.20750,813.00750,960.203133ECHB3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.45 03/07/201603/07/20160.450.7591,000,000.001,000,000.00-4,432.00 99.557300.00995,568.00995,868.0005578XAB4 BMWOT 2013-A A2168,627.39 Asset Backed AAA 0.41 02/25/201612/22/20140.4160.335168,621.33168,625.2830.26 100.01711.52168,655.55168,667.073134G54C6 FREDDIE MAC1,000,000.00 Agency AAA 0.50 05/20/201605/20/20160.3750.6571,001,250.001,000,791.10-3,407.10 99.738 1,819.44997,384.00999,203.443133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AAA 0.35 03/10/201603/10/20160.520.67199,336.00199,512.88-434.28 99.53940.83199,078.60199,119.433133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.35 03/10/201603/10/20160.4410.67998,200.00998,697.66-3,304.66 99.539204.17995,393.00995,597.1791412GUT0 UNIV OF CALIFORNIA-AN250,000.00 Municipal AA 0.634 05/15/201605/15/20160.6340.699250,000.00250,000.00-502.50 99.799752.88249,497.50250,250.3892867GAC7 VALET 2012-1 A3262,786.92 Asset Backed AAA 0.85 08/22/201603/13/20150.5020.453263,577.33263,142.00112.68 100.17868.25263,254.68263,322.9358768EAC3 MBALT 2014-A A2A750,000.00 Asset Backed AAA 0.48 06/15/201604/29/20150.4840.396749,980.20749,986.81385.94 100.05160.00750,372.75750,532.7531679KAB6 FITAT 2014-2 A2A750,000.00 Asset Backed AAA 0.45 04/17/201708/06/20150.4610.463749,917.58749,931.94-5.44 99.99150.00749,926.50750,076.5074256LAC3 PRINCIPAL LFE GLB FND II250,000.00 Financial A+ 1.00 12/11/201512/11/20150.4340.711252,040.00251,681.36-610.86 100.428763.89251,070.50251,834.393134G53J2 FREDDIE MAC1,000,000.00 Agency AAA 0.55 05/20/201605/20/20160.550.831,000,000.001,000,000.00-4,608.00 99.539 2,001.39995,392.00997,393.393135G0TR4 FANNIE MAE1,000,000.00 Agency AAA 0.65 01/15/201601/15/20150.2380.151,003,130.001,001,189.18236.82 100.143 1,372.221,001,426.001,002,798.225446462Q4 LOS ANGELES SD-L-TXBL400,000.00 Municipal AA 0.486 01/01/201601/01/20160.4860.635400,000.00400,000.00-1,040.00 99.74226.80398,960.00399,186.80------24,050,856.77 ---AA+ --- 05/31/201611/19/20150.4380.46224,195,206.3524,143,704.99-16,264.92 --- 59,691.07 24,127,440.07 24,187,131.14Identifier 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------44,030,714.87 ---AA+ --- 11/03/201507/20/20150.4230.36144,447,544.8144,215,522.77-3,611.47 --- 124,098.50 44,211,911.30 44,336,009.80Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 09/30/2014Return to Table of ContentsDated: 10/02/201411Page 42 * Does not Lock Down.Principal PaydownBuyTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount07/25/201407/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-35,924.20---0.00-35,924.200.00-0.00 0.0035,924.2008/25/201408/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-35,771.62---0.00-35,771.620.00-0.00 0.0035,771.6209/25/201409/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-34,475.61---0.00-34,475.610.00-0.00 0.0034,475.6109/15/201409/15/2014Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-17,579.04---0.00-17,579.040.000.00 0.0017,579.0409/16/201409/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-58,929.62---0.00-58,929.620.000.00 0.0058,929.6208/16/201408/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-62,550.99---0.00-62,550.990.000.00 0.0062,550.9907/16/201407/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-62,715.83---0.00-62,715.830.00-0.00 0.0062,715.8307/15/201407/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-51,288.25---0.00-51,288.250.000.00 0.0051,288.2509/15/201409/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-46,561.26---0.00-46,561.260.000.00 0.0046,561.2608/15/201408/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-51,700.98---0.00-51,700.980.00-0.00 0.0051,700.9808/15/201408/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-60,360.40---0.00-60,360.400.00-0.00 0.0060,360.4009/15/201409/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-56,810.29---0.00-56,810.290.00-0.00 0.0056,810.2907/15/201407/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-62,158.59---0.00-62,158.590.00-0.00 0.0062,158.5909/20/201409/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-37,979.40---0.00-37,979.400.00-0.00 0.0037,979.4008/20/201408/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-32,314.80---0.00-32,314.800.000.00 0.0032,314.8007/20/201407/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-33,271.56---0.00-33,271.560.00-0.00 0.0033,271.56------Principal Paydown --------- ---Direct0.00-740,392.45---0.00-740,392.440.00-0.01 0.00740,392.44Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount07/15/201407/16/2014Buy313373SZ6FEDERAL HOME LOAN BANK2.125 06/10/2016 FIRST TENNESSEE BANK N ABOND1,000,000.001,000,000.00103.0690.001,030,688.002,125.000.00 0.00 -1,032,813.0007/31/201408/01/2014Buy3133EDQW5FEDERAL FARM CREDIT BANK0.29 01/21/2016 GX CLARKE & CO.1,000,000.001,000,000.0099.8680.00998,680.0080.560.00 0.00-998,760.5608/06/201408/07/2014Buy3134G53J2FREDDIE MAC0.55 05/20/2016 CastleOak Securities LP1,000,000.001,000,000.00100.000.001,000,000.001,176.390.00 0.00 -1,001,176.3908/06/201408/19/2014Buy5446462Q4LOS ANGELES SD-L-TXBL0.486 01/01/2016 RAYMOND JAMES &ASSOCIATES400,000.00400,000.00100.000.00400,000.000.000.00 0.00-400,000.0007/08/201407/11/2014Buy677520FR4OH ST-TXB-DEV ASST-A5.39 10/01/2015 Citigroup Global Markets (AU)750,000.00750,000.00106.140.00796,050.0011,229.170.00 0.00-807,279.1707/07/201407/10/2014Buy89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 Goldman Sachs & Co. (AU)750,000.00750,000.00102.670.00770,025.001,533.330.00 0.00-771,558.3307/30/201407/31/2014Buy912828PS3US TREASURY N/B2.00 01/31/2016 Citigroup Global Markets (AU)1,000,000.001,000,000.00102.520.001,025,195.310.000.00 0.00 -1,025,195.3107/22/201407/22/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct33,531.0733,531.071.0033,531.0733,531.070.000.00 0.00-33,531.0707/25/201407/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct36,018.0936,018.091.0036,018.0936,018.090.000.00 0.00-36,018.09Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201412Page 43 Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount07/28/201407/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct12,625.0012,625.001.0012,625.0012,625.000.000.00 0.00-12,625.0007/28/201407/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct1,057.591,057.591.001,057.591,057.590.000.00 0.00-1,057.5907/31/201407/31/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct976,054.69976,054.691.00976,054.69976,054.690.000.00 0.00-976,054.6908/01/201408/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct4,438.034,438.031.004,438.034,438.030.000.00 0.00-4,438.0308/04/201408/04/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct3,645.003,645.001.003,645.003,645.000.000.00 0.00-3,645.0007/08/201407/08/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct3,072.783,072.781.003,072.783,072.780.000.00 0.00-3,072.7807/09/201407/09/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct8,425.008,425.001.008,425.008,425.000.000.00 0.00-8,425.0007/14/201407/14/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct3,250.003,250.001.003,250.003,250.000.000.00 0.00-3,250.0007/15/201407/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct1,033.351,033.351.001,033.351,033.350.000.00 0.00-1,033.3507/15/201407/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct129,554.87129,554.871.00129,554.87129,554.870.000.00 0.00-129,554.8707/16/201407/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct62,824.2362,824.231.0062,824.2362,824.230.000.00 0.00-62,824.2307/01/201407/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct226,296.60226,296.601.00226,296.60226,296.600.000.00 0.00-226,296.6009/30/201409/30/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct15,031.2515,031.251.0015,031.2515,031.250.000.00 0.00-15,031.2509/25/201409/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct34,545.0034,545.001.0034,545.0034,545.000.000.00 0.00-34,545.0009/24/201409/24/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct4,375.004,375.001.004,375.004,375.000.000.00 0.00-4,375.0009/15/201409/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct114,881.36114,881.361.00114,881.36114,881.360.000.00 0.00-114,881.3609/08/201409/08/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct2,250.002,250.001.002,250.002,250.000.000.00 0.00-2,250.0009/10/201409/10/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct2,100.002,100.001.002,100.002,100.000.000.00 0.00-2,100.0009/22/201409/22/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct38,192.4438,192.441.0038,192.4438,192.440.000.00 0.00-38,192.4409/23/201409/23/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct4,375.004,375.001.004,375.004,375.000.000.00 0.00-4,375.0009/16/201409/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct77,021.3677,021.361.0077,021.3677,021.360.000.00 0.00-77,021.3609/18/201409/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct1,815.001,815.001.001,815.001,815.000.000.00 0.00-1,815.0009/18/201409/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct351.98351.981.00351.98351.980.000.00 0.00-351.9808/27/201408/27/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct5,075.005,075.001.005,075.005,075.000.000.00 0.00-5,075.0008/25/201408/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct35,853.2435,853.241.0035,853.2435,853.240.000.00 0.00-35,853.2408/25/201408/25/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct585.00585.001.00585.00585.000.000.00 0.00-585.0009/02/201409/02/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct2,504.702,504.701.002,504.702,504.700.000.00 0.00-2,504.7008/13/201408/13/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct8,312.508,312.501.008,312.508,312.500.000.00 0.00-8,312.5008/14/201408/14/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct888.18888.181.00888.18888.180.000.00 0.00-888.1808/20/201408/20/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct32,550.7232,550.721.0032,550.7232,550.720.000.00 0.00-32,550.7208/18/201408/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct62,705.0562,705.051.0062,705.0562,705.050.000.00 0.00-62,705.05Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201413Page 44 SellMaturitySummaryTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount08/15/201408/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct162.75162.751.00162.75162.750.000.00 0.00-162.7508/15/201408/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct113,589.50113,589.501.00113,589.50113,589.500.000.00 0.00-113,589.50------Buy--------- ------7,958,991.337,958,991.33--- 2,058,991.338,079,629.6416,144.450.00 0.00 -8,095,774.09Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount07/10/201407/10/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-771,558.33-771,558.331.00-771,558.33-771,558.330.000.00 0.00771,558.3307/11/201407/11/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-807,279.17-807,279.171.00-807,279.17-807,279.170.000.00 0.00807,279.1707/16/201407/16/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-1,032,813.00-1,032,813.001.00 -1,032,813.00-1,032,813.000.000.00 0.00 1,032,813.0007/18/201407/18/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-29,110.28-29,110.281.00-29,110.28-29,110.280.000.00 0.0029,110.2807/21/201407/21/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-4,158.38-4,158.381.00-4,158.38-4,158.380.000.00 0.004,158.3809/24/201409/24/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-4,375.00-4,375.001.00-4,375.00-4,375.000.000.00 0.004,375.0009/22/201409/22/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-4,368.85-4,368.851.00-4,368.85-4,368.850.000.00 0.004,368.8508/07/201408/07/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-1,001,176.39-1,001,176.391.00 -1,001,176.39-1,001,176.390.000.00 0.00 1,001,176.3908/19/201408/19/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-398,792.39-398,792.391.00-398,792.39-398,792.390.000.00 0.00398,792.3908/20/201408/20/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-4,294.12-4,294.121.00-4,294.12-4,294.120.000.00 0.004,294.12------Sell949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014 Direct-4,057,925.91-4,057,925.911.00 -4,057,925.91-4,057,925.910.000.00 0.00 4,057,925.91Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount08/01/201408/01/2014Maturity313397A35FREDDIE MAC DISCOUNT NT0.00 08/01/2014 Maturity-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0007/01/201407/01/2014Maturity797355R97SAN DIEGO USD-A-TXBL0.342 07/01/2014 Maturity-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.0007/01/201407/01/2014Maturity842477TB7STHRN CA PUB PWR-B0.35 07/01/2014 Maturity-475,000.00-475,000.00100.000.00-475,000.000.000.00 0.00475,000.0007/31/201407/31/2014Maturity912828TF7US TREASURY N/B0.125 07/31/2014 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-4,225,000.00-4,225,000.00100.000.00-4,225,000.000.000.00 0.00 4,225,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount------------------ -------323,934.58-1,064,327.03--- -1,998,934.58-943,688.7116,144.45-0.01 0.00927,544.26Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201414Page 45 * Grouped By: Transaction Type. * Groups Sorted By: Transaction Type. * Showing transactions with Trade Date within selected date range. * The Transaction Detail/Trading Activity reports provide our most up-to-date transactional details. As such, these reports are subject to change even after the other reports on the website have been locked down. While these reports can be useful tools in understanding recent activity,due to their dynamic nature we do not recommend using them for booking journal entries or reconciliation.Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201415Page 46 * Does not Lock Down.ReceivableSettledEntry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount09/30/2014 09/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014---3.2209/30/2014 09/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014---3.22Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount09/15/2014 09/15/2014 Coupon0.00 0258M0DA4AMER EXPRESS CREDIT CO2.75 09/15/2015---10,312.5008/27/2014 08/27/2014 Coupon0.00 02666QK69AMERICAN HONDA FINANCE1.45 02/27/2015---5,075.0007/25/2014 07/25/2014 Principal Paydown-35,924.20 05578XAB4BMWOT 2013-A A20.41 02/25/2016---35,924.2007/25/2014 07/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---93.8908/25/2014 08/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---81.6208/25/2014 08/25/2014 Principal Paydown-35,771.62 05578XAB4BMWOT 2013-A A20.41 02/25/2016---35,771.6209/25/2014 09/25/2014 Principal Paydown-34,475.61 05578XAB4BMWOT 2013-A A20.41 02/25/2016---34,475.6109/25/2014 09/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---69.3908/14/2014 08/14/2014 Coupon0.00 06050TLU4BANK OF AMERICA NA0.703 02/14/2017---888.1807/15/2014 07/15/2014 Coupon0.00 06406HBN8BANK OF NEW YORK MELLON3.10 01/15/2015---11,625.0007/28/2014 07/28/2014 Coupon0.00 07330NAE5BRANCH BANKING & TRUST0.565 10/28/2015---1,057.5908/01/2014 08/01/2014 Coupon0.00 13063BN65CALIFORNIA ST-TXBL0.85 02/01/2015---3,187.5007/15/2014 07/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.252 05/15/2017---152.1008/15/2014 08/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.255 05/15/2017---162.7509/15/2014 09/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.254 05/15/2017---164.6909/23/2014 09/23/2014 Coupon0.00 22546QAE7CREDIT SUISSE NEW YORK3.50 03/23/2015---4,375.0007/14/2014 07/14/2014 Coupon0.00 24422ESA8JOHN DEERE CAPITAL CORP0.304 01/12/2015---495.5807/26/2014 07/26/2014 Coupon0.00 3128X33E1FREDDIE MAC5.05 01/26/2015---12,625.0007/15/2014 07/16/2014 Buy1,000,000.00 313373SZ6FEDERAL HOME LOAN BANK2.125 06/10/2016103.069-1,032,813.0008/01/2014 08/01/2014 Maturity-1,000,000.00 313397A35FREDDIE MAC DISCOUNT NT0.00 08/01/2014100.001,000,000.0009/07/2014 09/07/2014 Coupon0.00 3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016---2,250.0009/10/2014 09/10/2014 Coupon0.00 3133EDGM8FEDERAL FARM CREDIT BANK0.35 03/10/2016---2,100.0007/31/2014 08/01/2014 Buy1,000,000.00 3133EDQW5FEDERAL FARM CREDIT BANK0.29 01/21/201699.868-998,760.5609/18/2014 09/18/2014 Coupon0.00 3134G36G0FREDDIE MAC0.35 03/18/2015---1,750.0007/09/2014 07/09/2014 Coupon0.00 3134G4DE5FREDDIE MAC0.31 01/09/2015---2,325.0007/08/2014 07/08/2014 Coupon0.00 3134G4TH1FREDDIE MAC0.30 07/08/2015---1,500.0008/06/2014 08/07/2014 Buy1,000,000.00 3134G53J2FREDDIE MAC0.55 05/20/2016100.00-1,001,176.3907/15/2014 07/15/2014 Coupon0.00 3135G0TR4FANNIE MAE0.65 01/15/2016---3,250.0008/15/2014 08/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2509/15/2014 09/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2507/15/2014 07/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---318.7507/08/2014 07/08/2014 Coupon0.00 36962G6Q2GENERAL ELEC CAP CORP0.833 01/08/2016---1,572.7808/13/2014 08/13/2014 Coupon0.00 40428HPG1HSBC USA INC2.375 02/13/2015---8,312.5007/15/2014 07/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---142.9208/15/2014 08/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---142.9209/15/2014 09/15/2014 Principal Paydown-17,579.04 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---17,579.0409/15/2014 09/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---142.9209/16/2014 09/16/2014 Principal Paydown-58,929.62 43814EAB1HAROT 2013-2 A20.37 10/16/2015---58,929.6209/16/2014 09/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---69.7808/16/2014 08/16/2014 Principal Paydown-62,550.99 43814EAB1HAROT 2013-2 A20.37 10/16/2015---62,550.9908/16/2014 08/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---89.0607/16/2014 07/16/2014 Principal Paydown-62,715.83 43814EAB1HAROT 2013-2 A20.37 10/16/2015---62,715.83Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201416Page 47 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount07/16/2014 07/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---108.4007/18/2014 07/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0008/18/2014 08/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0009/18/2014 09/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0009/15/2014 09/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5008/15/2014 08/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5007/15/2014 07/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5008/06/2014 08/19/2014 Buy400,000.00 5446462Q4LOS ANGELES SD-L-TXBL0.486 01/01/2016100.00-400,000.0007/15/2014 07/15/2014 Principal Paydown-51,288.25 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---51,288.2507/15/2014 07/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---183.7309/15/2014 09/15/2014 Principal Paydown-46,561.26 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---46,561.2609/15/2014 09/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---127.0908/15/2014 08/15/2014 Principal Paydown-51,700.98 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---51,700.9808/15/2014 08/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---155.5209/15/2014 09/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0007/15/2014 07/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0008/15/2014 08/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0007/09/2014 07/09/2014 Coupon0.00 59217GAM1MET LIFE GLOB FUNDING I2.00 01/09/2015---6,100.0008/02/2014 08/02/2014 Coupon0.00 637432MP7NATIONAL RURAL UTIL COOP1.00 02/02/2015---3,645.0007/12/2014 07/12/2014 Coupon0.00 64952WBE2NEW YORK LIFE GLOBAL FDG1.30 01/12/2015---3,250.0007/08/2014 07/11/2014 Buy750,000.00 677520FR4OH ST-TXB-DEV ASST-A5.39 10/01/2015106.14-807,279.1709/18/2014 09/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.544 11/18/2017---351.9808/18/2014 08/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.545 11/18/2017---352.2707/18/2014 07/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.545 11/18/2017---340.0009/30/2014 09/30/2014 Coupon0.00 74005PAR5PRAXAIR INC4.625 03/30/2015---15,031.2508/19/2014 08/19/2014 Coupon0.00 74153WCA5PRICOA GLOBAL FUNDING 10.502 08/19/2015---855.3407/01/2014 07/01/2014 Coupon0.00 797355R97SAN DIEGO USD-A-TXBL0.342 07/01/2014---1,282.5007/01/2014 07/01/2014 Maturity-750,000.00 797355R97SAN DIEGO USD-A-TXBL0.342 07/01/2014100.00750,000.0007/01/2014 07/01/2014 Coupon0.00 842477TB7STHRN CA PUB PWR-B0.35 07/01/2014---831.2507/01/2014 07/01/2014 Maturity-475,000.00 842477TB7STHRN CA PUB PWR-B0.35 07/01/2014100.00475,000.0007/07/2014 07/10/2014 Buy750,000.00 89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015102.67-771,558.3308/15/2014 08/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---176.9308/15/2014 08/15/2014 Principal Paydown-60,360.40 89236VAB6TAOT 2013-B A20.48 02/15/2016---60,360.4009/15/2014 09/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---152.7809/15/2014 09/15/2014 Principal Paydown-56,810.29 89236VAB6TAOT 2013-B A20.48 02/15/2016---56,810.2907/15/2014 07/15/2014 Principal Paydown-62,158.59 89236VAB6TAOT 2013-B A20.48 02/15/2016---62,158.5907/15/2014 07/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---201.7908/15/2014 08/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0007/15/2014 07/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0009/15/2014 09/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0008/31/2014 08/31/2014 Coupon0.00 912828B82US TREASURY N/B0.25 02/29/2016---1,250.0007/30/2014 07/31/2014 Buy1,000,000.00 912828PS3US TREASURY N/B2.00 01/31/2016102.52-1,025,195.3107/31/2014 07/31/2014 Coupon0.00 912828TF7US TREASURY N/B0.125 07/31/2014---1,250.0007/31/2014 07/31/2014 Maturity-2,000,000.00 912828TF7US TREASURY N/B0.125 07/31/2014100.002,000,000.0008/31/2014 08/31/2014 Coupon0.00 912828UP3US TREASURY N/B0.25 02/28/2015---1,250.0008/25/2014 08/25/2014 Coupon0.00 928668AD4VOLKSWAGEN GROUP AMERICA0.455 05/23/2016---585.0009/20/2014 09/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---213.0409/20/2014 09/20/2014 Principal Paydown-37,979.40 92867GAC7VALET 2012-1 A30.85 08/22/2016---37,979.4008/20/2014 08/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---235.9308/20/2014 08/20/2014 Principal Paydown-32,314.80 92867GAC7VALET 2012-1 A30.85 08/22/2016---32,314.8007/20/2014 07/20/2014 Principal Paydown-33,271.56 92867GAC7VALET 2012-1 A30.85 08/22/2016---33,271.56Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201417Page 48 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount07/20/2014 07/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---259.5007/22/2014 07/22/2014 Buy33,531.07 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-33,531.0707/25/2014 07/25/2014 Buy36,018.09 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-36,018.0907/28/2014 07/28/2014 Buy12,625.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-12,625.0007/28/2014 07/28/2014 Buy1,057.59 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-1,057.5907/31/2014 07/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014---11.0907/31/2014 07/31/2014 Buy976,054.69 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-976,054.6908/01/2014 08/01/2014 Buy4,438.03 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-4,438.0308/04/2014 08/04/2014 Buy3,645.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-3,645.0007/08/2014 07/08/2014 Buy3,072.78 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-3,072.7807/09/2014 07/09/2014 Buy8,425.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-8,425.0007/10/2014 07/10/2014 Sell-771,558.33 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00771,558.3307/11/2014 07/11/2014 Sell-807,279.17 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00807,279.1707/14/2014 07/14/2014 Buy3,250.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-3,250.0007/15/2014 07/15/2014 Buy1,033.35 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-1,033.3507/15/2014 07/15/2014 Buy129,554.87 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-129,554.8707/16/2014 07/16/2014 Sell-1,032,813.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.001,032,813.0007/16/2014 07/16/2014 Buy62,824.23 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-62,824.2307/18/2014 07/18/2014 Sell-29,110.28 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.0029,110.2807/21/2014 07/21/2014 Sell-4,158.38 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.004,158.3807/01/2014 07/01/2014 Buy226,296.60 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-226,296.6009/30/2014 09/30/2014 Buy15,031.25 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-15,031.2509/25/2014 09/25/2014 Buy34,545.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-34,545.0009/24/2014 09/24/2014 Buy4,375.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-4,375.0009/24/2014 09/24/2014 Sell-4,375.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.004,375.0009/15/2014 09/15/2014 Buy114,881.36 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-114,881.3609/08/2014 09/08/2014 Buy2,250.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-2,250.0009/10/2014 09/10/2014 Buy2,100.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-2,100.0009/22/2014 09/22/2014 Sell-4,368.85 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.004,368.8509/22/2014 09/22/2014 Buy38,192.44 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-38,192.4409/23/2014 09/23/2014 Buy4,375.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-4,375.0009/16/2014 09/16/2014 Buy77,021.36 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-77,021.3609/18/2014 09/18/2014 Buy1,815.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-1,815.0009/18/2014 09/18/2014 Buy351.98 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-351.9808/27/2014 08/27/2014 Buy5,075.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-5,075.0008/25/2014 08/25/2014 Buy35,853.24 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-35,853.2408/25/2014 08/25/2014 Buy585.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-585.0009/02/2014 09/02/2014 Buy2,504.70 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-2,504.7008/31/2014 08/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/2014---4.7008/13/2014 08/13/2014 Buy8,312.50 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-8,312.5008/14/2014 08/14/2014 Buy888.18 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-888.1808/07/2014 08/07/2014 Sell-1,001,176.39 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.001,001,176.3908/19/2014 08/19/2014 Sell-398,792.39 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00398,792.3908/20/2014 08/20/2014 Sell-4,294.12 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.004,294.1208/20/2014 08/20/2014 Buy32,550.72 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-32,550.7208/18/2014 08/18/2014 Buy62,705.05 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-62,705.0508/15/2014 08/15/2014 Buy162.75 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-162.7508/15/2014 08/15/2014 Buy113,589.50 949917397WFA HERITAGE MONEY MARK-I0.01 09/30/20141.00-113,589.5009/22/2014 09/22/2014 Management Fee0.00 CCYUSDUS Dollar0.00 09/30/2014----4,368.8508/20/2014 08/20/2014 Management Fee0.00 CCYUSDUS Dollar0.00 09/30/2014----4,294.1207/18/2014 07/18/2014 Cash Transfer0.00 CCYUSDUS Dollar0.00 09/30/2014----29,450.28Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201418Page 49 Summary * Grouped By: Status. * Groups Sorted By: Status. * Showing transactions with Entry Date within selected date range. * The Transaction Detail/Trading Activity reports provide our most up-to-date transactional details. As such, these reports are subject to change even after the other reports on the website have been locked down. While these reports can be useful tools in understanding recent activity,due to their dynamic nature we do not recommend using them for booking journal entries or reconciliation.Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount07/21/2014 07/21/2014 Management Fee0.00 CCYUSDUS Dollar0.00 09/30/2014----4,223.38----------1,064,327.03 --------- ------1,000,817.14Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount----------1,064,327.03 --------- ------1,000,820.36Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201419Page 50 * Does not Lock Down.ReceivableSettledEntry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount09/30/201409/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I3.2209/30/201409/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I3.22Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount09/15/201409/15/2014Coupon0.00 0258M0DA4AXP AMER EXPRESS CREDIT CO10,312.5008/27/201408/27/2014Coupon0.00 02666QK69HNDA AMERICAN HONDA FINANCE5,075.0007/25/201407/25/2014Principal Paydown-35,924.20 05578XAB4BMWOT BMWOT 2013-A A235,924.2007/25/201407/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A293.8908/25/201408/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A281.6208/25/201408/25/2014Principal Paydown-35,771.62 05578XAB4BMWOT BMWOT 2013-A A235,771.6209/25/201409/25/2014Principal Paydown-34,475.61 05578XAB4BMWOT BMWOT 2013-A A234,475.6109/25/201409/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A269.3908/14/201408/14/2014Coupon0.00 06050TLU4BAC BANK OF AMERICA NA888.1807/15/201407/15/2014Coupon0.00 06406HBN8BKBANK OF NEW YORK MELLON11,625.0007/28/201407/28/2014Coupon0.00 07330NAE5BBT BRANCH BANKING & TRUST1,057.5908/01/201408/01/2014Coupon0.00 13063BN65CAS CALIFORNIA ST-TXBL3,187.5007/15/201407/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4152.1008/15/201408/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4162.7509/15/201409/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4164.6909/23/201409/23/2014Coupon0.00 22546QAE7CSCREDIT SUISSE NEW YORK4,375.0007/14/201407/14/2014Coupon0.00 24422ESA8DEJOHN DEERE CAPITAL CORP495.5807/26/201407/26/2014Coupon0.00 3128X33E1FHLMC FREDDIE MAC12,625.0007/15/201407/16/2014Buy1,000,000.00 313373SZ6FHLB FEDERAL HOME LOAN BANK-1,032,813.0008/01/201408/01/2014Maturity-1,000,000.00 313397A35FREDN FREDDIE MAC DISCOUNT NT1,000,000.0009/07/201409/07/2014Coupon0.00 3133ECHB3FFCB FEDERAL FARM CREDIT BANK2,250.0009/10/201409/10/2014Coupon0.00 3133EDGM8FFCB FEDERAL FARM CREDIT BANK2,100.0007/31/201408/01/2014Buy1,000,000.00 3133EDQW5FFCB FEDERAL FARM CREDIT BANK-998,760.5609/18/201409/18/2014Coupon0.00 3134G36G0FHLMC FREDDIE MAC1,750.0007/09/201407/09/2014Coupon0.00 3134G4DE5FHLMC FREDDIE MAC2,325.0007/08/201407/08/2014Coupon0.00 3134G4TH1FHLMC FREDDIE MAC1,500.0008/06/201408/07/2014Buy1,000,000.00 3134G53J2FHLMC FREDDIE MAC-1,001,176.3907/15/201407/15/2014Coupon0.00 3135G0TR4FNMA FANNIE MAE3,250.0008/15/201408/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.2509/15/201409/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.2507/15/201407/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A318.7507/08/201407/08/2014Coupon0.00 36962G6Q2GEGENERAL ELEC CAP CORP1,572.7808/13/201408/13/2014Coupon0.00 40428HPG1HSBC HSBC USA INC8,312.5007/15/201407/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A142.9208/15/201408/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A142.9209/15/201409/15/2014Principal Paydown-17,579.04 41284AAB4HDMOT HDMOT 2014-1 A2A17,579.0409/15/201409/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A142.9209/16/201409/16/2014Principal Paydown-58,929.62 43814EAB1HAROT HAROT 2013-2 A258,929.6209/16/201409/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A269.7808/16/201408/16/2014Principal Paydown-62,550.99 43814EAB1HAROT HAROT 2013-2 A262,550.9908/16/201408/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A289.0607/16/201407/16/2014Principal Paydown-62,715.83 43814EAB1HAROT HAROT 2013-2 A262,715.8307/16/201407/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A2108.40MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201420Page 51 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount07/18/201407/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0008/18/201408/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0009/18/201409/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0009/15/201409/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5008/15/201408/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5007/15/201407/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5008/06/201408/19/2014Buy400,000.00 5446462Q4LOSSCD LOS ANGELES SD-L-TXBL-400,000.0007/15/201407/15/2014Principal Paydown-51,288.25 55292LAB0MTBAT MTBAT 2013-1A A251,288.2507/15/201407/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2183.7309/15/201409/15/2014Principal Paydown-46,561.26 55292LAB0MTBAT MTBAT 2013-1A A246,561.2609/15/201409/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2127.0908/15/201408/15/2014Principal Paydown-51,700.98 55292LAB0MTBAT MTBAT 2013-1A A251,700.9808/15/201408/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2155.5209/15/201409/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0007/15/201407/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0008/15/201408/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0007/09/201407/09/2014Coupon0.00 59217GAM1MET MET LIFE GLOB FUNDING I6,100.0008/02/201408/02/2014Coupon0.00 637432MP7NRUC NATIONAL RURAL UTIL COOP3,645.0007/12/201407/12/2014Coupon0.00 64952WBE2NYLIFE NEW YORK LIFE GLOBAL FDG3,250.0007/08/201407/11/2014Buy750,000.00 677520FR4OHS OH ST-TXB-DEV ASST-A-807,279.1709/18/201409/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1351.9808/18/201408/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1352.2707/18/201407/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1340.0009/30/201409/30/2014Coupon0.00 74005PAR5PXPRAXAIR INC15,031.2508/19/201408/19/2014Coupon0.00 74153WCA5PRU PRICOA GLOBAL FUNDING 1855.3407/01/201407/01/2014Coupon0.00 797355R97SDGSCD SAN DIEGO USD-A-TXBL1,282.5007/01/201407/01/2014Maturity-750,000.00 797355R97SDGSCD SAN DIEGO USD-A-TXBL750,000.0007/01/201407/01/2014Coupon0.00 842477TB7STNPWR STHRN CA PUB PWR-B831.2507/01/201407/01/2014Maturity-475,000.00 842477TB7STNPWR STHRN CA PUB PWR-B475,000.0007/07/201407/10/2014Buy750,000.00 89233P4B9TOYOTA TOYOTA MOTOR CREDIT CORP-771,558.3308/15/201408/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2176.9308/15/201408/15/2014Principal Paydown-60,360.40 89236VAB6TAOT TAOT 2013-B A260,360.4009/15/201409/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2152.7809/15/201409/15/2014Principal Paydown-56,810.29 89236VAB6TAOT TAOT 2013-B A256,810.2907/15/201407/15/2014Principal Paydown-62,158.59 89236VAB6TAOT TAOT 2013-B A262,158.5907/15/201407/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2201.7908/15/201408/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0007/15/201407/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0009/15/201409/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0008/31/201408/31/2014Coupon0.00 912828B82TUS TREASURY N/B1,250.0007/30/201407/31/2014Buy1,000,000.00 912828PS3TUS TREASURY N/B-1,025,195.3107/31/201407/31/2014Coupon0.00 912828TF7TUS TREASURY N/B1,250.0007/31/201407/31/2014Maturity-2,000,000.00 912828TF7TUS TREASURY N/B2,000,000.0008/31/201408/31/2014Coupon0.00 912828UP3TUS TREASURY N/B1,250.0008/25/201408/25/2014Coupon0.00 928668AD4VWVOLKSWAGEN GROUP AMERICA585.0009/20/201409/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3213.0409/20/201409/20/2014Principal Paydown-37,979.40 92867GAC7VALET VALET 2012-1 A337,979.4008/20/201408/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3235.9308/20/201408/20/2014Principal Paydown-32,314.80 92867GAC7VALET VALET 2012-1 A332,314.8007/20/201407/20/2014Principal Paydown-33,271.56 92867GAC7VALET VALET 2012-1 A333,271.5607/20/201407/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3259.5007/22/201407/22/2014Buy33,531.07 949917397SHIXX WFA HERITAGE MONEY MARK-I-33,531.07MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201421Page 52 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount07/25/201407/25/2014Buy36,018.09 949917397SHIXX WFA HERITAGE MONEY MARK-I-36,018.0907/28/201407/28/2014Buy12,625.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-12,625.0007/28/201407/28/2014Buy1,057.59 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,057.5907/31/201407/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I11.0907/31/201407/31/2014Buy976,054.69 949917397SHIXX WFA HERITAGE MONEY MARK-I-976,054.6908/01/201408/01/2014Buy4,438.03 949917397SHIXX WFA HERITAGE MONEY MARK-I-4,438.0308/04/201408/04/2014Buy3,645.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,645.0007/08/201407/08/2014Buy3,072.78 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,072.7807/09/201407/09/2014Buy8,425.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-8,425.0007/10/201407/10/2014Sell-771,558.33 949917397SHIXX WFA HERITAGE MONEY MARK-I771,558.3307/11/201407/11/2014Sell-807,279.17 949917397SHIXX WFA HERITAGE MONEY MARK-I807,279.1707/14/201407/14/2014Buy3,250.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,250.0007/15/201407/15/2014Buy1,033.35 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,033.3507/15/201407/15/2014Buy129,554.87 949917397SHIXX WFA HERITAGE MONEY MARK-I-129,554.8707/16/201407/16/2014Sell-1,032,813.00 949917397SHIXX WFA HERITAGE MONEY MARK-I1,032,813.0007/16/201407/16/2014Buy62,824.23 949917397SHIXX WFA HERITAGE MONEY MARK-I-62,824.2307/18/201407/18/2014Sell-29,110.28 949917397SHIXX WFA HERITAGE MONEY MARK-I29,110.2807/21/201407/21/2014Sell-4,158.38 949917397SHIXX WFA HERITAGE MONEY MARK-I4,158.3807/01/201407/01/2014Buy226,296.60 949917397SHIXX WFA HERITAGE MONEY MARK-I-226,296.6009/30/201409/30/2014Buy15,031.25 949917397SHIXX WFA HERITAGE MONEY MARK-I-15,031.2509/25/201409/25/2014Buy34,545.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-34,545.0009/24/201409/24/2014Buy4,375.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-4,375.0009/24/201409/24/2014Sell-4,375.00 949917397SHIXX WFA HERITAGE MONEY MARK-I4,375.0009/15/201409/15/2014Buy114,881.36 949917397SHIXX WFA HERITAGE MONEY MARK-I-114,881.3609/08/201409/08/2014Buy2,250.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,250.0009/10/201409/10/2014Buy2,100.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,100.0009/22/201409/22/2014Sell-4,368.85 949917397SHIXX WFA HERITAGE MONEY MARK-I4,368.8509/22/201409/22/2014Buy38,192.44 949917397SHIXX WFA HERITAGE MONEY MARK-I-38,192.4409/23/201409/23/2014Buy4,375.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-4,375.0009/16/201409/16/2014Buy77,021.36 949917397SHIXX WFA HERITAGE MONEY MARK-I-77,021.3609/18/201409/18/2014Buy1,815.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,815.0009/18/201409/18/2014Buy351.98 949917397SHIXX WFA HERITAGE MONEY MARK-I-351.9808/27/201408/27/2014Buy5,075.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-5,075.0008/25/201408/25/2014Buy35,853.24 949917397SHIXX WFA HERITAGE MONEY MARK-I-35,853.2408/25/201408/25/2014Buy585.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-585.0009/02/201409/02/2014Buy2,504.70 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,504.7008/31/201408/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I4.7008/13/201408/13/2014Buy8,312.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-8,312.5008/14/201408/14/2014Buy888.18 949917397SHIXX WFA HERITAGE MONEY MARK-I-888.1808/07/201408/07/2014Sell-1,001,176.39 949917397SHIXX WFA HERITAGE MONEY MARK-I1,001,176.3908/19/201408/19/2014Sell-398,792.39 949917397SHIXX WFA HERITAGE MONEY MARK-I398,792.3908/20/201408/20/2014Sell-4,294.12 949917397SHIXX WFA HERITAGE MONEY MARK-I4,294.1208/20/201408/20/2014Buy32,550.72 949917397SHIXX WFA HERITAGE MONEY MARK-I-32,550.7208/18/201408/18/2014Buy62,705.05 949917397SHIXX WFA HERITAGE MONEY MARK-I-62,705.0508/15/201408/15/2014Buy162.75 949917397SHIXX WFA HERITAGE MONEY MARK-I-162.7508/15/201408/15/2014Buy113,589.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-113,589.5009/22/201409/22/2014Management Fee0.00 CCYUSDUSD US Dollar-4,368.8508/20/201408/20/2014Management Fee0.00 CCYUSDUSD US Dollar-4,294.1207/18/201407/18/2014Cash Transfer0.00 CCYUSDUSD US Dollar-29,450.2807/21/201407/21/2014Management Fee0.00 CCYUSDUSD US Dollar-4,223.38----------1,064,327.03 ---------1,000,817.14MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201422Page 53 Summary * Grouped By: Status. * Groups Sorted By: Status. * Showing transactions with Entry Date within selected date range. * The Transaction Detail/Trading Activity reports provide our most up-to-date transactional details. As such, these reports are subject to change even after the other reports on the website have been locked down. While these reports can be useful tools in understanding recent activity,due to their dynamic nature we do not recommend using them for booking journal entries or reconciliation.Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount----------1,064,327.03 ---------1,000,820.36MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201423Page 54 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 +Accrued89236VAB6TAOT 2013-B A2504,803.540.000.000.00-179,329.280.008.47-38.26-0.01-135.320.00325,309.1405578XAB4BMWOT 2013-A A2274,886.300.000.000.00-106,171.430.003.12-7.26-0.01-43.660.00168,667.0755292LAB0MTBAT 2013-1A A2334,398.040.000.000.00-149,550.490.002.25-43.87-0.00-152.860.00184,653.08949917397WFA HERITAGE MONEY MARK-I2,554,788.982,058,991.33-4,057,925.910.000.000.000.000.000.000.000.00555,854.403135G0WG4FANNIE MAE1,000,868.110.000.000.000.000.00-170.001,250.000.00-141.000.001,001,807.113134G36G0FREDDIE MAC1,002,626.390.000.000.000.000.00-270.95-875.000.004.950.001,001,485.39912828WQ9US TREASURY N/B1,000,872.590.000.000.000.000.00-103.381,250.000.00-169.620.001,001,849.59313373SZ6FEDERAL HOME LOAN BANK0.001,030,688.000.000.000.000.00-3,399.976,552.080.00-748.030.001,033,092.083133EDGC0FEDERAL FARM CREDIT BANK1,001,080.830.000.000.000.000.00330.58625.000.00-1,359.580.001,000,676.83161571FY5CHAIT 2013-A4 A4749,879.920.000.000.000.000.000.005.860.00198.750.00750,084.5313063BN65CALIFORNIA ST-TXBL754,343.750.000.000.000.000.000.00-1,593.750.00-855.000.00751,895.0002666QK69AMERICAN HONDA FINANCE708,207.810.000.000.000.000.00-1,498.24-2,537.500.00-290.260.00703,881.813137EADD8FREDDIE MAC1,003,909.780.000.000.000.000.00-575.501,250.000.00-137.500.001,004,446.7890331HKP7US BANK NA716,544.850.000.000.000.000.00-8,091.938,662.500.00-146.370.00716,969.053128X33E1FREDDIE MAC524,706.030.000.000.000.000.00-6,037.68-6,312.500.00-17.820.00512,338.0343814GAB6HAROT 2014-2 A2199,998.170.000.000.000.000.002.630.000.00-18.630.00199,982.17912828PS3US TREASURY N/B0.001,025,195.310.000.000.000.00-2,845.373,369.570.00541.060.001,026,260.5707330NAE5BRANCH BANKING & TRUST751,436.800.000.000.000.000.00-248.0921.440.00-122.410.00751,087.74842477TB7STHRN CA PUB PWR-B475,831.250.000.00-475,000.000.000.000.00-831.250.000.000.000.0006406HBN8BANK OF NEW YORK MELLON771,971.580.000.000.000.000.00-4,760.74-5,812.500.00-520.010.00760,878.3390290KAB1USAOT 2014-1 A2660,194.630.000.000.000.000.005.440.000.00-21.280.00660,178.7970659PAE1PENAR 2013-1A A1751,261.080.000.000.000.000.000.00-0.140.00-300.750.00750,960.20912828TF7US TREASURY N/B2,001,042.820.000.00-2,000,000.000.000.00180.63-1,042.820.00-180.630.000.003134G54C6FREDDIE MAC1,000,719.440.000.000.000.000.00-315.071,250.000.00-2,450.930.00999,203.44912828UP3US TREASURY N/B1,001,890.600.000.000.000.000.0038.71-621.510.00-234.710.001,001,073.09313397A35FREDDIE MAC DISCOUNT NT999,974.000.000.00-1,000,000.000.000.00163.610.000.00-137.610.000.0091412GUT0UNIV OF CALIFORNIA-AN250,149.120.000.000.000.000.000.00396.250.00-295.000.00250,250.38459200HD6IBM CORP753,968.750.000.000.000.000.00-465.951,406.250.00-527.050.00754,382.000258M0DA4AMER EXPRESS CREDIT CO775,716.170.000.000.000.000.00-4,243.03-5,156.250.00286.780.00766,603.6758768EAC3MBALT 2014-A A2A750,689.500.000.000.000.000.003.480.000.00-160.230.00750,532.75Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201424Page 55 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 +Accrued31679KAB6FITAT 2014-2 A2A750,066.750.000.000.000.000.0010.47-37.500.0036.780.00750,076.503134G53J2FREDDIE MAC0.001,000,000.000.000.000.000.000.002,001.390.00-4,608.000.00997,393.393134G4TH1FREDDIE MAC1,002,200.670.000.000.000.000.00-18.71-750.000.00283.710.001,001,715.673135G0TR4FANNIE MAE1,004,755.220.000.000.000.000.00-1,032.11-1,625.000.00700.110.001,002,798.225446462Q4LOS ANGELES SD-L-TXBL0.00400,000.000.000.000.000.000.00226.800.00-1,040.000.00399,186.8059217GAM1MET LIFE GLOB FUNDING I620,780.870.000.000.000.000.00-2,085.26-3,050.000.00-86.340.00615,559.273133EA4Q8FEDERAL FARM CREDIT BANK1,000,424.890.000.000.000.000.000.001,250.000.00-3,862.000.00997,812.89677520FR4OH ST-TXB-DEV ASST-A0.00796,050.000.000.000.000.00-8,447.6520,212.500.00-72.350.00807,742.5017305ECH6CCCIT 2004-A8 A8306,987.400.000.000.000.000.00-3,349.803,675.000.00-96.600.00307,216.0017305ECH6CCCIT 2004-A8 A8409,316.530.000.000.000.000.00-4,385.994,900.000.00-209.210.00409,621.33928668AD4VOLKSWAGEN GROUP AMERICA500,514.810.000.000.000.000.000.00-12.320.00-38.000.00500,464.4906050TLU4BANK OF AMERICA NA500,984.400.000.000.000.000.000.005.330.00419.500.00501,409.23797355R97SAN DIEGO USD-A-TXBL751,282.500.000.00-750,000.000.000.000.00-1,282.500.000.000.000.0036962G6Q2GENERAL ELEC CAP CORP756,438.550.000.000.000.000.00-422.0823.480.00-208.670.00755,831.283133EA6W3FEDERAL FARM CREDIT BANK1,000,959.000.000.000.000.000.00-14.15675.000.00-452.850.001,001,167.0074153WCA5PRICOA GLOBAL FUNDING 1376,079.720.000.000.000.000.000.002.800.00-187.500.00375,895.0274153WCA5PRICOA GLOBAL FUNDING 1300,863.780.000.000.000.000.00-133.122.240.00-16.880.00300,716.023133EDQW5FEDERAL FARM CREDIT BANK0.00998,680.000.000.000.000.00149.67563.890.00-1,800.670.00997,592.89912828B82US TREASURY N/B999,858.600.000.000.000.000.00475.12-621.510.00-318.120.00999,394.0940428HPG1HSBC USA INC715,083.020.000.000.000.000.00-2,890.87-4,156.250.00-548.230.00707,487.6747787VAB7JDOT 2014-A A2700,329.700.000.000.000.000.004.300.000.00-50.500.00700,283.50637432MP7NATIONAL RURAL UTIL COOP281,288.880.000.000.000.000.00-443.28-697.500.00-7.580.00280,140.52637432MP7NATIONAL RURAL UTIL COOP453,691.750.000.000.000.000.00-489.97-1,125.000.00-237.230.00451,839.5564952WBE2NEW YORK LIFE GLOBAL FDG505,523.890.000.000.000.000.00-681.64-1,625.000.00-281.860.00502,935.393133ECHB3FEDERAL FARM CREDIT BANK1,000,810.000.000.000.000.000.000.00-1,125.000.00-3,817.000.00995,868.0074005PAR5PRAXAIR INC678,300.980.000.000.000.000.00-6,716.00-7,515.620.00-279.950.00663,789.413133EA4S4FEDERAL FARM CREDIT BANK1,000,981.830.000.000.000.000.00-93.97625.000.00-292.030.001,001,220.8322546QAE7CREDIT SUISSE NEW YORK257,847.190.000.000.000.000.00-1,680.98-2,187.500.00-41.020.00253,937.693133EDGM8FEDERAL FARM CREDIT BANK199,960.230.000.000.000.000.0085.20-175.000.00-751.000.00199,119.433133EDGM8FEDERAL FARM CREDIT BANK999,801.170.000.000.000.000.00227.79-875.000.00-3,556.790.00995,597.17Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201425Page 56 * 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 +Accrued89233P4B9TOYOTA MOTOR CREDIT CORP0.00770,025.000.000.000.000.00-4,859.876,933.330.00-117.880.00771,980.5874254PYF3PRINCIPAL LIFE INC FDG526,125.330.000.000.000.000.00-6,320.816,937.500.00-214.190.00526,527.833134G3H78FREDDIE MAC1,001,284.780.000.000.000.000.00-139.61875.000.00-390.390.001,001,629.783134G4DE5FREDDIE MAC1,503,681.170.000.000.000.000.000.00-1,162.500.00-634.500.001,501,884.1724422ESA8JOHN DEERE CAPITAL CORP660,758.740.000.000.000.000.000.0014.930.00-132.660.00660,641.0174256LAC3PRINCIPAL LFE GLB FND II251,468.140.000.000.000.000.00-354.78625.000.0096.030.00251,834.39CCYUSDPayable-1,000,833.900.000.000.000.000.000.000.000.000.001,000,833.900.00CCYUSDReceivable16.750.000.000.000.000.000.000.000.000.00-13.533.22CCYUSDCash0.490.000.000.000.000.000.000.000.000.00-0.010.4892867GAC7VALET 2012-1 A3367,268.820.000.000.00-103,565.760.00-295.90-26.900.00-57.330.00263,322.9341284AAB4HDMOT 2014-1 A2A350,246.320.000.000.00-17,579.040.003.78-3.830.00-101.410.00332,565.8243814EAB1HAROT 2013-2 A2351,662.470.000.000.00-184,196.440.007.57-28.400.00-40.380.00167,404.82------44,363,572.298,079,629.64-4,057,925.91-4,225,000.00-740,392.440.00 -76,179.6622,633.22-0.01 -31,147.691,000,820.36 44,336,009.80Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 07/01/2014 - 09/30/2014Return to Table of ContentsDated: 10/02/201426Page 57 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 COCORP765,687.00 0.491 0.522 0.952769,492.04769,492.04769,331.67762,042.33758,397.66751,108.3202666QK69 AMERICAN HONDA FINANCECORP702,923.20 0.593 0.266 0.411703,691.68703,691.68703,691.68701,478.69700,034.19697,145.1705578XAB4 BMWOT 2013-A A2ABS168,655.55 0.416 0.335 0.227168,783.80168,783.80168,783.80168,464.12168,272.70167,889.8506050TLU4 BANK OF AMERICA NACORP500,940.50 0.715 0.623 0.122501,321.24501,321.24501,246.07500,634.93500,329.35499,718.2106406HBN8 BANK OF NEW YORK MELLONCORP755,970.00 0.56 0.361 0.294756,772.34756,772.34756,772.34754,858.72753,747.45751,524.9007330NAE5 BRANCH BANKING & TRUSTCORP750,322.50 0.445 -0.009 0.075750,322.50750,322.50750,322.50750,041.13749,759.76749,197.0213063BN65 CALIFORNIA ST-TXBLMUNI750,832.50 0.85 0.451 0.338751,977.05751,977.05751,977.05749,563.59748,294.69745,756.87161571FY5 CHAIT 2013-A4 A4ABS750,000.00 0.254 0.251 0.05750,094.12750,094.12750,094.12749,812.50749,625.00749,250.0017305ECH6 CCCIT 2004-A8 A8ABS706,261.50 0.502 0.294 0.197706,670.55706,670.55706,670.55705,565.83704,870.16703,478.8322546QAE7 CREDIT SUISSE NEW YORKCORP253,743.25 0.814 0.397 0.482254,228.80254,228.80254,228.80253,131.73252,520.21251,297.1724422ESA8 JOHN DEERE CAPITAL CORPCORP660,201.30 0.31 0.193 0.031660,240.80660,240.80660,240.80660,098.97659,996.64659,791.983128X33E1 FREDDIE MACAGCY BOND507,779.00 0.224 0.205 0.325508,117.31508,117.31508,117.31506,953.86506,128.72504,478.44313373SZ6 FEDERAL HOME LOAN BANKAGCY BOND1,026,540.00 0.50 0.549 1.662 1,035,906.54 1,035,906.54 1,035,070.55 1,018,009.45 1,009,478.91992,417.813133EA4Q8 FEDERAL FARM CREDIT BANKAGCY BOND995,549.00 0.50 0.785 1.016 1,003,489.10 1,003,489.10 1,000,606.39990,491.61985,434.22975,319.443133EA4S4 FEDERAL FARM CREDIT BANKAGCY BOND1,000,075.00 0.213 0.08 0.047 1,000,112.60 1,000,112.60 1,000,112.60999,839.98999,604.96999,134.933133EA6W3 FEDERAL FARM CREDIT BANKAGCY BOND1,000,072.00 0.264 0.19 0.10 1,000,262.01 1,000,262.01 1,000,262.01999,571.96999,071.93998,071.863133ECHB3 FEDERAL FARM CREDIT BANKAGCY BOND995,568.00 0.45 0.759 0.953 1,002,769.21 1,002,769.21 1,000,311.88990,824.12986,080.24976,592.473133EDGC0 FEDERAL FARM CREDIT BANKAGCY BOND999,656.00 0.382 0.281 1.094 1,002,729.08 1,002,729.08 1,002,729.08994,187.88988,719.76977,783.533133EDGM8 FEDERAL FARM CREDIT BANKAGCY BOND1,194,471.60 0.454 0.67 0.963 1,202,178.45 1,202,178.45 1,200,222.98 1,188,720.22 1,182,968.84 1,171,466.083133EDQW5 FEDERAL FARM CREDIT BANKAGCY BOND997,029.00 0.38 0.518 1.306 1,003,773.98 1,003,773.98 1,003,539.60990,518.40984,007.80970,986.603134G36G0 FREDDIE MACAGCY BOND1,001,359.00 0.243 0.133 0.469 1,001,983.62 1,001,983.62 1,001,983.62999,010.81996,662.63991,966.253134G3H78 FREDDIE MACAGCY BOND1,000,502.00 0.294 0.055 0.183 1,000,602.70 1,000,602.70 1,000,602.70999,586.54998,671.08996,840.163134G4DE5 FREDDIE MACAGCY BOND1,500,825.00 0.31 0.054 0.278 1,501,050.30 1,501,050.30 1,501,050.30 1,498,738.85 1,496,652.71 1,492,480.413134G4TH1 FREDDIE MACAGCY BOND1,001,024.00 0.293 0.158 0.774 1,002,248.17 1,002,248.17 1,002,248.17997,150.04993,276.07985,528.153134G53J2 FREDDIE MACAGCY BOND995,392.00 0.55 0.83 1.11 1,004,562.55 1,004,562.55 1,000,916.43989,867.57984,343.15973,294.303134G54C6 FREDDIE MACAGCY BOND997,384.00 0.375 0.657 1.322 1,006,046.82 1,006,046.82 1,003,976.71990,791.29984,198.58971,013.173135G0TR4 FANNIE MAEAGCY BOND1,001,426.00 0.238 0.15 0.677 1,002,442.95 1,002,442.95 1,002,442.95998,036.17994,646.35987,866.693135G0WG4 FANNIE MAEAGCY BOND999,696.00 0.281 0.515 0.839 1,004,015.54 1,004,015.54 1,003,889.72995,502.28991,308.55982,921.103137EADD8 FREDDIE MACAGCY BOND1,002,169.00 0.272 0.087 0.549 1,002,647.67 1,002,647.67 1,002,647.67999,418.05996,667.09991,165.1831679KAB6 FITAT 2014-2 A2AABS749,926.50 0.461 0.463 0.849752,874.36752,874.36752,874.36746,743.06743,559.62737,192.7536962G6Q2 GENERAL ELEC CAP CORPCORP754,356.00 0.621 0.372 0.025754,426.16754,426.16754,426.16754,261.71754,167.41753,978.8240428HPG1 HSBC USA INCCORP705,271.00 0.72 0.37 0.371706,239.13706,239.13706,239.13703,962.72702,654.44700,037.8941284AAB4 HDMOT 2014-1 A2AABS332,493.43 0.497 0.464 0.783333,701.42333,701.42333,701.42331,191.72329,890.01327,286.5843814EAB1 HAROT 2013-2 A2ABS167,379.01 0.379 0.336 0.177167,478.56167,478.56167,478.56167,230.88167,082.75166,786.4943814GAB6 HAROT 2014-2 A2ABS199,954.00 0.399 0.427 0.662200,519.22200,519.22200,519.22199,292.15198,630.30197,306.61459200HD6 IBM CORPCORP752,194.50 0.502 0.216 0.614753,192.09753,192.09753,192.09749,885.26747,576.03742,957.5547787VAB7 JDOT 2014-A A2ABS700,143.50 0.455 0.42 0.624701,978.44701,978.44701,978.44697,959.05695,774.60691,405.715446462Q4 LOS ANGELES SD-L-TXBLMUNI398,960.00 0.486 0.635 1.249402,124.21402,124.21401,451.51396,468.49393,976.99388,993.9855292LAB0 MTBAT 2013-1A A2ABS184,598.95 0.664 0.359 0.169184,710.95184,710.95184,710.95184,442.97184,286.98183,975.0158768EAC3 MBALT 2014-A A2AABS750,372.75 0.484 0.396 0.579752,093.23752,093.23752,093.23748,200.42746,028.09741,683.4359217GAM1 MET LIFE GLOB FUNDING ICORP612,780.38 0.63 0.334 0.277613,347.31613,347.31613,347.31611,931.68611,082.98609,385.58637432MP7 NATIONAL RURAL UTIL COOPCORP730,785.32 0.488 0.276 0.341731,473.11731,473.11731,473.11729,539.33728,293.34725,801.3764952WBE2 NEW YORK LIFE GLOBAL FDGCORP501,509.00 0.754 0.229 0.286501,837.46501,837.46501,837.46500,791.84500,074.68498,640.37677520FR4 OH ST-TXB-DEV ASST-AMUNI787,530.00 0.351 0.376 0.966790,390.43790,390.43790,390.43783,726.23779,922.46772,314.9270659PAE1 PENAR 2013-1A A1ABS750,813.00 0.546 0.449 0.054750,995.04750,995.04750,995.04750,610.28750,407.56750,002.1274005PAR5 PRAXAIR INCCORP663,705.90 0.511 0.394 0.491664,989.87664,989.87664,989.87662,076.50660,447.10657,188.3174153WCA5 PRICOA GLOBAL FUNDING 1CORP676,206.22 0.43 0.298 0.137676,482.29676,482.29676,482.29675,743.02675,279.82674,353.4274254PYF3 PRINCIPAL LIFE INC FDGCORP514,657.00 0.52 0.435 0.563515,917.42515,917.42515,917.42513,208.24511,759.48508,861.9674256LAC3 PRINCIPAL LFE GLB FND IICORP251,070.50 0.434 0.711 1.188253,191.21253,191.21252,561.86249,579.14248,087.78245,105.0789233P4B9 TOYOTA MOTOR CREDIT CORP CORP765,047.25 0.341 0.379 0.708767,100.12767,100.12767,100.12762,338.98759,630.72754,214.1889236VAB6 TAOT 2013-B A2ABS325,239.78 0.488 0.36 0.241325,521.96325,521.96325,521.96324,847.87324,455.95323,672.12Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 09/30/2014Return to Table of ContentsDated: 10/02/201427Page 58 * 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 PointShock90290KAB1 USAOT 2014-1 A2ABS660,067.32 0.386 0.361 0.456661,153.90661,153.90661,153.90658,562.37657,057.41654,047.5190331HKP7 US BANK NACORP702,435.30 0.354 0.741 0.086702,882.93702,882.93702,737.35702,133.25701,831.21701,227.11912828B82 US TREASURY N/BUS GOV999,180.00 0.44 0.297 1.416 1,003,382.07 1,003,382.07 1,003,382.07992,105.81985,031.61970,883.22912828PS3 US TREASURY N/BUS GOV1,022,891.00 0.315 0.266 1.321 1,026,485.30 1,026,485.30 1,026,485.30 1,016,134.80 1,009,378.61995,866.22912828UP3 US TREASURY N/BUS GOV1,000,859.00 0.265 0.045 0.42 1,001,048.16 1,001,048.16 1,001,048.16998,757.20996,655.39992,451.78912828WQ9 US TREASURY N/BUS GOV1,000,586.00 0.459 0.46 1.741 1,008,599.29 1,008,599.29 1,008,599.29991,875.90983,165.80965,745.5991412GUT0 UNIV OF CALIFORNIA-ANMUNI249,497.50 0.634 0.699 1.612252,308.81252,308.81251,508.45247,486.55245,475.60241,453.70928668AD4 VOLKSWAGEN GROUP AMERICA CORP500,234.50 0.454 0.426 0.146500,545.63500,545.63500,545.63499,869.33499,504.16498,773.8292867GAC7 VALET 2012-1 A3ABS263,254.68 0.502 0.453 0.447263,787.75263,787.75263,787.75262,666.30262,077.93260,901.18949917397 WFA HERITAGE MONEY MARK-I MMFUND555,854.40 0.00 0.00 0.00555,854.40555,854.40555,854.40555,854.40555,854.40555,854.40CCYUSD ReceivableCASH3.22 0.00 0.00 0.003.223.223.223.223.223.22CCYUSD CashCASH0.48 0.00 0.00 0.000.480.480.480.480.480.48---------44,211,911.30 0.423 0.361 0.631 44,335,169.45 44,335,169.45 44,318,477.97 44,072,392.81 43,932,874.32 43,653,837.35Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 09/30/2014Return to Table of ContentsDated: 10/02/201428Page 59 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 09/30/2014Return to Table of ContentsDated: 10/02/201429Page 60 STATEMENT FOR PERIOD September 01, 2014 - September 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 08/31/2014 BALANCE FORWARD 14,784,261.115 10.03 148,286,138.98 10.02189495 148,166,311.77 09/02/2014 INCOME DISTRIBUTION - AUGUST 3,297.486 10.03 33,073.78 10.02189675 0.00 33,073.78 09/30/2014 UNREALIZED GAIN (LOSS) 0.000 0.01 0.00 09/30/2014 ENDING BALANCE 14,787,558.601 10.03 148,199,385.55 148,319,212.77 INCOME DISTRIBUTION PAID - AUGUST 0.00 49,372.19INCOME ACCRUAL - SEPTEMBER 119,827.22CUMULATIVE 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 61 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS September 30, 2014 CalTrust Short Term LAIF Market Value N/A$763,395,963.50 NAV per Share N/A$10.03 Yield 0.24%0.41% Period Total Return N/A0.00% Period Yield Return 0.02%0.03% Effective Duration N/A0.78 yrs. Average Maturity 0.63 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 0.06%0.06%0.10%Three Month 0.17%0.12%0.20%Six Month 0.28%0.18%0.29%Calendar Y-T-D 0.44%0.25%0.39%One Year* 0.38%0.26%0.36%Two Year* 0.46%0.30%0.40%Three Year* 0.52%0.38%0.47%Five Year* 2.04%1.95%2.00%Since Inception* *Annualized US Govt Agency 36.1% Corporate 28.5% MBS/ABS 17.7% Muni 8.5% MONEYMKT 4.6% COMPAPER 3.2% CD 1.3% Total:100.0% Portfolio Sector Breakdown Aaa 33.1% AA+29.3% A 10.8% A-8.1% A+8.0% A-1 3.2% AA-2.9% AA 2.9% SP-1+0.9% AA/A-1+0.4% BBB+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 62 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 9/30/2014 Go Ticker CUSIP Description S&P Rating 9/30/2014* Mat. Date Years Shares Price Value AX091515 0258M0DA4 AMER EXPRESS CREDIT CO 9/15/2015 2.75% A- 9/15/2015 1.0 6,000,000.00 102.0916 $6,125,496.00 AM111315 025815AA9 AMERICAN EXPR CENTURION 11/13/15 A- 11/13/2015 1.2 2,800,000.00 100.3231 $2,809,046.80 AH022715 02666QK69 AMERICAN HONDA FINANCE 1.45 2/27/15 A+ 2/27/2015 0.4 1,100,000.00 100.4176 $1,104,593.60 HN092115 02666QG64 AMERICAN HONDA FINAN CE 9/21/2015 2.5% A+ 9/21/2015 1.0 2,000,000.00 102.1112 $2,042,224.00 HN100716 02665WAA9 AMERICAN HONDA FINAN CE 10/7/2016 0.7418 A+ 10/7/2016 2.1 3,000,000.00 100.7009 $3,021,027.00 HO071417 02665WAG6 AMERICAN HONDA FINAN CE 7/14/2017 0.4051 A+ 7/14/2017 2.8 2,000,000.00 100.0828 $2,001,656.00 AN111414 0347M3LE2 ANGLESEA FDG PLC 11/11/2014 A-1 11/14/2014 0.2 10,000,000.00 99.9675 $9,996,750.00 BA080115 060505BS2 BANK OF AMERICA CORP 8/1/2015 4.75% A- 8/1/2015 0.9 5,250,000.00 103.3868 $5,427,807.00 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061% A 2/14/2017 2.4 500,000.00 100.1881 $500,940.50 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089% A 11/14/2016 2.2 2,200,000.00 100.0844 $2,201,856.80 BN011516 06406HBS7 BANK OF NEW YORK MELLON 2.5% 1/15/16 A+ 1/15/2016 1.3 2,000,000.00 102.4101 $2,048,202.00 BN022015 06406HCC1 BANK OF NEW YORK MELLON 1.2% 2/20/15 A+ 2/20/2015 0.4 7,241,000.00 100.2703 $7,260,572.42 BN112414 06406HBZ1 BANK OF NEW YORK MELLON 1.7% 11/24/14 A+ 11/24/2014 0.2 2,976,000.00 100.1049 $2,979,121.82 BA100114 072031AA5 BAY AREA CA WTR SPLY & CONSV AGY 10/01/14 AA- 10/1/2014 0.1 2,520,000.00 100.0000 $2,520,000.00 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 0.3 2,605,000.00 101.2954 $2,638,745.17 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 0.4 5,118,000.00 101.0374 $5,171,094.13 BR121014 09247XAD3 BLACKROCK INC 3.5% 12/10/14 AA- 12/10/2014 0.2 4,775,000.00 100.5922 $4,803,277.55 Au022516 05578XAB4 BMWOT 2013-1 A2 02/25/2016 0.41% Aaa 2/25/2016 1.4 2,454,465.31 100.0167 $2,454,875.20 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 2.2 5,000,000.00 100.4937 $5,024,685.00 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85% A 2/1/2015 0.4 3,000,000.00 100.1110 $3,003,330.00 CA040116 14912L4S7 CATERPILLAR FINANCIA L SE 4/1/2016 2.65% A 4/1/2016 1.6 1,550,000.00 102.9214 $1,595,281.70 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 2.8 5,000,000.00 102.8453 $5,142,265.00 Cr112516 17305EFD2 CCCIT 2013-A5 A5 11/25/2016 0.34% AAA 11/25/2016 2.2 5,000,000.00 100.0061 $5,000,305.00 Cr081517 161571FL3 CHAIT 2012-A5 A5 8/15/2017 0.59% AAA 8/15/2017 2.9 3,000,000.00 100.1017 $3,003,051.00 Cr041618 161571GM0 CHAIT 2014-A4 A4 4/16/2018 0.35755% AAA 4/16/2018 3.6 10,000,000.00 99.9221 $9,992,210.00 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 1.2 4,500,000.00 100.3319 $4,514,935.50 C040116 172967GP0 CITIGROUP INC 4/1/2016 1.3% A- 4/1/2016 1.6 100,000.00 100.3064 $100,306.40 C072516 172967GW5 CITIGROUP INC 7/25/2016 1.7% A-7/25/2016 1.8 1,000,000.00 101.0135 $1,010,135.00 C121515 172967FH9 CITIGROUP INC 12/15/2015 4.587% A- 12/15/2015 1.2 5,000,000.00 104.4600 $5,223,000.00 CM011515 20030NAB7 COMCAST CORP 1/15/2015 6.5% A- 1/15/2015 0.3 4,000,000.00 101.7012 $4,068,048.00 CW120715 22160KAD7 COSTCO WHOLESALE CORP 0.65% 12/7/15 A+ 12/7/2015 1.2 1,200,000.00 100.1699 $1,202,038.80 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 1.2 10,000,000.00 100.0712 $10,007,120.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A- 1/9/2015 0.3 5,815,000.00 100.1177 $5,821,844.26 DA041015 233851AN4 DAIMLER FINANCE NA L LC 4/10/2015 1.65% A- 4/10/2015 0.6 1,902,000.00 100.5846 $1,913,119.09 FN022616 3135G0UV3 FANNIE MAE 2/26/2016 0.75% AA+ 2/26/2016 1.4 5,000,000.00 100.1968 $5,009,840.00 FN031016 3136FPET0 FANNIE MAE 3/10/2016 2% AA+ 3/10/2016 1.5 1,475,000.00 102.1979 $1,507,419.03 FN042516 3135G0WK5 FANNIE MAE 4/25/2016 0.5% AA+ 4/25/2016 1.6 5,000,000.00 99.9425 $4,997,125.00 FN042916 3135G0WG4 FANNIE MAE 4/29/2016 0.5% AA+ 4/29/2016 1.6 17,000,000.00 99.9696 $16,994,832.00 FN092115 31398A3T7 FANNIE MAE 9/21/2015 2% AA+ 9/21/2015 1.0 2,250,000.00 101.7564 $2,289,519.00 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+ 7/2/2015 0.8 10,000,000.00 100.2327 $10,023,270.00 FF011416 3133EDQF2 FEDERAL FARM CREDIT BANK 1/14/2016 0.34 AA+ 1/14/2016 1.3 5,000,000.00 99.7100 $4,985,500.00 FF021216 3133EDEZ1 FEDERAL FARM CREDIT BANK 2/12/2016 0.37 AA+ 2/12/2016 1.4 4,575,000.00 99.9441 $4,572,442.58 FF030716 3133ECHB3 FEDERAL FARM CREDIT BANK 3/7/2016 0.45% AA+ 3/7/2016 1.5 9,000,000.00 99.5568 $8,960,112.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25% AA+ 1/16/2015 0.3 5,000,000.00 100.0402 $5,002,010.00 FH021216 313382B77 FEDERAL HOME LOAN BA NK 2/12/2016 0.42% AA+ 2/12/2016 1.4 6,200,000.00 100.0957 $6,205,933.40 FH031816 313382K85 FEDERAL HOME LOAN BA NK 3/18/2016 0.45% AA+ 3/18/2016 1.5 10,650,000.00 100.0123 $10,651,309.95 FH061016 313373SZ6 FEDERAL HOME LOAN BA NK 6/10/2016 2.125% AA+ 6/10/2016 1.8 5,000,000.00 102.6540 $5,132,700.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+ 9/11/2015 1.0 10,000,000.00 101.4670 $10,146,700.00 FH092816 3130A1CD8 FEDERAL HOME LOAN BA NK 9/28/2016 1.125% AA+ 9/28/2016 2.0 2,500,000.00 100.5782 $2,514,455.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481% A- 11/18/2016 2.2 7,110,000.00 100.6233 $7,154,316.63 FI022616 31677QAX7 FIFTH THIRD BANK 2/26/2016 0.9% A- 2/26/2016 1.4 2,000,000.00 100.1891 $2,003,782.00 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46% AAA 8/15/2016 1.9 11,100,000.00 100.0317 $11,103,518.70 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31% AA+ 1/9/2015 0.3 10,250,000.00 100.0550 $10,255,637.50 FH012816 3134G34B3 FREDDIE MAC 1/28/2016 0.5% AA+ 1/28/2016 1.3 2,500,000.00 100.0396 $2,500,990.00 FH031516 3134G4VH8 FREDDIE MAC 3/15/2016 0.4% AA+ 3/15/2016 1.5 10,000,000.00 99.9920 $9,999,200.00 FH052016 3134G54C6 FREDDIE MAC 5/20/2016 0.5% AA+ 5/20/2016 1.7 12,500,000.00 99.7384 $12,467,300.00 FH060616 3134G46A1 FREDDIE MAC 6/6/2016 0.5% AA+ 6/6/2016 1.8 5,000,000.00 99.6922 $4,984,610.00 FH062016 3134G46W3 FREDDIE MAC 6/20/2016 0.57% AA+ 6/20/2016 1.8 5,000,000.00 99.9355 $4,996,775.00 FH072916 3134G5EH4 FREDDIE MAC 7/29/2016 0.6% AA+ 7/29/2016 1.8 5,000,000.00 99.8615 $4,993,075.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42% AA+ 9/18/2015 1.0 2,150,000.00 100.1680 $2,153,612.00 FH111315 3134G4KC1 FREDDIE MAC 11/13/2015 0.4% AA+ 11/13/2015 1.2 3,000,000.00 100.0095 $3,000,285.00 FH120514 3134G3H78 FREDDIE MAC 12/5/2014 0.35% AA+ 12/5/2014 0.2 3,000,000.00 100.0502 $3,001,506.00 FM082516 3137EACW7 FREDDIE MAC 2.0 08/25/2016 AA+ 8/25/2016 1.9 15,000,000.00 102.6517 $15,397,755.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+ 9/25/2015 1.0 12,910,000.00 100.2811 $12,946,290.01 FR052016 3134G53R4 FREDDIE MAC 5/20/2016 0.5% AA+ 5/20/2016 1.7 5,000,000.00 99.7493 $4,987,465.00 FM041715 3137EADD8 FREDDIE MAC 0.50% 4/17/2015 AA+ 4/17/2015 0.6 5,000,000.00 100.2169 $5,010,845.00 FM031515 31398V2J4 FREDDIE MAC 3/15/15 AAA 3/15/2015 0.5 128,533.50 100.0183 $128,557.02 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 3.6 10,400,000.00 100.2866 $10,429,806.40 GE050916 36962G5C4 GENERAL ELEC CAP CORP 2.95% 5/9/16 AA+5/9/2016 1.7 8,842,000.00 103.4974 $9,151,240.11 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 1.7 4,635,000.00 100.1250 $4,640,793.75 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7%A-8/1/2015 0.9 1,050,000.00 102.5150 $1,076,407.50 GS112114 38141EB40 GOLDMAN SACHS GROUP INC 11/21/14 A-11/21/2014 0.2 4,605,000.00 100.1219 $4,610,613.50 Page 63 *Security ratings are updated monthly at month-end. AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41%Aaa 9/21/2016 2.0 5,000,000.00 100.0046 $5,000,230.00 Au091916 43814GAB6 HAROT 2014-2 A2 9/19/2016 0.39%AAA 9/19/2016 2.0 4,000,000.00 99.9770 $3,999,080.00 Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65%Aaa 7/16/2018 3.8 2,000,000.00 100.1288 $2,002,576.00 HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 Aaa 10/16/2015 1.1 1,219,407.40 100.0056 $1,219,475.69 HS060116 40429CFR8 HSBC FINANCE CORP 6/1/2016 0.6661%A 6/1/2016 1.8 2,181,000.00 100.0415 $2,181,905.12 HS063015 40429CCS9 HSBC FINANCE CORP 6/30/2015 5%A 6/30/2015 0.8 2,000,000.00 103.2944 $2,065,888.00 HS011916 40429CFN7 HSBC FINANCE CORP SR NT 01/19/2016 5.5%A 1/19/2016 1.3 2,303,000.00 105.8480 $2,437,679.44 IL030115 452152HQ7 ILLINOIS ST 3/1/2015 4.511%A-3/1/2015 0.5 3,025,000.00 101.5830 $3,072,885.75 IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661%AA+1/15/2015 0.3 5,065,000.00 100.1250 $5,071,331.25 IN070116 45884AZN6 INTERMOUNTAIN PWR-B 7/1/2016 0.785%A+7/1/2016 1.8 6,000,000.00 99.8530 $5,991,180.00 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 1.8 6,650,000.00 99.9582 $6,647,220.30 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7%A 1/20/2015 0.3 2,000,000.00 100.9873 $2,019,746.00 JP021517 46623EJZ3 JPMORGAN CHASE & CO 2/15/2017 0.750933% A 2/15/2017 2.4 3,000,000.00 100.4705 $3,014,115.00 LA070116 5446462D3 LOS ANGELES SD-L-TXB L 7/1/2016 0.68%AA-7/1/2016 1.8 1,000,000.00 99.6370 $996,370.00 LO010116 5446462Q4 LOS ANGELES SD-L-TXB L 1/1/2016 0.486%AA-1/1/2016 1.3 1,980,000.00 99.7400 $1,974,852.00 MA072517 55279HAH3 MANUF & TRADERS TRUS T CO 7/25/2017 0.53 A 7/25/2017 2.8 5,000,000.00 100.1392 $5,006,960.00 MA041416 57629WBP4 MASSMUTUAL GLOBAL FU NDIN 4/14/2016 3.12 AA+4/14/2016 1.6 5,000,000.00 103.4167 $5,170,835.00 MB021516 58768VAC5 MBALT 2013-A A3 2/15/2016 0.59%AAA 2/15/2016 1.4 2,350,000.00 100.0395 $2,350,928.25 Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62%Aaa 7/15/2016 1.8 6,070,000.00 100.0661 $6,074,012.27 Au021517 587729AB0 MBART 2014-1 A2 2/15/2017 0.43%AAA 2/15/2017 2.4 2,000,000.00 99.9470 $1,998,940.00 ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 AA-1/9/2015 0.3 1,485,000.00 100.4558 $1,491,768.63 ML011116 59217GAD1 MET LIFE GLOB FUND- ING 3.125% 1/11/2016 AA-1/11/2016 1.3 6,000,000.00 103.0360 $6,182,160.00 ME092915 59217GAC3 MET LIFE GLOB FUNDIN G I 9/29/2015 2.5%AA-9/29/2015 1.0 425,000.00 101.9661 $433,355.93 ME040215 59157BAH5 METLIFE INSTITUTIONA L FD 4/2/2015 1.625 AA-4/2/2015 0.6 2,000,000.00 100.6286 $2,012,572.00 MI101514 594615AS5 MICHIGAN ST-TXBL-I-B 10/15/2014 1%A+10/15/2014 0.1 10,250,000.00 100.0200 $10,252,050.00 Ot041017 55315CAB3 MMAF 2014-AA A2 4/10/2017 0.52%AAA 4/10/2017 2.6 10,000,000.00 99.9551 $9,995,510.00 MS022516 61746BDH6 MORGAN STANLEY 02/25/16 A-2/25/2016 1.4 6,000,000.00 101.3548 $6,081,288.00 MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6%A-4/28/2015 0.6 1,000,000.00 103.0813 $1,030,813.00 Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66%AAA 2/16/2016 1.4 1,891,193.68 100.0500 $1,892,139.27 Au111517 55292LAC8 MTBAT 2013-1A A3 11/15/2017 1.06%AAA 11/15/2017 3.2 8,000,000.00 100.5014 $8,040,112.00 UN060616 90520EAC5 MUFG UNION BANK NA 6/6/2016 3%A+6/6/2016 1.8 680,000.00 103.3093 $702,503.24 Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45%AAA 9/15/2015 1.0 4,399,629.41 100.0142 $4,400,254.16 CM040116 63946BAC4 NBCUNIVERSAL MEDIA L LC 4/1/2016 2.875%A-4/1/2016 1.6 1,000,000.00 103.1025 $1,031,025.00 NE010116 63968AXN0 NE PUB PWR DIST-B 1/1/2016 0.48%A 1/1/2016 1.3 12,000,000.00 99.7410 $11,968,920.00 NY072415 64952WBH5 NEW YORK LIFE GLOBAL FDG 0.75% 7/24/15 AA+7/24/2015 0.8 6,775,000.00 100.3483 $6,798,597.33 NS030317 654740AG4 NISSAN MOTOR ACCEPTA NCE 3/3/2017 0.7843 A-3/3/2017 2.5 2,000,000.00 100.3352 $2,006,704.00 NJ061515 645771WY8 NJ BLDG AUTH-B-REF 6/15/2015 0.748%A-6/15/2015 0.8 2,330,000.00 100.2020 $2,334,706.60 OH100120 677520FR4 OH ST-TXB-DEV ASST-A 10/1/2020 5.39%AA 10/1/2015 1.1 3,850,000.00 105.0040 $4,042,654.00 PC081415 69371RK88 PACCAR FINANCIAL COR P 8/14/2015 0.75%A+8/14/2015 0.9 2,285,000.00 100.3828 $2,293,746.98 Cr111817 70659PAE1 PENAR 2013-1A A1 11/18/2017 0%11/18/2017 3.2 9,250,000.00 100.1084 $9,260,027.00 AP082216 73328XAC3 PILOT 2013-1 A3 8/22/2016 0.7%AAA 8/22/2016 1.9 10,000,000.00 100.1137 $10,011,370.00 PB042916 69349LAL2 PNC BANK NA 04/29/16 A 4/29/2016 1.6 4,325,000.00 100.0345 $4,326,492.13 PC012816 69349LAH1 PNC BANK NA 1/28/2016 0.8%A 1/28/2016 1.3 5,000,000.00 100.1657 $5,008,285.00 PN012816 69349LAJ7 PNC BANK NA 01/28/2016 A 1/28/2016 1.3 4,010,000.00 100.2545 $4,020,205.45 PF052716 74256LAF6 PRINCIPAL LFE GLB FN D II 5/27/2016 0.64 A+5/27/2016 1.7 3,025,000.00 100.4003 $3,037,109.08 PL091815 74256LAB5 PRINCIPAL LIFE GLB FND 1.125% 9/18/15 A+9/18/2015 1.0 4,625,000.00 100.6918 $4,656,995.75 PL121115 74256LAC3 PRINCIPAL LIFE GLB FND II 1% 12/11/15 A+12/11/2015 1.2 4,410,000.00 100.4282 $4,428,883.62 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 AA 10/1/2015 1.1 5,600,000.00 100.1714 $5,609,598.40 RF101714 76582KKH3 RIDGEFIELD FDG CO 10/17/14 0% CP A-1 10/17/2014 0.1 15,000,000.00 99.9928 $14,998,917.00 SC060115 837151HT9 SC PUB SVC AUT-D-TXB L 6/1/2015 SP-1+6/1/2015 0.8 7,000,000.00 100.1080 $7,007,560.00 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+12/8/2015 1.2 3,000,000.00 100.0001 $3,000,003.00 Au011717 89236RAC3 TAOT 2013-A A3 1/17/2017 0.55%AAA 1/17/2017 2.3 3,235,000.00 100.1081 $3,238,497.04 Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48%AAA 2/15/2016 1.4 5,988,090.03 100.0291 $5,989,832.56 AT121517 89231MAC9 TAOT 2014-A A3 12/15/2017 0.67%AAA 12/15/2017 3.2 1,250,000.00 99.8801 $1,248,501.25 TO121516 89231RAB0 TAOT 2014-B A2 12/15/2016 0.4%AAA 12/15/2016 2.2 1,000,000.00 99.8890 $998,890.00 TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375%AA+6/15/2015 0.8 1,000,000.00 102.9674 $1,029,674.00 UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996%A+9/26/2016 2.0 2,160,000.00 100.8696 $2,178,783.36 UN101515 91324PBX9 UNITEDHEALTH GROUP I NC 10/15/2015 0.85% A 10/15/2015 1.1 1,250,000.00 100.3001 $1,253,751.25 UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528%AA 5/15/2015 0.7 2,855,000.00 100.1650 $2,859,710.75 UN051516 91412GUT0 UNIV OF CALIFORNIA-A N 5/15/2016 0.634%AA 5/15/2016 1.7 1,830,000.00 99.7990 $1,826,321.70 UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041 AA/A-1+7/1/2017 2.8 3,250,000.00 100.3740 $3,262,155.00 US103014 90331HKP7 US BANK NA 4.95% 10/30/2014 A+10/30/2014 0.1 4,200,000.00 100.3479 $4,214,611.80 US091117 90331HMJ9 US BANK NA CINCINNAT I 9/11/2017 0.4346%AA-9/11/2017 3.0 2,000,000.00 99.9970 $1,999,940.00 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%Aaa 1/31/2016 1.3 1,575,000.00 100.1445 $1,577,275.88 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%Aaa 2/29/2016 1.4 5,000,000.00 99.9180 $4,995,900.00 T043016 912828C81 US TREASURY N/B 4/30/2016 0.375%Aaa 4/30/2016 1.6 20,000,000.00 99.9609 $19,992,180.00 T073116 912828QX1 US TREASURY N/B 7/31/2016 1.5%Aaa 7/31/2016 1.8 10,000,000.00 101.7773 $10,177,730.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%Aaa 8/31/2015 0.9 2,000,000.00 100.2539 $2,005,078.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%Aaa 10/31/2015 1.1 5,015,000.00 101.1641 $5,073,379.62 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%Aaa 11/30/2015 1.2 5,000,000.00 100.0625 $5,003,125.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%Aaa 12/31/2015 1.2 10,000,000.00 100.0352 $10,003,520.00 TN51516 912828VC1 US TREASURY N/B 5/15/2016 0.25%AAA 5/15/2016 1.7 10,000,000.00 99.7266 $9,972,660.00 TR033116 912828C40 US TREASURY N/B 0.375% 03/31/16 Aaa 3/31/2016 1.5 15,000,000.00 100.0234 $15,003,510.00 Au121517 90290KAC9 USAOT 2014-1 A3 12/15/2017 0.58%AAA 12/15/2017 3.2 2,420,000.00 99.9262 $2,418,214.04 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 1.9 1,051,147.68 100.1780 $1,053,018.72 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 1.8 3,549,095.60 99.9948 $3,548,911.05 Au042018 92867PAC7 VALET 2013-2 A3 4/20/2018 0.7%AAA 4/20/2018 3.6 3,000,000.00 99.8555 $2,995,665.00 VZ060917 92343VCD4 VERIZON COMMUNICATIO NS 6/9/2017 0.6306% BBB+6/9/2017 2.8 1,000,000.00 100.2386 $1,002,386.00 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 2.0 1,925,000.00 102.5216 $1,973,540.80 VW052317 928668AC6 Volkswagen Group America 05/23/17 A 5/23/2017 2.7 7,000,000.00 100.1026 $7,007,182.00 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 1.2 2,473,036.94 100.0603 $2,474,528.18 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 10/1/2014 0.1 35,921,678.54 100.0000 $35,921,678.54 Grand Total $776,669,197.97 l * **Mandatory put on 7/1/17 Page 64 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending September 30, 2014 FY 2014-2015 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 06/30/14 09/30/14 100300 2,376,094.38 2,376,094.38 TOTALS 2,376,094.38 0.00 0.00 0.00 0.00 0.00 0.00 2,376,094.38 * East Bay Regional Communications System Authority Page 65 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Cash and securities set forth on this Account Statement are held by The Bank of New York Mellon, an affiliate of The Bank of New York Mellon Trust Company, N.A. In addition, The Bank of New York Mellon Trust Company, N.A. may utilize subsidiaries and affiliates to provide services and certain products to the Account. Subsidiaries and affiliates may be compensated for their services and products. The value of securities set forth on this Account Statement are obtained by The Bank of New York Mellon Trust Company, N.A., from its affiliate, The Bank of New York Mellon which determines such values for Corporate Trust on the basis of market prices and information obtained by The Bank of New York Mellon from unaffiliated third parties (including independent pricing vendors) ("third party pricing services"). The Bank of New York Mellon has not verified such market values or information and makes no assurances as to the accuracy or correctness of such market values or information or that the market values set forth on this Account Statement reflect the value of the securities that can be realized upon the sale of such securities. In addition, the market values for the securities set forth in this Account Statement may differ from the market prices and information for the same securities used by other business units of The Bank of New York Mellon Trust Company, N.A., The Bank of New York Mellon or their respective subsidiaries or affiliates based upon market prices and information received from other third party pricing services utilized by such other business units. Corporate Trust does not compare its market values with those used by, or reconcile different market values used by, other business units of The Bank of New York Mellon Trust Company, N.A., The Bank of New York Mellon or their respective subsidiaries or affiliates. Neither The Bank of New York Mellon Trust Company, N.A. nor The Bank of New York Mellon shall be liable for any loss, damage or expense incurred as a result of or arising from or related to the market values or information provided by third party pricing services or the differences in market prices or information provided by other third party pricing services. Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 09/01/2014 Through 09/30/2014 Statement of Assets Held Statement of Transactions Account 036111 CCC 91-1 PLEASANT HILL BART 98 RESER FD 14,154.060 COUNTY OF CONTRA COSTA CFD NO. 1992-1 1.00000 14,154.06 0.00 5.40% (PLEASANT HILL BART STATION AREA)1.00000 14,154.06 764.32 SPECIAL TAX BOND CERTIFICATE #R-1 DATED 6/17/1992 CUSIP: S86617840 MATURITY DATE: 08/01/2015 RATE: 5.40% 414,372.050 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP 1.00000 414,372.05 0.00 0.00% PRINCIPAL 1.00000 414,372.05 0.00 CUSIP: S86217350 162,923.320 WELLS FARGO ADV TRSRY PLUS M MKT #453 1.00000 162,923.32 0.00 0.00% CUSIP: S99998240 1.00000 162,923.32 16.29 Total Market Value Plus Total Accrued Income 591,449.43 09/03/14 Dividend 1.28 0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 DIVIDEND 09/03/14 Cash Debit 1.28 -0.00 0.00 0.00 WELLS FARGO ADV TRSRY PLUS M MKT #453 INVESTMENT MAINTENANCE FEE FIXED INCOME Total FIXED INCOME 14,154.06 0.00 5.40% 14,154.06 764.32 OTHER Total OTHER 414,372.05 0.00 0.00% 414,372.05 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 162,923.32 0.00 0.00% 162,923.32 16.29 ACCOUNT TOTALS 591,449.43 0.00 0.13% 591,449.43 780.61 09/01/14 OPENING BALANCE 0.00 0.00 591,449.43 09/03/14 DAILY ENDING BALANCE 0.00 0.00 591,449.43 0.00 09/30/14 CLOSING BALANCE 0.00 0.00 591,449.43 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 2 c g 5768 m i WI s 486 Page 66 Page 67 Page 68 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF SEPTEMBER 30, 2014Portfolio CharacteristicsPar $1,885,619,775.50Cost $1,888,745,655.45Market Value $1,887,256,210.23Weighted Yield to Maturity 0.42%Weighted Average Days to Maturity 219 Weighted Duration 0.60yrPortfolio Breakdown by InvestmentInvestments Par Value Percent of TotalU.S. Treasuries$31,055,000.001.65%U.S.Agencies-Federal, State and Local318,497,857.1416.89%Money Market883,510,654.0946.86%Corporate Notes99,382,000.005.27%Outside Contractors-LAIF210,721,641.5811.18%Outside Contractors-Other 194,836,487.8010.33%Cash147,616,134.897.83%TOTAL* $1,885,619,775.50 100.00% **Maturity DistributionTime Par Value Percent of TotalLess 1 yr$1,507,375,631.4479.94%1 to 2 yrs143,840,435.817.63%2 to 3 yrs151,609,192.918.04%3 to 4 yrs50,440,420.962.68%4+ yrs32,354,094.381.72%TOTAL* $1,885,619,775.50 100.00% *** Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of AuthorityU.S. Treasuries1.65%U.S.Agencies‐Federal, State and Local16.89%Money Market46.86%Corporate Notes5.27%Outside Contractors‐LAIF11.18%Outside Contractors‐Other 10.33%Cash7.83%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr79.94%1 to 2 yrs7.63%2 to 3 yrs8.04%3 to 4 yrs2.68%4+ yrs1.72%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF SEPTEMBER 30, 2014AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($) (%) (%) (day) (year)A. Investments Managed by Treasurer's Office$1,332,445,511.23 70.76% 0.4605% 296 0.801B. Investments Managed by Outside Contractors1. Local Agency Investment Fund $210,721,641.58 11.19% 0.2500% 1 N/A2. Othera. Wells Capital Management $44,030,714.87 2.34% 0.3610% 398 0.632b. CalTRUST (Short-Term Fund) $148,319,212.77 7.88% 0.4100% 1 N/AC. Cash$147,616,134.89 7.84% 0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.42%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 2193 Weighted Duration at End-of-Quarter =0.601. 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 September 30, 2014As of June 30, 2014CHANGE IN VALUETYPEPAR VALUEPAR VALUEFROM PREV. QTR.% CHANGEA. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$31,055,000.00 $33,935,000.00 ($2,880,000.00)-8.49% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.000.00% Federal Home Loan Banks 85,994,857.1479,597,857.14 6,397,000.008.04% Federal National Mortgage Association 87,915,000.00 80,564,000.00 7,351,000.009.12% Federal Farm Credit Banks 54,574,000.00 54,574,000.00 0.000.00% Federal Home Loan Mortgage Corporation 83,394,000.00 66,492,000.00 16,902,000.0025.42% Municipal Bonds 6,620,000.00 6,620,000.00 0.000.00% Subtotal 318,497,857.14 287,847,857.14 30,650,000.0010.65% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.000.00% Repurchase Agreement 0.00 0.00 0.000.00% Commercial Paper 542,922,000.00 764,574,000.00 (221,652,000.00)-28.99% Negotiable Certificates of Deposit 335,995,000.00 485,975,000.00 (149,980,000.00)-30.86% Medium Term Certificates of Deposit 4,025,000.00 0.00 4,025,000.00100.00% Money Market Accounts 565,318.32 565,318.32 0.000.00% Time Deposit 3,335.77 3,335.77 0.000.00% Subtotal 883,510,654.09 1,251,117,654.09 (367,607,000.00)-29.38% 4. Corporate Notes 99,382,000.00 99,622,000.00 (240,000.00)-0.24%TOTAL1,332,445,511.23 1,672,522,511.23 (340,077,000.00)-20.33%B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 210,721,641.58249,031,121.23 (38,309,479.65)-15.38% 2. Othera. EBRCS Bond 2,376,094.38 2,376,094.38 0.000.00%b. Miscellaneous (BNY, Mechanics, CCFCU) 110,465.78 123,858.83 (13,393.05)-10.81%c. Wells Capital Management 44,030,714.87 44,094,221.54 (63,506.67)-0.14%d. CalTRUST (Short-Term Fund) 148,319,212.77 123,210,612.77 25,108,600.0020.38%Subtotal 194,836,487.80169,804,787.52 25,031,700.2814.74%TOTAL405,558,129.38 418,835,908.75 (13,277,779.37)-3.17%C. Cash147,616,134.89 290,043,968.42 (142,427,833.53)-49.11%* GRAND TOTAL (FOR A , B, & C)$1,885,619,775.50 $2,381,402,388.40 ($495,782,612.90)-20.82%* 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 June2014/15Coupon Rate0.5437%Yield to Maturity0.4605%2013/14Coupon 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: All data is calculated by Sungard. CONTRA COSTA INVESTMENT POOLINVESTMENTS MANAGED BY OUTSIDE CONTRACTORLAIF QUARTERLY APPORTIONMENT RATESExhibit IV (a)Quarter EndingFiscal Year September December March June2014/15 Apportionment Rate 0.24%2013/14 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 September 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%9/30/14 3/29/15 9/25/15 3/23/16 9/19/16 3/18/17 9/14/17 3/13/18 9/9/18 3/8/19 9/4/19Yield to Maturity Maturity DatesRisk Assessmentas of September 30, 2014CountyTreasurerWells CapitalMgmtUS TreasuriesYield 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 September 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 4/19/10 170,000.00 170,379.10 172,009.40 2.75 3/13/15 2.70167486JC4 AUHSD MUNI CHICAGO UNREF CALL6/27/132390,000.00 430,852.10 421,318.77 5.00 1/1/17 2.593134A4ZT4 WT GOV FHLMC NOTES 2/25/11 155,000.00 172,267.00 164,011.70 4.75 1/19/16 2.333137EACH0 RM GOV FHLMC NOTES 2/18/11 5,800,000.00 5,992,966.00 2,856,608.00 2.88 2/9/15 2.00742718DS5 CCCCD CORP PROCTOR & GAMBLE CALL 11/18/10 200,000.00 198,364.00 203,010.00 1.80 11/15/15 1.973137EACH0 RM GOV FHLMC NOTES 3/11/11 5,006,000.00 5,200,783.46 5,054,858.56 2.88 2/9/15 1.84313371W51 RM GOV FHLB NOTES 12/10/10 6,075,000.00 5,996,754.00 6,088,972.50 1.25 12/12/14 1.581. 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 INFORMATIONJuly 1, 2014 through September 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$1,445,676,963.53 74.19% 0.4503% 228.38 308B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund $217,563,602.33 11.17% 0.2500% 0.11 1 2. Other a. Wells Capital Management $44,011,358.47 2.26% 0.3487% 9.61 425b. CalTRUST Short Term Fund $119,252,895.25 6.12% 0.3867% 0.06 1c. Cash $122,116,402.30 6.27% 0.2784% 0.06 1Total $1,948,621,221.89 100.00% * Weighted Average Return of Portfolio = 0.41% 238 * 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 SEPTEMBER 30, 2014AveragePool Rates:YTM as of Quarterly Days to9/30/14 Ave. MaturityTotal County Portfolio 0.42% 0.41% 296Investments Managed by Treasurer's Office 0.46% 0.45% 308Wells Capital Management 0.36% 0.35% 425CalTRUST Short Term Fund 0.41% 0.39% 523 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.24% 0.25% 232 *7/1/14 - 9/30/14Benchmarks:9/30/14High Ave.LowFederal Fund Rate 0.0300% 0.1000% 0.0784% 0.0300%Six Month Treasury Bill 0.0175% 0.0550% 0.0303% -0.0025%Six Month LIBOR 0.3304% 0.3345% 0.3293% 0.3254%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 September 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 11/18/10 Make-whole call +10 bps 7903FHLB Callable Note 12/30/15 3130A0GK0 $355,000 0.3750% 0.3910% $354,893.50 12/30/13 One time: 9/30/14 7903WESTPAC Bank Float Rate Note 4/15/16 96121TWF1 $2,250,000 0.4064% 0.4064% $2,250,050.75 4/17/14 Float quarterly: LIBOR +18 bps Next: 10/15/14 6911GECC Float Rate Note 1/8/16 36962GU51 $10,000,000 0.4331% 0.7510% $9,960,726.39 3/8/13 Float quarterly: LIBOR +20 bps Next: 10/8/14 8177Bank of Nova Scotia Float Rate 6/10/16 06417HMU7 $2,450,000 0.4098% 0.4402% $2,448,520.20 6/13/14 Float quarterly: LIBOR +18 bps Next: 12/10/14 6911Nordea Bank Float Rate 6/13/16 65558ET57 $1,950,000 0.4098% 0.4100% $1,950,000.00 6/13/14 Float quarterly: LIBOR +18 bps Next: 12/15/14 6911GECC Float Rate Note 7/12/16 36962G7A6 $2,700,000 0.8836% 0.8836% $2,700,000.00 7/12/13 Float quarterly: LIBOR +65 bps Next: 10/14/14 6911FFCB Callable Note 8/11/16 3133EDF31 $10,000,000 0.5700% 0.5801% $9,997,500.00 2/11/14 Any time on or after 8/11/14 8177FHLB Callable Note 11/28/16 3130A0Z45 $7,142,857 0.7500% 0.7500% $7,412,857.14 2/28/14 Quarterly; First 5/28/14; Last 8/28/16 8177FFCB Callable Note 11/29/16 3133EC5B6 $10,000,000 0.6400% 0.6399% $10,005,155.56 12/28/12 Anytime on or after 11/29/13 8177Chicago Unrefunded MUNI 1/1/17 167486JC4 $390,000 5.0000% 2.5514% $434,622.93 6/27/20132One time: 1/1/16 5057Chicago Prerefunded MUNI 1/1/17 167486JB6 $170,000 5.0000% 1.5845% $197,823.52 6/27/20132One time: 1/1/16 5057Berkshire Hath Float Rate 1/10/17 084664CA7 $500,000 0.3836% 0.3836% $500,000.00 1/10/14 Float quarterly: LIBOR +15 bps Next: 10/10/146911FHLB Callable Note 3/27/17 3130A1CR7 $1,445,000 1.6250% 1.2482% $1,461,337.13 4/4/14 One time: 3/27/15 6911FHLB Callable Note 3/27/17 3130A1CR7 $250,000 1.6250% 1.2482% $252,826.49 4/4/14 One time: 3/27/15 7903FHLB Callable Note 6/13/17 313383EX5 $5,000,000 0.8100% 1.0024% $4,963,062.50 6/18/13 Quarterly; First: 12/13/13; Last: 3/13/17 8177FNMA Callable Note 6/19/17 3136G1NU9 $5,000,000 1.0000% 1.0121% $5,022,361.11 6/18/13 Quarterly; First: 12/19/13; Last: 3/19/17 8177FHLMC Callable Note 7/28/17 3134G5CE3 $10,000,000 1.0000% 1.0000% $10,000,000.00 7/28/14 One time: 7/28/15 8177Intel Structured Callable 12/15/17 458140AL4 $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 5/22/18 3136G1M63 $10,000,000 0.7500% 0.7500% $10,000,000.00 5/22/13 Quarterly; First: 11/22/13; Last: 2/22/18; 0.75% to 81775/22/16; 1% to 5/22/17; 2% to 11/22/17; 3% thereafterFNMA Callable Mult-Step Up 6/12/18 3136G1MU0 $5,000,000 0.8000% 0.8084% $4,997,950.00 6/12/13 Quarterly; First: 12/12/13; Last: 3/12/18; 0.8% to 81776/12/14; 0.85% to 6/12/15; 1% to 6/12/16; 1.25% to6/12/17; 1.5% to 12/12/17; 3% to 6/12/18FHLB Callable Multi-Step Up 3/26/19 3130A15L8 $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 3/26/19 3130A15L8 $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 3/27/19 3130A1B98 $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 3/27/19 3130A1B98 $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 $105,313,857* 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 SECURITIESSeptember 30, 2014 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSAMERICAN HONDA FINANCE  10/7/2016 0.7418 02665WAA9 10/7/20163,000,000.00 3,021,027.00 3,025,560.00 Float quarterly: LIBOR +50 bps Next: 10/7/14AMERICAN HONDA FINANCE 7/14/2017 0.4051 02665WAG6 7/14/2017 2,000,000.00 2,042,224.00 2,066,180.00 Float quarterly: LIBOR +17 bps Next: 10/14/14BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00           2,201,856.80 2,200,000.00                     Float quarterly: LIBOR +47 bps Next: 11/14/14BANK OF AMERICA NA 2/14/2017 0.7061% 06050TLU4 2/14/2017 500,000.00              500,940.50 500,000.00                        Float quarterly: LIBOR +47 bps Next: 11/14/14BANK OF NEW YORKMELLON 1.7% 11/24/14 06406HBZ1 11/24/2014 2,976,000.00           2,979,121.82 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             7,260,572.42 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             2,520,000.00 2,520,000.00                       Make‐whole call +20 bpsBERKSHIRE HATHAWAY INC  2/11/2015 3.2% 084670AV0 2/11/2015 5,368,000.00             5,171,094.13 5,573,805.48                       Make‐whole call +15 bpsBMWOT 2013‐1 A2 2/25/2016 0.41% 05578XAB4 2/25/20162,454,465.31 2,454,875.20 2,454,377.19 5% clean up callBRANCH BANKING & TRUST  12/1/2016 0.6743 07330NAF2 12/1/2016 5,000,000.00             5,024,685.00 5,001,780.00                       Float quarterly: LIBOR +43 bps Next: 12/1/14; Call after 11/1/16CCCIT 2003‐A7 A7 7/7/2017 4.15% 17305EBU8 7/7/2017 5,000,000.00             5,142,265.00 5,336,718.75                       5% clean up callCCCIT 2013‐A5 A5 11/25/2016 0.34% 17305EFD2 11/25/2016 5,000,000.00             5,000,305.00 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             3,003,051.00 3,005,976.56                       10% clean up callCHAIT 2014‐A4 A44/16/2018 0.35755% 161571GM0 4/16/2018 10,000,000.00           9,992,210.00 10,000,000.00                     10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15 808513AH8 12/4/2015 4,500,000.00             4,514,935.50 4,516,965.00                       Make‐whole call +10 bps until 12/4/15COMCAST CORP 1/15/2015 6.5% 20030NAB7 1/15/2015 4,000,000.00             4,068,048.00 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           10,007,120.00 10,000,000.00                     Float quarterly: LIBOR +41 bps Next: 12/8/14DAIMLER FINANCE NA LLC 01/09/2015 233851AS3 1/9/2015 5,815,000.00             5,821,844.26 5,830,805.70                       Float quarterly: LIBOR +60 bps Next: 10/9/14DAIMLER FINANCE NA LLC  4/10/2015 1.65% 233851AN4 4/10/2015 1,902,000.00             1,913,119.09 1,925,721.90                       Make‐whole call +20 bpsFANNIE MAE 2/26/2016 0.75% 3135G0UV3 2/26/2016 5,000,000.00             5,009,840.00 5,025,500.00                       One time call: 2/26/15FANNIE MAE 4/25/2016 0.5% 3135G0WK5 4/25/2016 5,000,000.00             4,997,125.00 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           16,994,832.00 16,991,380.00                     Quarterly; First: 10/29/13; Last: 10/29/15FEDERAL FARM CREDITBANK 1/14/2016 0.34 3133EDQF2 1/14/2016 5,000,000.00 4,985,500.00 4,998,500.00 Call anytime after 10/14/14FEDERAL FARM CREDITBANK  2/12/2016 0.37 3133EDEZ1 2/12/2016 4,575,000.00             4,572,442.58 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             8,960,112.00 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             2,514,455.00 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             2,003,782.00 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             7,154,316.63 7,118,134.00                       Float quarterly: LIBOR +51 bps Next: 11/18/14; Call after 10/18/16FITAT 2014‐1 A2 8/15/2016 0.46% 31679JAB9 8/15/2016 11,100,000.00           11,103,518.70 11,099,702.52                     10% cleanup callFREDDIE MAC 3/15/15 31398V2J4 3/15/2015128,533.50 128,557.02 129,818.84 1% cleanup callFREDDIE MAC 11/13/2015 0.4% 3134G4KC1 11/13/2015 3,000,000.00             3,000,285.00 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             2,500,990.00 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           12,467,300.00 12,515,575.00                     One time call: 5/20/15FREDDIE MAC 5/20/2016 0.5% 3134G53R4 5/20/2016 5,000,000.00             4,987,465.00 5,004,250.00                       One time call: 11/20/14FREDDIE MAC 6/20/2016 0.57% 3134G46W3 6/20/2016 5,000,000.00 4,996,775.00 4,999,000.00 Quarterly; First: 12/20/13; Last: 3/20/16FREDDIE MAC 7/29/2016 0.6% 3134G5EH4 7/29/2016 5,000,000.00 4,993,075.00 5,001,250.00 Quarterly; First: 10/29/14; Last: 4/29/16GE DEALER FLOORPLANMASTER NT 04/20/18 36159LCF1 4/20/2018 10,400,000.00           10,429,806.40 10,400,000.00                     Float monthly: LIBOR +40 bps; 10% clean up callGENERAL ELEC CAPCORP 05/11/2016 36962G2V5 5/11/20164,635,000.00 4,640,793.75 4,583,207.70 Float quarterly: LIBOR +20 bps Next: 11/12/14GOLDMAN SACHS GROUPINC 11/21/14 38141EB40 11/21/20144,605,000.00 4,610,613.50 4,637,175.40 Float quarterly: LIBOR +100 bps Next: 11/21/14HAROT 2014‐1 A2 8/22/2016 0.41% 43813JAB1 8/22/2016 5,000,000.00             5,000,230.00 4,999,622.00                       10% cleanup callHAROT 2014‐2 A29/19/2016 0.39% 43814GAB6 9/19/2016 4,000,000.00             3,999,080.00 3,999,687.60                       10% clean up callHDMOT 2013‐1 A3 7/16/2018 0.65% 41283YAC1 7/16/2018 2,000,000.00             2,002,576.00 1,997,343.75                       10% cleanup callHONDA AUTO RECEIV‐ABLES 10/17/15 43814EAB1 10/17/20151,219,407.40 1,219,475.69 1,219,475.69 10% cleanup callJP MORGAN CHASE BANKNA  6/13/2016 0.6101 48121CJM9 6/13/2016 6,650,000.00             6,647,220.30 6,576,340.50                       Float quarterly: LIBOR +33 bps Next: 12/15/14JPMORGAN CHASE & CO 2/15/2017 0.750933% 46623EJZ3 2/15/2017 3,000,000.00             3,014,115.00 3,004,960.00                       Float quarterly: LIBOR +52 bps Next: 11/17/14MANUF & TRADERS TRUST CO 7/25/2017 0.53 55279HAH3 7/25/2017 5,000,000.00 5,006,960.00 5,000,000.00 Float quarterly: LIBOR +30 bps Next: 10/25/14MBALT 2013‐A A3 2/15/2016 0.59% 58768VAC5 2/15/2016 2,350,000.00             2,350,928.25 2,353,029.30                       10% cleanup callMBALT 2013‐B A3 7/15/2016 0.62% 58768DAC5 7/15/2016 6,070,000.00             6,074,012.27 6,069,704.39                       10% cleanup callMBART 2014-1 A2 2/15/2017 0.43% 587729AB0 2/15/2017 2,000,000.00 1,998,940.00 1,999,882.60 10% cleanup callMMAF 2014‐AA A2 4/10/2017 0.52% 55315CAB3 4/10/2017 10,000,000.00           9,995,510.00 9,999,163.00                       10% cleanup callMORGAN STANLEY 2/25/1661746BDH6 2/25/2016 6,000,000.00             6,081,288.00 6,042,000.00                       Float quarterly: LIBOR +125 bps Next: 11/25/14MTBAT 2013‐1A A2  2/16/2016 0.66% 55292LAB0 2/16/20161,891,193.68 1,892,139.27 1,891,154.34 10% cleanup callMTBAT 2013‐1A A311/15/2017 1.06% 55292LAC8 11/15/2017 8,000,000.00             8,040,112.00 8,054,218.75                       10% cleanup callNALT 2013‐A A2A  9/15/2015 0.45% 65476VAB5 9/15/20154,399,629.41 4,400,254.16 4,399,161.28 10% cleanup callNISSAN MOTOR ACCEPTANCE  3/3/2017 0.7843 654740AG43/3/20172,000,000.00             2,006,704.00 2,000,000.00                       Float quarterly: LIBOR +55 bps Next: 12/3/14NJ BLDG AUTH‐B‐REF 6/15/2015 0.748% 645771WY8 6/15/2015 2,330,000.00             2,334,706.60 2,330,000.00                       Make‐whole call +15 bpsOH ST-TXB-DEV ASST-A 10/1/2020 5.39% 677520FR4 10/1/2015 3,850,000.00 4,042,654.00 4,086,390.00 Call anytime after 10/1/15PENAR 2013‐1A A1 11/18/2017 0% 70659PAE1 11/18/2017 9,250,000.00             9,260,027.00 9,250,000.00                       Float monthly: LIBOR +39 bpsPNC BANK NA 1/28/201669349LAJ7 1/28/20164,010,000.00 4,020,205.45 4,010,848.88 Float quarterly: LIBOR +31 bps Next: 10/28/14PNC BANK NA 1/28/2016 0.8% 69349LAH1 1/28/2016 5,000,000.00 5,008,285.00 5,011,650.00 Call anytime after 12/28/15PNC BANK NA 04/29/16 69349LAL2 4/29/2016 4,325,000.00             4,326,492.13 4,327,210.00                       Float quarterly: LIBOR +32 bps Next: 10/29/14PILOT 2013-1 A38/22/2016 0.7%73328XAC38/22/201610,000,000.00           10,011,370.00 10,027,343.75                     10% cleanup callPRINCIPAL LFE GLB FND II  5/27/2016 0.64 74256LAF6 5/27/20163,025,000.00 3,037,109.08 3,030,291.25 Float quarterly: LIBOR +37 bps Next: 11/28/14PRVDNC HLTH & SVC OBL GR  10/1/2015 0.80 743755AK6 10/1/2015 5,600,000.00             5,609,598.40 5,600,000.00                       Float monthly: LIBOR +35 bps SC PUB SVC AUT‐D‐TXBL  6/1/2015 837151HT9 6/1/2015 7,000,000.00             7,007,560.00 7,000,000.00                       Float monthly: LIBOR +87.5 bps; call after 12/1/14STATE STREET BANK &TRST 12/08/15 85744NAB7 12/8/2015 3,000,000.00             3,000,003.00 2,992,440.00                       Float quarterly: LIBOR +20 bps Next: 12/8/14TAOT 2013‐B A2 2/15/2016 0.48% 89236VAB6 2/15/20165,988,090.03 5,989,832.56 5,989,109.19 5% clean up callTAOT 2014‐B A2 12/15/2016 0.4% 89231RAB0 12/15/2016 1,000,000.00             998,890.00 999,913.30                          5% clean up callTAOT 2013-A A3 1/17/2017 0.55% 89236RAC3 1/17/2017 3,235,000.00 3,238,497.04 3,237,021.88 5% clean up callTAOT 2014-A A31 2/15/2017 0.67% 89231MAC9 12/15/2017 1,250,000.00 1,248,501.25 1,247,412.11 5% clean up callUNIV OF CALIFORNIA‐AN  5/15/2016 0.634% 91412GUT0 5/15/2016 1,830,000.00             1,826,321.70 1,830,000.00                       Make‐whole call +5 bpsUNION BANK NA 9/26/2016 0.9996% 90521APG7 9/26/2016 2,160,000.00             2,178,783.36 2,160,000.00                       Float quarterly: LIBOR +75 bps Next: 12/26/14UNIV CA‐AJ‐TXBL 5/15/2015 0.528% 91412GSW6 5/15/2015 2,855,000.00             2,859,710.75 2,855,000.00                       Make‐whole call +10 bpsUNIVERSITY CALIF REVS 07/01/2041191412GEZ4 7/1/2041 3,250,000.00             3,262,155.00 3,250,000.00                       Float monthly: LIBOR +58 bpsUS BANK NA CINCINNATI 9/11/2017 0.4346% 90331HMJ9 9/11/2017 2,000,000.00 1,999,940.00 2,000,000.00 Float quarterly: LIBOR +20 bps Next: 12/11/14; Call anytime after 8/11/17USAOT 2014-1 A31 2/15/2017 0.58% 90290KAC9 12/15/2017 2,420,000.00 2,418,214.04 2,419,054.70 10% clean up callVALET 2012‐1 A3 8/22/2016 0.85% 92867GAC7 8/22/20161,051,147.68 1,053,018.72 1,054,309.26 10% cleanup callVALET 2013‐2 A2 7/20/2016 0.67% 92867PAB9 7/20/20163,549,095.60 3,548,911.05 3,548,962.86 10% cleanup callVALET 2013-2 A3 4/20/2018 0.7% 92867PAC7 4/20/2018 3,000,000.00 2,995,665.00 2,992,148.43 10% cleanup callVERIZON COMMUNICATIONS  9/15/2016 1.7823 92343VBL7 9/15/2016 1,925,000.00             1,973,540.80 1,925,000.00                       Float quarterly: LIBOR +153 bps Next: 12/15/14VERIZON COMMUNICATIONS  6/9/2017 0.6306% 92343VCD4 6/9/2017 1,000,000.00             1,002,386.00 1,000,000.00                       Float quarterly: LIBOR +40 bps Next: 12/9/14VOLKSWAGEN 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: 11/24/14VWALT 2013‐A A2A 12/21/2015 0.63% 92867NAB4 12/21/20152,473,036.94 2,474,528.18 2,473,031.75 10% cleanup callNotes:1. The security has a mandatory put date of 7/1/2017.Contra Costa County invests approximately $148.3 million in the CalTRUST Short Term Fund which had assets of $776.7 million as of 9/30/14. 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 SECURITIESSeptember 30, 2014 Exhibit VI (b)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSBMWOT 2013-A A2 05578XAB4 02/25/2016 $168,627.39$168,667.07 $168,621.33 5% clean up callBANK OF AMERICA NA 06050TLU4 02/14/2017$500,000.00 $501,409.23 $500,000.00 Float quarterly: LIBOR +47 bps Next: 11/14/14BRANCH BANKING & TRUST07330NAE5 10/28/2015 $750,000.00 $751,087.74 $777,840.00 Float quarterly: LIBOR +33 bps Next: 10/28/14CHAIT 2013-A4 A4 161571FY5 05/15/2017 $750,000.00 $750,084.53 $750,000.00 Float monthly: LIBOR +10 bps Next: 10/15/14; 10% clean up callFANNIE MAE 3135G0WG4 04/29/2016 $1,000,000.00 $1,001,807.11 $1,000,340.00 Call quarterly: First 10/29/13; Last 10/29/15FANNIE MAE 3135G0TR4 01/15/2016 $1,000,000.00 $1,002,798.22 $1,004,755.22 One time call on 1/15/15FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00$199,119.43 $199,336.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00$995,597.17 $998,200.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EA4Q8 04/18/2016 $1,000,000.00$997,812.89 $1,000,000.00 Call anytime on or after 1/18/13FEDERAL FARM CREDIT BANK 3133ECHB3 03/07/2016 $1,000,000.00$995,868.00 $1,000,000.00 Call anytime on or after 3/7/14FITAT 2014-2 A2A 31679KAB6 04/17/2017 $750,000.00 $750,079.50 $749,917.58 10% clean up callFREDDIE MAC 3134G54C6 05/20/2016$1,000,000.00 $999,203.44 $1,001,250.00 One time call on 5/20/15FREDDIE MAC 3134G53J2 05/20/2016 $1,000,000.00 $997,393.39 $1,000,000.00Quarterly: First 8/20/14; Last 2/20/16HAROT 2013-2 A2 43814EAB1 10/16/2015 $167,369.64$167,404.82 $167,355.50 10% clean up callHAROT 2014-2 A2 43814GAB6 09/19/2016 $200,000.00$199,982.17 $199,984.38 10% clean up callHTMOT 2014 - A A2 41284AAB4 04/15/2018 $332,420.96 $332,565.82 $332,398.46 10% clean up callIBM CORP 459200HD6 05/11/2015 $750,000.00 $754,382.00 $753,525.00 Make-whole call +10 bpsJDOT 2014-A A2 47787VAB7 09/15/2016 $700,000.00$700,283.50 $699,972.63 10% clean up callJOHN DEERE CAPITAL CORP 24422ESA8 01/12/2015$660,000.00 $660,641.01 $660,000.00 Float quarterly: LIBOR +7 bps Next: 10/14/14MBALT 2014-A A2A 58768EAC3 09/15/2015 $750,000.00 $750,532.75 $749,980.20 10% clean up callNATIONAL RURAL UTIL COOP637432MP7 02/02/2015 $279,000.00$280,140.52 $282,088.53 Make-whole call +15 bpsNATIONAL RURAL UTIL COOP637432MP7 02/02/2015 $450,000.00$451,839.55 $453,163.50 Make-whole call +15 bpsPENAR 2013-1A A1 70659PAE1 11/18/2017 $750,000.00 $750,960.20 $750,000.00 Float monthly: LIBOR +39 bps Next: 10/20/14PRAXAIR INC 74005PAR5 03/30/2015 $650,000.00 $663,789.41 $692,705.00 Make-whole call +25 bps until 3/30/15PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $300,000.00$300,716.02 $300,819.00 Float quarterly: LIBOR +27 bps Next: 11/19/14PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $375,000.00$375,895.02 $375,000.00 Float quarterly: LIBOR +27 bps Next: 11/19/14STATE OF OHIO REVENUE BOND 677520FR4 10/01/2015 $750,000.00$807,742.50 $750,000.00 Call anytime on or after 10/1/15TAOT 2013-B A2 89236VAB6 02/15/2016 $325,145.16$325,309.14 $325,127.31 5% clean up callUNIV OF CALIFORNIA REVENUES 91412GUT0 05/15/2016$250,000.00 $249,497.50 $250,000.00 Make-whole call +5 bpsUSAOT 2014-1 A2 90290KAB1 10/17/2016 $660,000.00$660,178.79 $659,974.13 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $262,786.92 $263,322.93 $263,577.33 10% clean up callVOLKSWAGEN GROUP AMERICA 928668AD4 05/23/2016 $500,000.00 $500,464.49$500,000.00 Float quarterly: LIBOR +22 bps Next: 11/24/14Total$19,230,350.07 $19,306,575.86 $19,315,931.10CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESSeptember 30, 2014 Portfolio as of 09-30-14 Pooled Money Investment Account PAR VALUES MATURING BY DATE AND TYPE Maturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 years to to to to to to to to to to to to to ITEM 30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/out TREASURY 600$ 2,400$ 3,850$ 900$ 1,700$ 1,800$ 1,600$ 5,900$ 2,700$ 8,150$ 2,150$ REPO TDs 1,456$ 625$ 848$ 793$ 613$ 748$ AGENCY 771$ 200$ 200$ 1,000$ 150$ 50$ 475$ 390$ 1,207$ 881$ BAs CP 2,260$ 300$ 1,050$ 600$ 146$ CDs + BNs 4,700$ 900$ 1,175$ 200$ 1,100$ 200$ 250$ 1,350$ CORP BND TOTAL 56,389$ 9,787$ 4,425$ 7,123$ 2,893$ 4,163$ 2,944$ 1,850$ 7,725$ 3,090$ 9,357$ 3,031$ -$ -$ PERCENT 17.4% 7.8% 12.6% 5.1% 7.4% 5.2% 3.3% 13.7% 5.5% 16.6% 5.4% 0.0% 0.0% Notes: 1. SBA Floating Rate Securities are represented at coupon change date. 2. Mortgages are represented at current book value. 3. Figures are rounded to the nearest million. 4. Does not include AB55 and General Fund loans. State of California Pooled Money Investment Account Market Valuation 9/30/2014 Description Carrying Cost Plus Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 11,137,909,675.57 $ 11,144,028,974.24 $ 11,147,231,000.00 $ NA Notes 20,613,431,491.60 $ 20,611,735,881.66 $ 20,620,552,000.00 $ 20,714,247.00 $ Federal Agency: SBA 571,481,035.26 $ 571,481,035.26 $ 567,433,519.70 $ 521,914.04 $ MBS-REMICs 109,474,286.60 $ 109,474,286.60 $ 116,983,332.51 $ 521,209.85 $ Debentures 1,959,407,587.90 $ 1,959,148,157.35 $ 1,958,751,700.00 $ 1,655,043.25 $ Debentures FR -$ -$ -$ -$ Discount Notes 1,299,421,361.10 $ 1,299,712,319.44 $ 1,299,922,000.00 $ NA GNMA -$ -$ -$ -$ Supranational Debentures 399,927,859.19 $ 399,927,859.19 $ 399,644,500.00 $ 192,809.50 $ CDs and YCDs FR -$ -$ -$ -$ Bank Notes 400,000,000.00 $ 400,000,000.00 $ 399,896,651.17 $ 139,833.33 $ CDs and YCDs 9,475,026,364.38 $ 9,475,015,822.71 $ 9,471,060,198.00 $ 3,941,784.74 $ Commercial Paper 4,354,195,497.74 $ 4,354,921,548.28 $ 4,354,205,466.67 $ NA Corporate: Bonds FR -$ -$ -$ -$ Bonds -$ -$ -$ -$ Repurchase Agreements -$ -$ -$ -$ Reverse Repurchase -$ -$ -$ -$ Time Deposits 5,082,740,000.00 $ 5,082,740,000.00 $ 5,082,740,000.00 $ NA AB 55 & GF Loans 1,047,229,467.74 $ 1,047,229,467.74 $ 1,047,229,467.74 $ NA TOTAL 56,450,244,627.08 $ 56,455,415,352.47 $ 56,465,649,835.79 $ 27,686,841.71 $ Fair Value Including Accrued Interest $ 56,493,336,677.50 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 (1.000181284). 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 $20,003,625.69 or $20,000,000.00 x 1.000181284. 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 September 30, 2014: * The Pooled Money Investment Account Portfolio has not invested in, nor will it invest in, Derivative Products as defined in FASB 133. 1. Structured Notes Structured notes are debt securities (other than asset-backed securities) whose cash flow characteristics (coupon rate, redemption amount, or stated maturity) depend upon one or more indices and/or that have embedded forwards or options. They are issued by corporations and by government-sponsored enterprises such as the Federal National Mortgage Association and the Federal Home Loan Bank System or an international agency such as the World Bank. Securities Accountability Structured Notes a. Callable Agency $ 0.000 million b. LIBOR Agency Floater $ 0.000 million c. 3 month LIBOR Corporate Floater $ 0.000 million d. 3 month LIBOR Bank Floater $ 0.000 million e. 2 year CMT Corporate Floater $ 0.000 million f. 3 month T-Bill Agency Floater $ 0.000 million g. 3 month T-Bill Corporate Floater $ 0.000 million U.S. $0.000 million As of: 09/30/14 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 $ 571.481 million b. Agency MBS-REMIC’S $ 109.474 million c. GNMA Pools $ 0.000 million (Medium term sub-total) $ 680.955 million d. Commercial Paper (Short term sub-total) $ 445.721 million U.S. $1,126.676 million As of: 09/30/14 Total Portfolio As of: 09/30/14 $56,450,244,627.08 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 1.21% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 0.79% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 2.00% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VIIIPar Value 1,332,445,511.23     Book Price 100.201Book Value 1,335,154,561.24     Average Days to Maturity 296Market Value 1,333,738,450.57     Coupon 0.5437%Market Price 100.097                      YTM 0.4605%Yield Change Market Value Market Price Gain/Loss2(bps) ($) ($) (bps)‐50 1,339,099,157.64  100.499 40.16‐25 1,336,409,594.57  100.298 20.08‐10 1,334,804,709.27  100.177 7.990 1,333,738,450.57  100.097 0.0010 1,332,675,110.38  100.017‐7.9925 1,331,085,547.95  99.898‐19.8850 1,328,450,711.37  99.700‐39.66Note: 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 40.16 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 39.66 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 9/30/14 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 SECURITIESSeptember 30, 2014