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MINUTES - 03102015 - C.76
RECOMMENDATION(S): ACCEPT the Treasurer's Quarterly Investment Report (the "Report") as of December 31, 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 October 1, 2014 through December 31, 2014. As of December 31, 2014, the par value, cost, and market value of Contra Costa County Investment Pool were $2,604,735,337.18, $2,607,529,604.08, and $2,605,701,782.54, respectively. The weighted yield to maturity was 0.39% and the weighted average days to maturity were 196 days. As of December 31, 2014, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. seq. and with the Treasurer’s current investment APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 03/10/2015 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 ABSENT:Federal D. Glover, District V Supervisor Contact: Brice Bins, (925) 957-2848 I hereby certify that this is a true and correct copy of an action taken and entered on the minutes of the Board of Supervisors on the date shown. ATTESTED: March 10, 2015 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stacey M. Boyd, Deputy cc: C. 76 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:March 10, 2015 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of December 31, 2014 BACKGROUND: (CONT'D) 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. ATTACHMENTS Quarterly Report 12/31/14 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF DECEMBER 31, 2014 TABLE OF CONTENTS Page I. Executive Summary 1 II. Contra Costa County Investment Pool Summary 2 III. Appendix A. Investment Portfolio Detail—Managed by Treasurer’s Office 1. Portfolio Summary 5 2. Portfolio Detail 9 3. Market Valuation Sources 30 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 31 2. Asset Management Funds a. Wells Capital Management 32 b. CalTrust 63 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 68 4. Miscellaneous a. Statements 69 EXECUTIVE SUMMARY The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. As of 12/31/14, the fair value of the Treasurer’s investment portfolio was 99.93% of the cost. More than 83 percent of the portfolio or over $2.16 billion will mature in less than a year. Historical activities combined with future cash flow projections indicate that the County is able to meet its cash flow needs for the next six months. Treasurer’s Investment Portfolio Characteristics Par $2,604,735,337.18 Cost $2,607,529,604.08 Market Value $2,605,701,782.54 Weighted Yield to Maturity 0.39% Weighted Average Days to Maturity 196 days Weighted Duration 0.54 year Page 1 PERCENT OF TYPE PAR VALUE COST FAIR VALUE TOTAL COST A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes) $33,860,000.00 $34,484,594.89 $34,195,845.20 1.32% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.00 0.00% Federal Home Loan Banks 103,787,857.14 103,962,381.27 103,700,307.80 3.99% Federal National Mortgage Association 88,575,000.00 90,078,506.65 89,013,449.92 3.45% Federal Farm Credit Banks 88,085,000.00 88,141,728.57 88,044,852.78 3.38% Federal Home Loan Mortgage Corporation 76,708,000.00 77,007,402.27 76,637,216.39 2.95% Municipal Bonds 6,620,000.00 6,888,245.85 1 6,888,245.85 1 0.26% Subtotal 363,775,857.14 366,078,264.61 364,284,072.74 14.04% 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 776,274,000.00 775,641,539.41 775,824,841.63 29.75% Negotiable Certificates of Deposit 598,570,000.00 598,572,855.38 598,730,399.85 22.96% Medium Term Certificates of Deposit 4,025,000.00 4,021,780.00 4,021,780.00 0.15% Money Market Accounts 565,318.32 565,318.32 565,318.32 0.02% Time Deposit 3,335.77 3,335.77 3,335.77 0.00% Subtotal 1,379,437,654.09 1,378,804,828.88 1,379,145,675.57 52.88% 4. Corporate Notes 108,412,000.00 108,509,761.20 108,537,516.88 4.16% TOTAL (Section A.)1,885,485,511.23 1,887,877,449.58 1,886,163,110.39 72.40% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 206,093,386.67 206,093,386.67 206,089,343.12 2 7.90% 2. Other a. EBRCS Bond 2,375,175.55 2,375,175.55 2,375,175.55 0.09% b. Miscellaneous (BNY, CCFCU) 110,502.25 110,502.25 110,502.25 0.00% c. Wells Capital Management 44,033,348.14 44,435,676.69 44,326,237.89 1.70% d. CalTRUST (Short-Term Fund) 148,319,571.89 148,319,571.89 148,319,571.89 5.69% Subtotal 194,838,597.83 195,240,926.38 195,131,487.58 7.49% TOTAL (Section B.)400,931,984.50 401,334,313.05 401,220,830.70 15.39% C. Cash 318,317,841.45 318,317,841.45 318,317,841.45 12.21% 3GRAND TOTAL (FOR A , B, & C)$2,604,735,337.18 $2,607,529,604.08 $2,605,701,782.54 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of December 31, 2014 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF DECEMBER 31, 2014 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF DECEMBER 31, 2014 1. All report information is unaudited but due diligence was utilized in its preparation. 2. There may be slight differences between the portfolio summary page and the attached exhibits and statements for investments managed by outside contractors or trustees. The variance is due to the timing difference in recording transactions associated with outside contracted parties during interim periods and later transmitted to the appropriate county agency and/or the Treasurer’s Office. In general, the Treasurer’s records reflect booked costs at the beginning of a period. 3. All securities and amounts included in the portfolio are denominated in United States Dollars. 4. The Contra Costa County investment portfolio maintains Standard & Poor's highest credit quality rating of AAAf and lowest volatility of S1+. The portfolio consists of a large portion of short-term investments with credit rating of A-1/P-1 or better. The majority of the long-term investments in the portfolio are rated AA or better. 5. In accordance with Contra Costa County's Investment Policy, the Treasurer's Office has constructed a portfolio that safeguards the principal, meets the liquidity needs and achieves a return. As a result, more than 83% of the portfolio will mature in less than a year with a weighted average maturity of 196 days. U.S. Treasuries 1.32% U.S.Agencies- Federal, State and Local 14.04% Money Market 52.88% Corporate Notes 4.16% Outside Contractors-LAIF 7.90% Outside Contractors-Other 7.49% Cash 12.21% PORTFOLIO BREAKDOWN BY INVESTMENT 83.16% 8.06%6.03% 2.00% 0.76% $0 $500,000,000 $1,000,000,000 $1,500,000,000 $2,000,000,000 $2,500,000,000 1 yr & less 1 to 2 yrs 2 to 3 yrs 3 to 4 yrs 4+ yrs MATURITY DISTRIBUTION AAA 0.28% AA+ 16.56% AA 14.55% AA‐ 1.89% A+ 0.71% A 0.62%A‐ 0.05% A‐1+ 7.54% A‐1 45.38% NR (CASH) 12.22% NR (Misc.) 0.18% PORTFOLIO CREDIT QUALITY 0.391%0.397% 0.267% 0.480% 0.390% 0.350% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐72%; LAIF‐8%; Wells Cap‐2%; CalTRUST‐6% and Cash‐12% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 0.70% 3/12 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 12/14 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 37.87% School Dist. 39.55% Community College Dist. 15.81% Voluntary Participants 6.77% POOL BALANCE BY PARTICIPANTS Note: More than 30% of the School Dist. funds from the bond proceeds Page 3 Note:All data provided by BloombergMAJOR MARKET AND ECONOMIC DATAAS OF DECEMBER 31, 2014012345678912/94 12/97 12/00 12/03 12/06 12/09 12/12 12/15PercentageTREASURY YIELDS AND FED TARGET RATEUS 2‐YR TREASURY YIELDUS 5‐YR TREASURY YIELDFEDERAL FUND TARGET RATE‐10‐8‐6‐4‐2024681012/31/1412/31/1212/31/1012/31/0812/31/0612/31/0412/31/0212/31/0012/31/9812/31/9612/31/94PercentageGROSS DOMESTIC PRODUCTGDP QoQ Change‐3‐2‐1012345609/30/1205/31/1001/31/0809/30/0505/31/0301/31/0109/30/9805/31/96PercentageCONSUMER PRICE INDEX CPI YoY ChangeCore CPI YoY Change024681012Dec‐94 Dec‐96 Dec‐98 Dec‐00 Dec‐02 Dec‐04 Dec‐06 Dec‐08 Dec‐10 Dec‐12 Dec‐14PercentageUNEMPLOYMENT 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: 12/31/2014 Run: 02/02/2015 12:59:23 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 4 Subtotal 2.571754 6,620,000.00 6,888,245.85 59,970.35 0.00 1.213905 6,888,245.85 104.052052 0.00 Inv Type: 31 MUNICIPAL BONDS Subtotal 1.187005 75,208,000.00 75,137,366.39 289,878.39 40,654.24 1.076854 75,508,039.77 99.906082 -410,124.16 Inv Type: 29 FHLMC NOTES .085036 1,499,362.50 99.990000 0.00 Subtotal .085000 1,500,000.00 1,499,850.00 425.00 62.50 Inv Type: 28 FHLMC DISCOUNT NOTES Subtotal .708272 88,085,000.00 88,044,852.78 118,401.24 21,168.60 .694252 88,141,728.57 99.954422 -115,877.72 Inv Type: 27 FEDERAL FARM CREDIT BANKS Subtotal 1.464117 88,575,000.00 89,013,449.92 288,459.92 138,664.64 1.001444 90,078,506.65 100.495004 -1,199,340.47 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO Subtotal .890693 96,867,857.14 96,781,722.08 99,728.55 30,612.52 .846932 97,044,531.94 99.911080 -281,185.54 Inv Type: 22 FEDERAL HOME LOAN BANKS Subtotal 1.432392 33,860,000.00 34,195,845.20 68,803.17 4,847.17 .690087 34,484,594.89 100.991864 -285,929.50 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: 12/31/2014 Run: 02/02/2015 12:59:23 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 4 Subtotal 1.227675 95,212,000.00 95,322,529.88 294,190.94 201,508.15 1.129147 95,357,311.20 100.116088 -233,191.30 Inv Type: 75 CORPORATE NOTES Subtotal 1.135834 4,025,000.00 4,021,780.00 13,131.92 0.00 1.163189 4,021,780.00 99.920000 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM Subtotal .522411 13,200,000.00 13,214,987.00 15,865.44 62,937.00 .810742 13,152,450.00 100.113538 -400.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 Subtotal .228433 592,170,000.00 592,331,879.65 168,081.66 157,544.47 .226829 592,174,335.18 100.027337 0.00 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT Subtotal .215880 774,024,000.00 773,578,921.63 159,922.46 55,746.27 .216072 773,391,539.41 99.942498 -28,286.51 Inv Type: 71 COMMERCIAL PAPER DISCOUNT Subtotal .290000 2,250,000.00 2,245,920.00 108.75 0.00 .290000 2,250,000.00 99.818667 -4,080.00 Inv Type: 70 COMM PAPER INTEREST BEARING Subtotal .087768 6,920,000.00 6,918,585.72 356.62 379.77 .087798 6,917,849.33 99.979562 0.00 Inv Type: 43 FHLB DISCOUNT 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 6 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:59:23 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 12.34 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 .433090 4,398,520.20 99.966368 0.00 Subtotal .413822 4,400,000.00 4,398,520.20 1,000.59 0.00 Inv Type: 80 YCD / NCD QTR FLTR Subtotal .716250 2,000,000.00 2,000,000.00 2,188.54 0.00 .716250 2,000,000.00 100.000000 0.00 Inv Type: 79 YCD/NCD 30/360 Grand Total Count 310 .462355 1,885,485,511.23 1,886,163,110.39 1,580,525.88 714,125.33 .411167 1,887,877,449.58 100.035938 -2,558,415.20 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: 12/31/2014 Run: 02/02/2015 12:59:23 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 108,412.00 108,509.76 108,537.52 100.03 %30.85 1.09 % NCD/YCD 602,595.00 602,594.64 602,752.18 100.03 %157.54 0.24 % COMMERCIAL PAPER 776,274.00 775,641.54 775,824.84 100.02 %23.38 0.22 % MUNICIPALS 6,620.00 6,888.25 6,888.25 100.00 %0.00 1.21 % U.S. AGENCIES 357,155.86 359,190.02 357,395.83 99.50 % -1,774.99 0.88 % U.S. TREASURIES 33,860.00 34,484.59 34,195.85 99.16 %-281.08 0.69 % Totals(000's)1,885,485.51 1,887,877.45 1,886,163.11 99.91 %-1,844.29 0.41 % 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 21 07/31/2018 1.446611 383,932.23 100.102000 SUNGARD 0.00 82056 CCCCD GOV US TREAS 912828VQ0 07/31/2014 1.375000 385,000.00 385,392.70 2,215.32 1,460.47 82112 CCCSIG GOV US TREAS 912828TM2 09/04/2014 .625000 2,555,000.00 2,530,650.85 5,425.84 2,712.17 82135 CCCSIG GOV US TREAS 912828SM3 10/06/2014 1.000000 1,255,000.00 1,260,296.10 3,206.46 0.00 08/31/2017 1.013383 2,528,115.13 99.047000 SUNGARD 0.00 10/31/2016 .545942 1,839,692.97 100.719000 SUNGARD -6,607.17 82002 CCCSIG GOV US TREAS 912828QX1 06/05/2014 1.500000 1,825,000.00 1,852,940.75 11,455.84 0.00 82003 CCCSIG GOV US TREAS 912828SY7 06/05/2014 .625000 2,360,000.00 2,346,548.00 1,296.70 7.37 82004 CCCSIG GOV US TREAS 912828RM4 06/05/2014 1.000000 1,820,000.00 1,833,085.80 3,117.13 0.00 05/31/2017 .818703 2,346,540.63 99.430000 SUNGARD 0.00 82136 CCCCD GOV US TREAS 912828C65 10/06/2014 1.625000 195,000.00 195,867.75 809.60 570.68 03/31/2017 .801023 1,261,334.80 100.422000 SUNGARD -831.83 03/31/2019 1.589638 195,349.30 100.445000 SUNGARD 0.00 82181 CCCCD GOV US TREASU 912828KQ2 11/03/2014 3.125000 95,000.00 101,271.90 385.45 0.00 11/30/2017 1.165963 508,470.70 103.414000 SUNGARD -1,742.10 81450 CCCSIG GOV US TREAS 912828KZ2 05/28/2013 3.250000 2,420,000.00 2,518,687.60 217.27 0.00 06/30/2016 .399968 761,933.59 104.078000 SUNGARD -33,387.59 06/30/2016 .436515 2,623,825.62 104.078000 SUNGARD -105,138.02 05/31/2016 .521419 542,040.38 101.820000 SUNGARD -7,485.38 81453 CCCSIG GOV US TREAS 912828QP8 05/31/2013 1.750000 525,000.00 534,555.00 807.69 0.00 07/31/2016 .442255 1,866,347.66 101.531000 SUNGARD -13,406.91 81318 CCCSIG GOV US TREAS 912828QF0 03/28/2013 2.000000 1,520,000.00 1,552,056.80 5,206.63 0.00 81441 CCCSIG GOV US TREAS 912828KZ2 05/15/2013 3.250000 700,000.00 728,546.00 62.85 0.00 04/30/2016 .381518 1,554,415.14 102.109000 SUNGARD -2,358.34 81667 CCCSIG GOV US TREAS 912828MA5 11/01/2013 2.750000 2,100,000.00 2,183,181.00 5,076.92 0.00 09/30/2016 .528972 1,967,021.95 104.188000 SUNGARD -13,496.95 81857 CCCSIG GOV US TREAS 912828LP3 02/28/2014 3.000000 1,875,000.00 1,953,525.00 14,371.57 0.00 81916 CCCSIG GOV US TREAS 912828QP8 04/11/2014 1.750000 255,000.00 259,641.00 392.31 0.00 81994 CCCCD GOV US TREASU 912828PK0 05/09/2014 2.250000 490,000.00 506,728.60 969.23 0.00 05/31/2016 .480848 261,873.05 101.820000 SUNGARD -2,232.05 81720 CCCSIG GOV US TREAS 912828RU6 12/03/2013 .875000 3,850,000.00 3,866,863.00 2,961.54 0.00 11/30/2016 .631739 2,235,433.59 103.961000 SUNGARD -52,252.59 11/30/2016 .573482 3,884,138.67 100.438000 SUNGARD -17,275.67 07/31/2016 .477085 112,217.19 101.531000 SUNGARD -533.09 81838 CCCCD GOV US TREASU 912828QX1 02/07/2014 1.500000 110,000.00 111,684.10 690.49 0.00 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 21 11/28/2016 .750000 7,142,857.14 99.863000 SUNGARD -9,785.71 81856 GOV FHLB CALLABLE N 3130A0Z45 02/28/2014 .750000 7,142,857.14 7,133,071.43 4,910.70 0.00 81881 GOV FHLB MULTI STEP 3130A15L8 03/26/2014 1.000000 5,000,000.00 5,005,150.00 13,194.44 10,150.00 81882 GOV FHLB MULTI STEP 3130A15L8 03/26/2014 1.000000 2,500,000.00 2,502,575.00 6,597.22 6,325.00 03/26/2019 1.020566 4,995,000.00 100.103000 SUNGARD 0.00 81500 GOV FHLB CALLABLE N 313383EX5 06/18/2013 .810000 5,000,000.00 4,971,500.00 2,025.00 9,000.00 09/08/2017 .790076 169,671.90 99.200000 SUNGARD -1,031.90 06/13/2017 1.002401 4,962,500.00 99.430000 SUNGARD 0.00 02/10/2015 .170563 994,552.25 99.996000 SUNGARD 0.00 81842 RM GOV FEDERAL HOME 3130A0WM8 02/14/2014 .125000 995,000.00 994,960.20 487.14 407.95 81990 PW GOV FEDERAL HOME 3130A1QG6 05/07/2014 .125000 1,605,000.00 1,604,695.05 390.10 0.00 81901 CCCSIG GOV FHLB CAL 3130A1CR7 04/04/2014 1.625000 1,445,000.00 1,449,493.95 6,131.22 0.00 03/26/2019 1.030857 2,496,250.00 100.103000 SUNGARD 0.00 03/27/2017 1.248194 1,460,880.55 100.311000 SUNGARD -11,386.60 03/27/2017 1.248194 252,747.50 100.311000 SUNGARD -1,970.00 81902 CCCCD GOV FHLB CALL 3130A1CR7 04/04/2014 1.625000 250,000.00 250,777.50 1,060.76 0.00 03/13/2015 2.700069 170,379.10 100.505000 SUNGARD 0.00 78467 WT GOV FHLB NOTES 3133XWX95 04/19/2010 2.750000 170,000.00 170,858.50 1,402.49 479.40 80907 WT GOV FHLB NOTES 313380EC7 10/10/2012 .750000 170,000.00 168,640.00 400.22 0.00 80648 RM GOV FHLB NOTES 313373SZ6 06/11/2012 2.125000 1,895,000.00 1,937,448.00 2,349.01 0.00 06/10/2016 .745089 2,993,104.40 102.240000 SUNGARD -89,488.40 80662 RM GOV FHLB NOTES 313373SZ6 06/20/2012 2.125000 2,840,000.00 2,903,616.00 3,520.42 0.00 06/10/2016 .760030 1,996,647.80 102.240000 SUNGARD -59,199.80 Inv Type: 22 FEDERAL HOME LOAN BANKS 82238 CCCSIG GOV US TREAS 912828UA6 12/03/2014 .625000 3,300,000.00 3,257,727.00 1,813.19 0.00 11/30/2017 .874222 3,275,935.62 98.719000 SUNGARD -18,038.63 06/30/2017 .788660 3,841,094.92 99.625000 SUNGARD -10,513.67 05/15/2019 1.503637 101,724.22 106.602000 SUNGARD -452.32 82182 CCCSIG GOV US TREAS 912828TB6 11/03/2014 .750000 3,845,000.00 3,830,581.25 79.66 0.00 82269 CCCCSD GOV US TREAS 912828TB6 12/10/2014 .750000 130,000.00 129,512.50 2.69 96.48 06/30/2017 .928142 129,416.02 99.625000 SUNGARD 0.00 82247 CCCSIG GOV US TREAS 912828SC5 12/10/2014 .875000 2,250,000.00 2,256,502.50 8,238.79 0.00 01/31/2017 .734933 2,263,741.51 100.289000 SUNGARD -177.19 .690087 34,484,594.89 100.991864 -285,929.50 Subtotal 1.432392 33,860,000.00 34,195,845.20 68,803.17 4,847.17 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 10 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 21 12/16/2016 .620043 2,493,725.00 99.533000 SUNGARD -5,400.00 82189 RM GOV FHLB NOTES 3130A3EW0 11/07/2014 .500000 2,500,000.00 2,488,325.00 520.82 0.00 12/01/2015 .215107 369,789.10 99.851000 SUNGARD -340.40 82196 RM GOV FHLB NOTES 3130A3E75 11/18/2014 .160000 370,000.00 369,448.70 49.33 0.00 10/14/2016 .572077 10,013,845.83 99.834000 SUNGARD -26,800.00 82166 CCCSIG GOV FHLB NOT 3130A2T97 10/29/2014 .500000 1,440,000.00 1,436,184.00 1,860.00 0.00 09/19/2017 1.200000 5,000,000.00 99.960000 SUNGARD -2,000.00 82187 GOV FHLB NOTES 3130A3CE2 11/05/2014 .625000 10,000,000.00 9,983,400.00 13,368.05 0.00 09/28/2016 .482109 1,441,109.60 99.735000 SUNGARD -4,305.60 82255 GOV FHLB NOTES 3130A3PC2 12/12/2014 .650000 5,000,000.00 4,989,550.00 1,715.28 0.00 08/15/2017 1.000000 10,000,000.00 99.751000 SUNGARD -24,900.00 82275 GOV FHLB NOTES 3130A3TA2 12/30/2014 1.000000 10,000,000.00 9,975,100.00 277.78 0.00 12/12/2016 .770206 4,994,219.44 99.872000 SUNGARD 0.00 82256 RM GOV FHLB NOTES 3130A3Q64 12/12/2014 .700000 3,500,000.00 3,495,520.00 1,293.06 0.00 12/12/2016 .720127 4,993,050.00 99.791000 SUNGARD -3,500.00 82271 GOV FHLB NOTES 3130A3Q64 12/23/2014 .700000 5,000,000.00 4,993,600.00 1,847.22 450.00 12/12/2016 .670252 3,502,065.00 99.872000 SUNGARD -6,545.00 06/10/2016 .475000 2,495,049.83 99.842000 SUNGARD 0.00 82012 RM GOV FEDERAL HOME 3130A2C61 06/13/2014 .375000 2,500,000.00 2,496,050.00 546.87 1,000.17 82038 RM GOV FHLB NOTES 313379DT3 07/15/2014 1.250000 6,205,000.00 6,159,703.50 4,955.38 0.00 82039 CLT GOV FHLB NOTES 3130A2LC8 07/17/2014 .125000 250,000.00 249,897.50 148.44 10.00 06/08/2018 1.390090 6,172,113.50 99.270000 SUNGARD -12,410.00 82000 RM GOV FHLB NOTES 313379VE6 06/02/2014 1.010000 2,875,000.00 2,872,297.50 967.92 0.00 04/21/2015 .125103 1,604,998.40 99.981000 SUNGARD -303.35 06/19/2017 .850065 2,888,800.00 99.906000 SUNGARD -16,502.50 06/08/2015 .145000 2,499,507.48 99.964000 SUNGARD -407.48 82008 RM GOV FEDERAL HOME 3130A2DC7 06/13/2014 .125000 2,500,000.00 2,499,100.00 199.66 0.00 09/28/2016 .605937 164,628.75 99.735000 SUNGARD -66.00 82073 CCCCD GOV FHLB GLOB 3130A2T97 08/07/2014 .500000 165,000.00 164,562.75 213.13 0.00 82093 DCD GOV FHL B NOTES 3130A2WK8 08/29/2014 .125000 1,400,000.00 1,398,880.00 597.92 0.00 82122 GOV FHLB NOTES 3130A33J1 09/19/2014 1.200000 5,000,000.00 4,998,000.00 17,000.00 0.00 08/28/2015 .185049 1,399,167.66 99.920000 SUNGARD -282.80 82053 RM GOV FHLB NOTES 313379DT3 07/28/2014 1.250000 3,000,000.00 2,978,100.00 2,395.83 0.00 07/10/2015 .170949 249,893.58 99.959000 SUNGARD 0.00 06/08/2018 1.410094 2,982,000.00 99.270000 SUNGARD -3,900.00 09/28/2016 .605937 1,646,287.50 99.735000 SUNGARD -660.00 82072 CCCSIG GOV FHLB 3130A2T97 08/07/2014 .500000 1,650,000.00 1,645,627.50 2,131.26 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 11 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 21 81230 WT GOV FNMA NOTES 3135G0TG8 02/21/2013 .875000 165,000.00 163,109.10 573.49 0.00 03/30/2016 .536815 24,988.14 100.591000 SUNGARD 0.00 02/08/2018 .970000 164,242.02 98.854000 SUNGARD -1,132.92 04/27/2017 .600233 3,981,432.00 100.558000 SUNGARD -59,670.00 81361 RM GOV FEDERAL NATL 3135G0JA2 04/15/2013 1.125000 3,900,000.00 3,921,762.00 7,800.01 0.00 09/28/2016 .615791 4,821,797.78 101.021000 SUNGARD -70,780.15 81224 CCCSIG GOV FNMA NOT 3135G0VA8 02/15/2013 .500000 145,000.00 145,856.95 5,011.39 1,010.49 81225 CCCCD GOV FNMA NOTE 3135G0VA8 02/15/2013 .500000 25,000.00 25,147.75 772.22 159.61 03/30/2016 .536815 144,846.46 100.591000 SUNGARD 0.00 81449 GOV FNMA CALLABLE M 3136G1M63 05/22/2013 .750000 10,000,000.00 9,970,700.00 8,125.00 0.00 81478 AUHSD GOV FNMA NOTE 3135G0WJ8 06/07/2013 .875000 200,000.00 196,674.00 194.44 0.00 05/22/2018 .750000 10,000,000.00 99.707000 SUNGARD -29,300.00 05/21/2018 1.190082 196,976.00 98.337000 SUNGARD -302.00 06/12/2018 .860449 4,997,950.00 99.647000 SUNGARD -15,600.00 81484 GOV FNMA CALLABLE M 3136G1MU0 06/12/2013 .850000 5,000,000.00 4,982,350.00 2,243.06 0.00 08/25/2015 .850175 946,860.18 101.301000 SUNGARD -37,177.20 79870 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 2,692,000.00 2,727,022.92 21,199.50 0.00 08/25/2015 .850175 2,838,471.72 101.301000 SUNGARD -111,448.80 79869 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 898,000.00 909,682.98 7,071.75 0.00 80833 RM GOV FNMA NOTES 3135G0CM3 09/14/2012 1.250000 4,703,000.00 4,751,017.63 15,186.77 0.00 79569 RM GOV FNMA NOTES 31359MA45 05/16/2011 5.000000 4,406,000.00 4,467,023.10 46,507.78 0.00 04/15/2015 1.555194 4,980,101.80 101.385000 SUNGARD -513,078.70 79947 RM GOV FNMA NOTES 31398A3T7 10/13/2011 2.000000 3,605,000.00 3,650,170.65 20,027.78 0.00 10/26/2015 .893123 6,167,100.00 101.138000 SUNGARD -98,820.00 80281 RM GOV FNMA NOTES 3135G0AL7 01/23/2012 2.250000 4,035,000.00 4,119,573.60 26,731.88 0.00 03/15/2016 1.000170 4,239,211.35 102.096000 SUNGARD -119,637.75 80118 RM GOV FNMA NOTES 31398A4M1 12/09/2011 1.625000 6,000,000.00 6,068,280.00 17,604.17 0.00 09/21/2015 1.140004 3,724,073.15 101.253000 SUNGARD -73,902.50 80020 WT GOV FNMA NOTES 3135G0CM3 11/09/2011 1.250000 173,000.00 174,766.33 558.65 1,029.35 09/28/2016 1.160000 173,736.98 101.021000 SUNGARD 0.00 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO 12/08/2017 1.180284 4,499,690.63 99.902000 SUNGARD 0.00 82280 RM GOV FHLB NOTES 3130A3HF4 12/29/2014 1.125000 4,500,000.00 4,495,590.00 7,171.88 2,790.00 .846932 97,044,531.94 99.911080 -281,185.54 Subtotal .890693 96,867,857.14 96,781,722.08 99,728.55 30,612.52 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 5 of 21 82086 CCCSIG GOV FNMA NOT 3135G0ZL0 08/25/2014 1.000000 875,000.00 873,241.25 2,284.72 1,129.82 11/27/2018 1.489435 115,672.75 100.481000 SUNGARD -119.60 09/27/2017 1.117972 872,111.43 99.799000 SUNGARD 0.00 09/27/2017 1.117972 129,535.90 99.799000 SUNGARD 0.00 82087 CCCCD GOV FNMA NOTE 3135G0ZL0 08/25/2014 1.000000 130,000.00 129,738.70 339.44 202.80 82005 CCCCD GOV FNMA GLOB 3135G0YT4 06/05/2014 1.625000 115,000.00 115,553.15 176.49 0.00 81941 GOV FNMA GLOBAL NOT 3135G0MZ3 04/17/2014 .875000 10,000,000.00 9,965,100.00 29,895.83 24,300.00 02/19/2019 1.795148 6,984,817.89 101.517000 SUNGARD 0.00 08/28/2017 1.054521 9,940,800.00 99.651000 SUNGARD 0.00 04/20/2017 .740235 49,013.72 99.688000 SUNGARD -166.60 81999 MDUSD GOV FNMA NOTE 3135G0ZB2 05/21/2014 .750000 49,000.00 48,847.12 72.48 0.00 04/27/2017 .895628 558,307.80 100.558000 SUNGARD -210.90 82114 CCCSIG GOV FNMA NOT 3135G0JA2 09/08/2014 1.125000 555,000.00 558,096.90 1,109.99 0.00 82115 CCCCD GOV FNMA NOTE 3135G0JA2 09/08/2014 1.125000 565,000.00 568,152.70 1,130.00 0.00 82119 WT GOV FNMA NOTES 3135G0ZG1 09/12/2014 1.750000 166,000.00 166,411.68 879.57 1,513.92 04/27/2017 .895628 568,367.40 100.558000 SUNGARD -214.70 05/21/2018 1.459815 159,529.36 98.337000 SUNGARD 0.00 81538 WT GOV FNMA NOTES 3135G0WJ8 07/17/2013 .875000 164,000.00 161,272.68 159.44 1,743.32 81588 CCCSIG GOV FNMA NOT 3135G0VA8 08/30/2013 .500000 2,000,000.00 2,011,820.00 2,527.78 22,620.00 81589 CCCCD GOV FNMA NOTE 3135G0VA8 08/30/2013 .500000 100,000.00 100,591.00 126.39 884.77 03/30/2016 .711533 1,989,200.00 100.591000 SUNGARD 0.00 81485 RM GOV FNMA NOTES 3135G0KM4 06/14/2013 .500000 2,888,000.00 2,891,234.56 1,363.78 0.00 81890 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 6,959,000.00 7,064,568.03 47,843.13 79,750.14 05/27/2015 .306208 2,898,887.76 100.112000 SUNGARD -7,653.20 06/19/2017 1.012787 4,997,500.00 99.833000 SUNGARD -5,850.00 81503 GOV FNMA CALLABLE N 3136G1NU9 06/19/2013 1.000000 5,000,000.00 4,991,650.00 1,666.67 0.00 03/30/2016 .711306 99,706.23 100.591000 SUNGARD 0.00 81728 GOV FEDERAL NATL MO 3136G1Y78 12/09/2013 .700000 5,000,000.00 4,980,650.00 2,138.89 0.00 09/28/2016 .740950 111,612.84 101.021000 SUNGARD -489.74 12/09/2016 .700000 5,000,000.00 99.613000 SUNGARD -19,350.00 02/19/2019 1.795148 378,398.67 101.517000 SUNGARD 0.00 81889 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 377,000.00 382,719.09 2,591.88 4,320.42 09/28/2016 .748553 238,393.71 101.021000 SUNGARD -994.36 81628 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 235,000.00 237,399.35 758.85 0.00 81629 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 975,000.00 984,954.75 3,148.44 0.00 81630 CCCCD GOV FNMA NOTE 3135G0CM3 10/03/2013 1.250000 110,000.00 111,123.10 355.21 0.00 09/28/2016 .740949 989,630.95 101.021000 SUNGARD -4,676.20 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 6 of 21 81480 AUHSD GOV FFCB NOTE 3133ECQF4 06/07/2013 .250000 100,000.00 100,033.00 22.92 93.00 05/17/2017 .790074 198,914.00 99.448000 SUNGARD -18.00 05/28/2015 .280483 99,940.00 100.033000 SUNGARD 0.00 12/07/2016 .972048 2,497,134.30 100.175000 SUNGARD 0.00 81579 RM GOV FFCB NOTES 3133ECWV2 08/20/2013 .875000 2,505,000.00 2,509,383.75 1,461.24 12,249.45 02/25/2015 .300000 5,000,000.00 100.022000 SUNGARD 0.00 81281 RM GOV FEDERAL FARM 3133ECG81 03/15/2013 .300000 5,000,000.00 5,001,100.00 5,250.00 1,100.00 81321 RM GOV FEDERAL FARM 3133EC5Q3 04/01/2013 .330000 1,995,000.00 1,995,798.00 1,920.19 0.00 81479 AUHSD GOV FFCB NOTE 3133ECPT5 06/07/2013 .650000 200,000.00 198,896.00 158.89 0.00 03/16/2015 .280293 1,996,935.15 100.040000 SUNGARD -1,137.15 81732 GOV FEDERAL FARM CR 3133EDBM3 12/10/2013 .290000 5,545,000.00 5,542,061.15 938.03 2,606.15 81841 GOV FFCB CALLABLE N 3133EDF31 02/11/2014 .570000 10,000,000.00 9,989,800.00 22,166.67 0.00 12/10/2015 .340213 5,539,455.00 99.947000 SUNGARD 0.00 08/11/2016 .580087 9,997,500.00 99.898000 SUNGARD -7,700.00 81930 RM GOV FEDERAL FARM 3133EDJC7 04/14/2014 .150000 249,000.00 248,945.22 84.04 0.00 03/28/2016 .810254 4,077,652.80 100.806000 SUNGARD -5,090.40 80543 RM GOV FFCB NOTES 3133EAJU3 04/20/2012 1.050000 3,957,000.00 3,988,893.42 10,733.37 0.00 11/29/2016 .640000 10,000,000.00 99.710000 SUNGARD -29,000.00 80522 RM GOV FFCB NOTES 3133EAJU3 04/13/2012 1.050000 4,040,000.00 4,072,562.40 10,958.50 0.00 07/12/2016 .600206 2,498,863.30 99.836000 SUNGARD -8,953.46 81102 GOV FFCB CALLABLE N 3133EC5B6 12/28/2012 .640000 10,000,000.00 9,971,000.00 5,688.89 0.00 03/28/2016 .790000 3,996,818.30 100.806000 SUNGARD -7,924.88 80718 RM GOV FFCB NOTES 3133EAXG8 07/23/2012 .650000 2,494,000.00 2,489,909.84 7,610.16 0.00 Inv Type: 27 FEDERAL FARM CREDIT BANKS 82167 CCCCD GOV FNMA GOLO 3135GOYM7 10/29/2014 1.875000 130,000.00 132,619.50 697.39 0.00 09/18/2018 1.340977 132,897.10 102.015000 BOOK 0.00 11/27/2018 1.385424 126,187.50 100.481000 SUNGARD -586.25 09/12/2019 1.889799 164,897.76 100.248000 SUNGARD 0.00 82156 CCCCD GOV FNMA GLOB 3135G0YT4 10/23/2014 1.625000 125,000.00 125,601.25 191.84 0.00 82257 RM GOV FNMA NOTES 3135G0YT4 12/12/2014 1.625000 6,010,000.00 6,038,908.10 9,223.68 0.00 11/27/2018 1.380107 6,070,563.27 100.481000 SUNGARD -27,585.90 82236 CCCCD GOV FNMA BENC 3135G0ZY2 12/03/2014 1.750000 100,000.00 100,060.00 170.14 0.00 11/26/2019 1.612998 100,687.03 100.060000 SUNGARD -593.00 1.001444 90,078,506.65 100.495004 -1,199,340.47 Subtotal 1.464117 88,575,000.00 89,013,449.92 288,459.92 138,664.64 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 7 of 21 79367 RM GOV FHLMC NOTES 3137EACH0 03/11/2011 2.875000 5,006,000.00 5,017,063.26 56,769.43 0.00 01/19/2016 2.330564 172,267.00 104.602000 SUNGARD -10,133.90 80411 WT GOV FHLMC NOT 3137EADC0 03/12/2012 1.000000 170,000.00 170,493.00 533.61 1,480.70 02/09/2015 1.839112 5,200,783.46 100.221000 SUNGARD -183,720.20 79343 WT GOV FHLMC NOTES 3134A4ZT4 02/25/2011 4.750000 155,000.00 162,133.10 3,313.13 0.00 09/10/2015 1.670070 170,647.70 101.025000 SUNGARD 0.00 78867 WT GOV FHLMC NOTES 3137EACM9 09/14/2010 1.750000 170,000.00 171,742.50 917.29 1,094.80 02/09/2015 2.000042 5,992,966.00 100.221000 SUNGARD -180,148.00 79321 RM GOV FHLMC NOTES 3137EACH0 02/18/2011 2.875000 5,800,000.00 5,812,818.00 65,773.61 0.00 80900 CCCCD GOV FHLMC 3137EADL0 10/05/2012 1.000000 295,000.00 294,351.00 753.89 0.00 03/08/2017 1.120062 169,012.30 100.290000 SUNGARD 0.00 09/29/2017 .764157 298,395.45 99.780000 SUNGARD -4,044.45 Inv Type: 29 FHLMC NOTES 82094 PW GOV FHLMC DISCOU 313396CN1 09/03/2014 .085000 1,500,000.00 1,499,850.00 425.00 62.50 03/02/2015 .085036 1,499,362.50 99.990000 SUNGARD 0.00 .085036 1,499,362.50 99.990000 0.00 Subtotal .085000 1,500,000.00 1,499,850.00 425.00 62.50 Inv Type: 28 FHLMC DISCOUNT NOTES 10/10/2017 1.156802 9,998,000.00 99.931000 SUNGARD -4,900.00 82185 RM GOV FFCB NOTES 3133EDYB2 11/04/2014 1.500000 2,000,000.00 1,995,420.00 6,250.00 5,120.00 01/16/2019 1.620035 1,991,800.00 99.771000 SUNGARD 0.00 82137 GOV FFCB NOTES 3133EDXA5 10/10/2014 1.150000 10,000,000.00 9,993,100.00 25,875.00 0.00 04/10/2015 .130060 249,049.05 99.978000 SUNGARD -103.83 81958 GOV FEDERAL FARM CR 3133EDKJ0 05/01/2014 .700000 5,000,000.00 4,995,650.00 5,833.33 0.00 11/01/2016 .700000 5,000,000.00 99.913000 SUNGARD -4,350.00 82195 GOV FFCB NOTES 3133EEBU3 11/18/2014 .600000 10,000,000.00 9,966,300.00 7,833.34 0.00 82259 GOV FFCB NOTES 3133EEFA3 12/15/2014 .720000 10,000,000.00 9,999,000.00 3,200.00 0.00 12/15/2016 .720000 10,000,000.00 99.990000 SUNGARD -1,000.00 12/01/2016 .590074 4,999,000.00 99.740000 SUNGARD -12,000.00 11/14/2016 .600000 10,000,666.67 99.663000 SUNGARD -33,700.00 82218 GOV FFCB NOTES 3133EEDQ0 12/01/2014 .580000 5,000,000.00 4,987,000.00 2,416.67 0.00 .694252 88,141,728.57 99.954422 -115,877.72 Subtotal .708272 88,085,000.00 88,044,852.78 118,401.24 21,168.60 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 8 of 21 82077 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 140,000.00 139,946.80 595.00 0.00 07/28/2017 1.002272 140,052.84 99.962000 SUNGARD -43.82 82078 GOV FHLMC NOTES 3137EADL0 08/11/2014 1.000000 5,000,000.00 4,989,000.00 12,777.78 0.00 07/28/2017 1.000000 10,000,000.00 99.948000 SUNGARD -5,200.00 82076 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 75,000.00 74,971.50 318.75 0.00 07/28/2017 1.001893 75,029.13 99.962000 SUNGARD -24.30 09/29/2017 1.033085 4,994,900.00 99.780000 SUNGARD -5,900.00 07/28/2017 1.002272 1,650,622.78 99.962000 SUNGARD -516.45 82237 CCCCD GOV FHLMC NOT 3137EADG1 12/03/2014 1.750000 100,000.00 100,554.00 150.69 0.00 05/30/2019 1.485986 101,157.58 100.554000 SUNGARD -589.00 82080 CCCSIG GOV FHLMC GL 3137EADJ5 08/14/2014 1.000000 810,000.00 809,692.20 3,442.50 0.00 07/28/2017 1.001893 810,314.64 99.962000 SUNGARD -262.44 82081 CCCSIG GOV FHLMC GL 3137EADJ5 08/14/2014 1.000000 1,650,000.00 1,649,373.00 7,012.50 0.00 82054 GOV FHLMC CALLABLE 3134G5CE3 07/28/2014 1.000000 10,000,000.00 9,994,800.00 42,500.00 0.00 81847 RM GOV FHLMC NOTE3S 3137EADC0 02/25/2014 1.000000 3,870,000.00 3,881,223.00 12,147.50 0.00 10/14/2016 .773322 265,805.60 100.373000 SUNGARD 0.00 81869 RM GOV FEDERAL HOME 3137EADP1 03/14/2014 .875000 7,061,000.00 6,975,914.95 19,564.85 17,440.67 03/08/2017 .780254 3,895,464.60 100.290000 SUNGARD -14,241.60 81634 CCCCD GOV FHLMC NOT 3137EADS5 10/03/2013 .875000 265,000.00 265,988.45 495.95 182.85 09/18/2015 .420000 10,000,000.00 100.089000 SUNGARD 0.00 81293 GOV FHLMC NOTES 3134G36F2 03/22/2013 .420000 10,000,000.00 10,008,900.00 12,016.67 8,900.00 05/13/2016 .666848 1,990,820.00 100.035000 SUNGARD 0.00 81544 CCCSIG GOV FHLMC NO 3137EADQ9 08/02/2013 .500000 2,000,000.00 2,000,700.00 1,333.33 9,880.00 82009 RM GOV FHLMC GLOBAL 3137EADH9 06/13/2014 1.000000 2,484,000.00 2,488,893.48 138.00 805.31 04/07/2017 .996560 10,001,000.00 99.957000 SUNGARD -5,300.00 06/29/2017 .945000 2,488,088.17 100.197000 SUNGARD 0.00 09/29/2017 1.070130 9,977,700.00 99.780000 SUNGARD 0.00 82026 GOV FHLMC NOTES 3137EADL0 07/03/2014 1.000000 10,000,000.00 9,978,000.00 25,555.56 300.00 81940 GOV FEDERAL HOME LN 3134G4Z76 04/16/2014 1.000000 10,000,000.00 9,995,700.00 23,333.33 0.00 81870 WT GOV FEDERAL HOME 3137EADP1 03/12/2014 .875000 157,000.00 155,108.15 435.02 569.91 03/07/2018 1.279731 154,538.24 98.795000 SUNGARD 0.00 03/07/2018 1.250049 6,958,474.28 98.795000 SUNGARD 0.00 Subtotal 1.187005 75,208,000.00 75,137,366.39 289,878.39 40,654.24 1.076854 75,508,039.77 99.906082 -410,124.16 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 9 of 21 03/15/2015 .765514 541,394.23 107.206778 BOOK 0.00 81514 AUHSD MUNI WICOMICO 967545R89 06/27/2013 3.500000 390,000.00 427,550.12 1,137.50 0.00 12/01/2018 1.638640 427,550.12 109.628236 BOOK 0.00 81513 AUHSD MUNI PENNSYLV 70914PHZ8 06/27/2013 5.000000 505,000.00 541,394.23 7,434.72 0.00 01/01/2018 1.301222 696,925.06 116.154177 BOOK 0.00 81512 AUHSD MUNI SOUTH BE 836496NW5 06/27/2013 5.000000 505,000.00 547,506.38 11,643.06 0.00 01/15/2016 1.616968 547,506.38 108.417105 BOOK 0.00 81632 CCCSIG MUNI UNIV OF 91412GSX4 10/02/2013 .907000 415,000.00 415,000.00 480.96 0.00 11/01/2016 1.090101 125,586.25 100.469000 BOOK 0.00 81694 CCCSIG MUNI CA ST T 13063CFD7 11/05/2013 1.250000 790,000.00 793,705.10 1,645.83 0.00 11/01/2016 1.090101 793,705.10 100.469000 BOOK 0.00 81693 CCCCD MUNI CA ST TA 13063CFD7 11/05/2013 1.250000 125,000.00 125,586.25 260.42 0.00 05/15/2016 .907000 415,000.00 100.000000 BOOK 0.00 81633 CCCCD MUNI UNIV OF 91412GSZ9 10/02/2013 2.054000 195,000.00 195,000.00 511.79 0.00 05/15/2018 2.054000 195,000.00 100.000000 BOOK 0.00 05/15/2016 .659000 1,240,000.00 100.000000 BOOK 0.00 81277 CCCSIG MUNI UNIV OF 91412GPX7 03/14/2013 .659000 1,240,000.00 1,240,000.00 1,044.15 0.00 05/15/2017 .966000 175,000.00 100.000000 BOOK 0.00 81278 CCCCD MUNI UNIV OF 91412GPY5 03/14/2013 .966000 175,000.00 175,000.00 216.01 0.00 08/01/2016 6.525847 7,453.00 74.530000 BOOK 0.00 80198 AUHSD MUNI COMPTON 204712FD0 01/03/2012 .000000 10,000.00 7,453.00 0.00 0.00 08/01/2017 1.402000 440,000.00 100.000000 BOOK 0.00 80760 CCCCD MUNI PALO ALT 697379UA1 08/14/2012 1.402000 440,000.00 440,000.00 2,570.33 0.00 81314 CCCCD MUNI CA ST TX 13063BN73 03/27/2013 1.050000 120,000.00 120,405.60 721.00 0.00 81509 AUHSD MUNI CHICAGO 167486JC4 06/27/2013 5.000000 390,000.00 421,318.77 9,750.00 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 81510 AUHSD MUNI WASHINGT 93974B3K6 06/27/2013 5.000000 600,000.00 696,925.06 15,000.00 0.00 81319 CCCSIG MUNI CA ST T 13063BN73 03/27/2013 1.050000 550,000.00 551,859.00 3,304.58 0.00 02/01/2016 .929226 120,405.60 100.338000 BOOK 0.00 81508 AUHSD MUNI CHICAGO 167486JB6 06/27/2013 5.000000 170,000.00 189,542.34 4,250.00 0.00 02/01/2016 .929226 551,859.00 100.338000 BOOK 0.00 Subtotal 2.571754 6,620,000.00 6,888,245.85 59,970.35 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 17 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 10 of 21 82113 PW CP TOYOTA MOTOR 89233HQG2 09/08/2014 .230000 600,000.00 599,765.67 440.83 49.34 05/26/2015 .260508 1,005,036.35 99.899306 SUNGARD 0.00 82128 CP BNP PARIBAS 0556N1NC3 09/30/2014 .230000 20,000,000.00 19,999,083.33 11,883.33 488.89 03/16/2015 .230278 599,275.50 99.960944 SUNGARD 0.00 82092 RM CP TOYOTA MOTOR 89233HSS4 08/29/2014 .260000 1,007,000.00 1,005,986.01 909.10 40.56 05/19/2015 .260508 1,996,100.00 99.904167 SUNGARD 0.00 02/24/2015 .220242 499,450.00 99.977500 SUNGARD 0.00 82091 PW CP TOYOTA MOTOR 89233HPQ1 08/28/2014 .220000 500,000.00 499,887.50 385.00 52.50 01/12/2015 .230153 19,986,711.11 99.995417 SUNGARD 0.00 82165 CP CREDIT AGRICOLE 22533UPA5 10/29/2014 .170000 25,000,000.00 24,995,833.33 7,555.56 555.55 01/28/2015 .120047 24,990,250.00 99.988750 SUNGARD -562.50 82134 CP TOYOTA MOTOR CRE 89233HNU4 10/03/2014 .120000 25,000,000.00 24,997,187.50 7,500.00 0.00 01/08/2015 .120036 399,880.00 99.997083 SUNGARD -2.34 82138 PW CP TOYOTA MOTOR 89233HN83 10/10/2014 .120000 400,000.00 399,988.33 110.67 0.00 82085 PW CP TOYOTA MOTOR 89233HSK1 08/22/2014 .260000 2,000,000.00 1,998,083.33 1,906.67 76.66 82075 PW CP TOYOTA MOTOR 89233HSB1 08/14/2014 .250000 500,000.00 499,548.61 486.11 0.00 05/11/2015 .250470 499,062.50 99.909722 SUNGARD 0.00 Inv Type: 71 COMMERCIAL PAPER DISCOUNT 07/24/2015 .290000 2,250,000.00 99.818667 SUNGARD -4,080.00 82273 CCCSD CP TOYOTA MOT 89236B4C5 12/26/2014 .290000 2,250,000.00 2,245,920.00 108.75 0.00 .290000 2,250,000.00 99.818667 -4,080.00 Subtotal .290000 2,250,000.00 2,245,920.00 108.75 0.00 Inv Type: 70 COMM PAPER INTEREST BEARING 05/06/2015 .085037 1,624,301.70 99.975694 SUNGARD 0.00 82186 PW GOV FHLB DISC NO 313384FF1 11/05/2014 .085000 1,625,000.00 1,624,605.03 218.70 84.63 09/11/2015 .150216 294,574.71 99.894583 SUNGARD 0.00 82131 RM GOV FHLB DISC 313384LP2 09/30/2014 .150000 295,000.00 294,689.02 114.31 0.00 03/27/2015 .085017 4,998,972.92 99.985833 SUNGARD 0.00 82276 MTC GOV FHLB DISCOU 313384DP1 12/30/2014 .085000 5,000,000.00 4,999,291.67 23.61 295.14 .087798 6,917,849.33 99.979562 0.00 Subtotal .087768 6,920,000.00 6,918,585.72 356.62 379.77 Inv Type: 43 FHLB DISCOUNT 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 18 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 11 of 21 82215 CP SOCIETE GENERALE 83369CSB1 11/26/2014 .230000 20,000,000.00 19,981,944.44 4,600.00 0.00 04/24/2015 .280327 24,970,833.33 99.934083 SUNGARD 0.00 05/11/2015 .230244 19,978,788.89 99.909722 SUNGARD -1,444.45 03/25/2015 .220153 24,982,583.33 99.956194 SUNGARD 0.00 82216 CP ABBEY NATIONAL N 0027A1QR3 12/01/2014 .220000 25,000,000.00 24,989,048.61 4,736.11 1,729.17 82211 CP CREDIT SUISSE NY 2254EBRQ6 11/25/2014 .280000 25,000,000.00 24,983,520.83 7,194.45 5,493.05 82209 CP CREDIT SUISSE NY 2254EBRV5 11/25/2014 .270000 30,000,000.00 29,979,350.00 8,325.00 5,900.00 04/29/2015 .270314 29,965,125.00 99.931167 SUNGARD 0.00 05/08/2015 .200182 24,977,222.22 99.911806 SUNGARD -4,409.72 82210 CP UNION BANK OF CA 62478YS82 11/25/2014 .200000 25,000,000.00 24,977,951.39 5,138.89 0.00 03/02/2015 .210110 3,997,900.00 99.968333 SUNGARD 0.00 03/02/2015 .210110 3,198,320.00 99.968333 SUNGARD 0.00 82219 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 3,200,000.00 3,198,986.67 560.00 106.67 82220 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 5,700,000.00 5,698,195.00 997.50 190.00 82221 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 4,000,000.00 3,998,733.33 700.00 133.33 03/02/2015 .210110 5,697,007.50 99.968333 SUNGARD 0.00 82190 CP CREDIT SUISSE NY 2254EBQB0 11/05/2014 .250000 20,000,000.00 19,992,716.67 7,916.67 2,300.00 03/10/2015 .215161 24,981,336.81 99.964111 SUNGARD 0.00 03/11/2015 .250219 19,982,500.00 99.963583 SUNGARD 0.00 02/25/2015 .210129 24,984,687.50 99.977083 SUNGARD 0.00 82191 CP CREDIT SUISSE NY 2254EBPR6 11/12/2014 .210000 25,000,000.00 24,994,270.83 7,291.67 2,291.66 02/10/2015 .170084 24,987,722.22 99.983333 SUNGARD 0.00 01/07/2015 .090009 4,679,450.11 99.997500 SUNGARD -46.80 82180 CP BK OF TOKYO-MITS 06538CPB1 10/30/2014 .170000 20,000,000.00 19,996,583.33 5,950.00 455.55 82188 CP CREDIT AGRICOLE 22533UQA4 11/05/2014 .215000 25,000,000.00 24,991,027.78 8,510.41 1,180.56 02/11/2015 .170083 19,990,177.78 99.982917 SUNGARD 0.00 82192 CP BNP PARIBAS 0556N1PS6 11/14/2014 .210000 30,000,000.00 29,993,000.00 8,400.00 2,800.00 01/07/2015 .090012 3,189,625.17 99.997500 SUNGARD -31.90 82200 HR CP ABBEY NATIONA 0027A1N70 11/21/2014 .090000 3,190,000.00 3,189,920.25 326.98 0.00 82201 HR CP ABBEY NATIONA 0027A1N70 11/21/2014 .090000 2,844,000.00 2,843,928.90 291.51 0.00 82202 HR CP ABBEY NATIONA 0027A1N70 11/21/2014 .090000 4,680,000.00 4,679,883.00 479.69 0.00 01/07/2015 .090011 2,843,665.83 99.997500 SUNGARD -28.44 82198 CP UBS FINANCE DE 90262DRA5 11/20/2014 .200000 25,000,000.00 24,985,562.50 5,833.33 0.00 02/26/2015 .210127 29,981,800.00 99.976667 SUNGARD 0.00 04/10/2015 .200157 24,980,416.67 99.942250 SUNGARD -687.50 04/13/2015 .190145 19,984,800.00 99.940500 SUNGARD -1,133.33 82199 CP UBS FINANCE DE 90262DRD9 11/20/2014 .190000 20,000,000.00 19,988,100.00 4,433.33 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 12 of 21 82240 CP GE CAPITAL CORP 36959JRF2 12/04/2014 .160000 25,000,000.00 24,984,833.33 3,111.11 0.00 03/27/2015 .130054 24,989,708.33 99.955139 SUNGARD -3,541.67 04/15/2015 .160094 24,985,333.33 99.939333 SUNGARD -3,611.11 04/15/2015 .160093 24,985,444.44 99.939333 SUNGARD -3,611.11 82242 CP GE ELECTRIC CAPI 36959JRF2 12/05/2014 .160000 25,000,000.00 24,984,833.33 3,000.00 0.00 82235 CP GE CAPITAL CORP 36959JQT3 12/03/2014 .130000 25,000,000.00 24,988,784.72 2,618.06 0.00 82233 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 400,000.00 399,873.33 70.00 13.33 03/02/2015 .210116 374,803.12 99.968333 SUNGARD 0.00 03/02/2015 .210110 399,790.00 99.968333 SUNGARD 0.00 03/30/2015 .130055 29,987,325.00 99.953556 SUNGARD -4,400.00 82234 CP GE CAPITAL CORP 36959JQW6 12/03/2014 .130000 30,000,000.00 29,986,066.67 3,141.67 0.00 04/14/2015 .250219 24,978,125.00 99.939917 SUNGARD 0.00 82243 CP CREDIT SUISSE NY 2254EBRE3 12/09/2014 .250000 25,000,000.00 24,984,979.17 3,993.06 2,861.11 82244 CP BNP PARIBAS 0556N1RE5 12/09/2014 .250000 25,000,000.00 24,984,979.17 3,993.06 2,861.11 82245 CP BNP PARIBAS 0556N1RE5 12/10/2014 .260000 25,000,000.00 24,984,979.17 3,972.22 3,576.39 04/14/2015 .250219 24,978,125.00 99.939917 SUNGARD 0.00 03/02/2015 .210110 2,098,897.50 99.968333 SUNGARD 0.00 82224 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 2,100,000.00 2,099,335.00 367.50 70.00 82225 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 3,600,000.00 3,598,860.00 630.00 120.00 82226 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 2,100,000.00 2,099,335.00 367.50 70.00 03/02/2015 .210110 3,598,110.00 99.968333 SUNGARD 0.00 82222 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 5,200,000.00 5,198,353.33 910.00 173.33 82232 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 375,000.00 374,881.25 65.63 12.50 03/02/2015 .210110 5,197,270.00 99.968333 SUNGARD 0.00 03/02/2015 .210110 1,099,422.50 99.968333 SUNGARD 0.00 82223 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 1,100,000.00 1,099,651.67 192.50 36.67 03/02/2015 .210110 2,098,897.50 99.968333 SUNGARD 0.00 82230 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 20,500,000.00 20,493,508.33 3,587.50 683.32 03/02/2015 .210110 799,580.00 99.968333 SUNGARD 0.00 03/02/2015 .210110 20,489,237.51 99.968333 SUNGARD 0.00 03/02/2015 .210110 5,647,033.75 99.968333 SUNGARD 0.00 82231 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 5,650,000.00 5,648,210.83 988.75 188.33 03/02/2015 .210110 2,898,477.50 99.968333 SUNGARD 0.00 82227 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 2,900,000.00 2,899,081.67 507.50 96.67 82228 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 4,400,000.00 4,398,606.67 770.00 146.67 82229 PW CP ABBEY NATIONA 0027A1Q28 12/02/2014 .210000 800,000.00 799,746.67 140.00 26.67 03/02/2015 .210110 4,397,690.00 99.968333 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 13 of 21 07/06/2015 .500000 1,020,000.00 100.129379 SUNGARD 0.00 82031 RM YCD BNP PARIBAS 05572NVB9 07/10/2014 .500000 1,020,000.00 1,021,319.67 2,479.17 1,319.67 01/02/2015 .210000 4,300,000.00 100.000722 SUNGARD 0.00 82032 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 4,300,000.00 4,300,031.04 4,364.50 31.04 02/02/2015 .280000 500,000.00 100.018315 SUNGARD 0.00 81872 PW NCD UNION BANK O 905269LC8 03/14/2014 .280000 500,000.00 500,091.58 1,139.44 91.58 82129 NCD BANK OF AMERICA 06052TKN9 09/30/2014 .180000 25,000,000.00 25,001,596.55 11,625.00 1,596.55 01/08/2015 .160000 20,000,000.00 100.001777 SUNGARD 0.00 82117 NCD UNION BANK OF C 62478TBF5 09/11/2014 .160000 20,000,000.00 20,000,355.37 9,955.56 355.37 01/02/2015 .210000 1,100,000.00 100.000722 SUNGARD 0.00 82033 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 1,100,000.00 1,100,007.94 1,116.50 7.94 01/02/2015 .210000 2,000,000.00 100.000722 SUNGARD 0.00 82034 PW NCD UNION BANK 62478TAH2 07/11/2014 .210000 2,000,000.00 2,000,014.44 2,030.00 14.44 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT 06/11/2015 .290426 19,970,677.78 99.888194 SUNGARD 0.00 82249 CP SOCIETE GENERALE 83369CTB0 12/11/2014 .290000 20,000,000.00 19,977,638.89 3,383.33 3,577.78 05/27/2015 .220223 24,974,638.89 99.898611 SUNGARD -3,041.67 82252 CP TOYOTA MOTOR CRE 89233HST2 12/12/2014 .220000 25,000,000.00 24,974,652.78 3,055.56 0.00 82248 CP CREDIT AGRICOLE 22533URE5 12/11/2014 .250000 25,000,000.00 24,984,979.17 3,645.83 2,861.12 04/14/2015 .260235 24,977,430.56 99.939917 SUNGARD 0.00 04/14/2015 .250215 24,978,472.22 99.939917 SUNGARD 0.00 82279 CP UNION BANK OF CA 62478YTS7 12/31/2014 .240000 25,000,000.00 24,969,444.44 166.67 0.00 82253 CP UBS FINANCE DE 90262DTR6 12/12/2014 .290000 25,000,000.00 24,969,618.06 4,027.78 4,861.11 06/24/2015 .330530 24,959,895.83 99.879167 SUNGARD 0.00 82277 CP BNP PARIBAS 0556N1TQ6 12/31/2014 .330000 25,000,000.00 24,969,791.67 229.17 9,666.67 06/26/2015 .240284 24,970,500.00 99.877778 SUNGARD -1,222.23 06/24/2015 .240280 9,988,333.33 99.879167 SUNGARD -483.33 82278 CP UNION BANK OF CA 62478YTQ1 12/31/2014 .240000 10,000,000.00 9,987,916.67 66.67 0.00 82260 PW CP TOYOTA MOTOR 89233HNM2 12/17/2014 .110000 500,000.00 499,958.33 22.92 0.00 06/25/2015 .290456 24,960,729.17 99.878472 SUNGARD 0.00 01/21/2015 .110007 499,946.53 99.991667 SUNGARD -11.12 01/21/2015 .110008 777,916.80 99.991667 SUNGARD -17.29 82261 PW CP TOYOTA MOTOR 89233HNM2 12/17/2014 .110000 778,000.00 777,935.17 35.66 0.00 Subtotal .215880 774,024,000.00 773,578,921.63 159,922.46 55,746.27 .216072 773,391,539.41 99.942498 -28,286.51 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 14 of 21 82162 YCD CREDIT AGRICOLE 22533MSR3 10/28/2014 .180000 25,000,000.00 25,001,110.79 8,125.00 1,110.79 01/16/2015 .200000 25,000,000.00 100.005332 SUNGARD 0.00 01/16/2015 .180000 25,000,000.00 100.004443 SUNGARD 0.00 01/30/2015 .180000 25,000,000.00 100.008331 SUNGARD 0.00 82163 NCD BANK OF AMERICA 06052TKV1 10/28/2014 .180000 25,000,000.00 25,002,082.66 8,125.00 2,082.66 82155 YCD BNP PARIBAS 05572NVZ6 10/23/2014 .200000 25,000,000.00 25,001,332.95 9,722.22 1,332.95 82148 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 300,000.00 300,010.00 118.50 10.00 01/12/2015 .180000 300,000.00 100.003332 SUNGARD 0.00 01/12/2015 .180000 1,000,000.00 100.003332 SUNGARD 0.00 82149 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 1,000,000.00 1,000,033.32 395.00 33.32 01/28/2015 .210000 8,500,000.00 100.010108 SUNGARD 0.00 01/30/2015 .220000 25,000,000.00 100.011663 SUNGARD 0.00 82164 YCD ABBEY NATIONAL 00279H3P9 10/29/2014 .220000 25,000,000.00 25,002,915.83 9,777.78 2,915.83 82168 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 1,000,000.00 1,000,101.08 367.50 101.08 82169 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 8,500,000.00 8,500,859.20 3,123.75 859.20 01/28/2015 .210000 1,000,000.00 100.010108 SUNGARD 0.00 82140 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 8,000,000.00 8,000,266.58 3,160.00 266.58 01/12/2015 .180000 1,000,000.00 100.003332 SUNGARD 0.00 01/12/2015 .180000 8,000,000.00 100.003332 SUNGARD 0.00 01/12/2015 .180000 500,000.00 100.003332 SUNGARD 0.00 82141 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 500,000.00 500,016.66 197.50 16.66 01/23/2015 .180000 25,000,000.00 100.006386 SUNGARD 0.00 01/12/2015 .180000 1,000,000.00 100.003332 SUNGARD 0.00 82132 YCD ABBEY NATIONAL 00279H3B0 10/01/2014 .230000 30,000,000.00 30,003,623.64 17,633.33 3,623.64 82139 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 1,000,000.00 1,000,033.32 395.00 33.32 01/29/2015 .230000 30,000,000.00 100.012079 SUNGARD 0.00 82142 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 325,000.00 325,010.83 128.38 10.83 01/12/2015 .180000 900,000.00 100.003332 SUNGARD 0.00 82145 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 900,000.00 900,029.99 355.50 29.99 82146 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 3,900,000.00 3,900,129.96 1,540.50 129.96 82147 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 1,000,000.00 1,000,033.32 395.00 33.32 01/12/2015 .180000 3,900,000.00 100.003332 SUNGARD 0.00 82143 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 1,600,000.00 1,600,053.32 632.00 53.32 01/12/2015 .180000 325,000.00 100.003332 SUNGARD 0.00 01/12/2015 .180000 1,600,000.00 100.003332 SUNGARD 0.00 01/12/2015 .180000 1,300,000.00 100.003332 SUNGARD 0.00 82144 PW NCD BANK OF AMER 06052TKR0 10/14/2014 .180000 1,300,000.00 1,300,043.32 513.50 43.32 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 15 of 21 82217 YCD UBS AG STAMFORD 90267RD22 12/01/2014 .235000 30,000,000.00 30,010,543.97 6,070.83 10,543.97 05/26/2015 .240000 25,000,000.00 100.036464 SUNGARD 0.00 05/29/2015 .235000 30,000,000.00 100.035147 SUNGARD 0.00 04/15/2015 .210000 25,000,000.00 100.017485 SUNGARD 0.00 82239 YCD UBS AG STAMFORD 90267RD30 12/04/2014 .210000 25,000,000.00 25,004,371.36 4,083.33 4,371.36 82214 NCD UNION BANK OF C 62478TCJ6 11/26/2014 .240000 25,000,000.00 25,009,115.91 6,000.00 9,115.91 82212 YCD STANDARD CHARTE 85325B3P7 11/26/2014 .250000 25,000,000.00 25,008,187.43 6,250.00 8,187.43 02/25/2015 .180000 25,000,000.00 100.015550 SUNGARD 0.00 04/28/2015 .250000 25,000,000.00 100.032750 SUNGARD 0.00 05/14/2015 .280000 30,000,000.00 100.048347 SUNGARD 0.00 82213 YCD BNP PARIBAS 05572NWJ1 11/26/2014 .280000 30,000,000.00 30,014,504.01 8,400.00 14,504.01 04/15/2015 .190001 25,000,909.00 100.014571 SUNGARD 0.00 82241 YCD STANDARD CHARTE 85325B3U6 12/05/2014 .200000 25,000,000.00 25,003,642.66 3,750.00 2,733.66 82246 YCD UBS AG STAMFORD 90267RD55 12/10/2014 .290000 25,000,000.00 25,015,639.45 4,430.56 15,639.45 82250 YCD STANDARD CHARTE 85325B4D3 12/11/2014 .270000 25,000,000.00 25,011,491.24 3,937.50 11,491.24 06/10/2015 .290000 25,000,000.00 100.062558 SUNGARD 0.00 01/28/2015 .210000 775,000.00 100.010108 SUNGARD 0.00 82172 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 775,000.00 775,078.34 284.81 78.34 82173 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 3,300,000.00 3,300,333.57 1,212.75 333.57 82174 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 750,000.00 750,075.81 275.63 75.81 01/28/2015 .210000 3,300,000.00 100.010108 SUNGARD 0.00 82170 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 1,500,000.00 1,500,151.62 551.25 151.62 82183 NCD BANK OF AMERICA 06052TKZ2 11/04/2014 .180000 25,000,000.00 25,003,887.52 7,250.00 3,887.52 01/28/2015 .210000 1,500,000.00 100.010108 SUNGARD 0.00 01/28/2015 .210000 1,200,000.00 100.010108 SUNGARD 0.00 82171 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 1,200,000.00 1,200,121.30 441.00 121.30 01/28/2015 .210000 750,000.00 100.010108 SUNGARD 0.00 82178 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 750,000.00 750,075.81 275.63 75.81 01/28/2015 .210000 1,150,000.00 100.010108 SUNGARD 0.00 01/28/2015 .210000 750,000.00 100.010108 SUNGARD 0.00 01/28/2015 .210000 800,000.00 100.010108 SUNGARD 0.00 82179 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 800,000.00 800,080.87 294.00 80.87 01/28/2015 .210000 450,000.00 100.010108 SUNGARD 0.00 82175 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 450,000.00 450,045.49 165.38 45.49 82176 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 800,000.00 800,080.87 294.00 80.87 82177 PW YCD BNP PARIBAS 05572NWC6 10/30/2014 .210000 1,150,000.00 1,150,116.24 422.63 116.24 01/28/2015 .210000 800,000.00 100.010108 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 23 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 16 of 21 81655 CCCSIG CORP GECC FL 36962G7A6 07/12/2013 .880000 2,700,000.00 2,718,387.00 5,214.06 18,387.00 07/12/2016 .880000 2,700,000.00 100.681000 SUNGARD 0.00 81269 CORP GENERAL ELEC C 36962GU51 03/08/2013 .432600 10,000,000.00 9,997,000.00 10,214.36 44,550.00 01/08/2016 .813638 9,952,450.00 99.970000 SUNGARD 0.00 01/10/2017 .379100 500,000.00 99.920000 SUNGARD -400.00 81794 CCCSIG CORP BERKSHI 084664CA7 01/10/2014 .379100 500,000.00 499,600.00 437.02 0.00 .810742 13,152,450.00 100.113538 -400.00 Subtotal .522411 13,200,000.00 13,214,987.00 15,865.44 62,937.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 12/22/2015 .400000 500,000.00 100.039380 SUNGARD 0.00 82270 PW NCD UNION BANK O 62478TCZ0 12/22/2014 .400000 500,000.00 500,196.90 55.56 196.90 07/24/2015 .280000 2,250,000.00 100.017054 SUNGARD 0.00 82272 CCCSD NCD UNION BAN 62478TDB2 12/26/2014 .280000 2,250,000.00 2,250,383.70 105.00 383.70 01/20/2015 .120000 6,600,000.00 100.002222 SUNGARD 0.00 05/28/2015 .305000 30,000,674.07 100.065730 SUNGARD 0.00 82262 YCD ABBEY NATL TREA 00279H4F0 12/17/2014 .310000 30,000,000.00 30,019,718.94 3,875.00 19,044.87 82263 YCD BNP PARIBAS 05572NWT9 12/17/2014 .280000 30,000,000.00 30,016,129.62 3,500.00 16,129.62 82264 SO NCD UNION BANK O 62478TCY3 12/19/2014 .120000 2,000,000.00 2,000,044.44 86.67 44.44 05/29/2015 .280000 30,000,000.00 100.053765 SUNGARD 0.00 82251 YCD STANDARD CHARTE 85325B4E1 12/11/2014 .270000 25,000,000.00 25,011,491.24 3,937.50 10,395.27 05/18/2015 .270000 25,000,000.00 100.045965 SUNGARD 0.00 05/18/2015 .260000 25,001,095.97 100.045965 SUNGARD 0.00 06/29/2015 .240000 30,001,656.14 100.049953 SUNGARD 0.00 82254 YCD RABOBANK NEDERL 21684BWK6 12/12/2014 .250000 30,000,000.00 30,014,985.79 4,166.67 13,329.65 01/20/2015 .120000 3,600,000.00 100.002222 SUNGARD 0.00 82268 SO NCD UNION BANK O 62478TCY3 12/19/2014 .120000 6,600,000.00 6,600,146.65 286.00 146.65 82267 SO NCD UNION BANK O 62478TCY3 12/19/2014 .120000 3,600,000.00 3,600,079.99 156.00 79.99 01/20/2015 .120000 1,300,000.00 100.002222 SUNGARD 0.00 82265 SO NCD UNION BANK O 62478TCY3 12/19/2014 .120000 1,200,000.00 1,200,026.66 52.00 26.66 01/20/2015 .120000 2,000,000.00 100.002222 SUNGARD 0.00 82266 SO NCD UNION BANK O 62478TCY3 12/19/2014 .120000 1,300,000.00 1,300,028.89 56.33 28.89 01/20/2015 .120000 1,200,000.00 100.002222 SUNGARD 0.00 .226829 592,174,335.18 100.027337 0.00 Subtotal .228433 592,170,000.00 592,331,879.65 168,081.66 157,544.47 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 17 of 21 02/26/2016 .711836 514,819.75 100.052000 SUNGARD 0.00 81242 CCCSIG CORP PEPSICO 713448CE6 02/28/2013 .700000 515,000.00 515,267.80 1,251.79 448.05 81243 CCCCD CORP CATERPLL 14912L5N7 02/28/2013 .700000 100,000.00 100,041.00 243.07 165.00 81244 CCCCD CORP PEPSICO 713448CE6 02/28/2013 .700000 100,000.00 100,052.00 243.07 87.00 02/26/2016 .741951 99,876.00 100.041000 SUNGARD 0.00 81198 CORP GENERAL ELECTR 36962G6R0 02/04/2013 1.000000 5,000,000.00 5,018,200.00 24,027.78 18,200.00 12/05/2017 1.104000 105,000.00 99.382000 SUNGARD -648.90 01/08/2016 1.000000 5,000,000.00 100.364000 SUNGARD 0.00 02/09/2018 1.579059 244,659.45 99.951000 SUNGARD 0.00 81217 CCCCD CORP BERKSHIR 084670BH0 02/11/2013 1.550000 245,000.00 244,879.95 1,497.90 220.50 81412 CCCSIG CORP APPLE I 037833AH3 05/03/2013 .450000 465,000.00 464,497.80 337.13 77.09 02/26/2016 .711836 99,965.00 100.052000 SUNGARD 0.00 05/03/2016 .510874 464,420.71 99.892000 SUNGARD 0.00 05/03/2018 1.076001 174,354.25 98.516000 SUNGARD -1,951.25 81413 CCCCD CORP APPLE IN 037833AJ9 05/03/2013 1.000000 175,000.00 172,403.00 281.94 0.00 80448 CORP WALMART STORES 931142CX9 03/23/2012 1.500000 5,000,000.00 5,046,300.00 13,750.00 0.00 10/25/2015 .937036 5,099,100.00 100.926000 SUNGARD -52,800.00 02/17/2015 .826077 10,050,100.00 100.075000 SUNGARD -42,600.00 81054 CCCCD CORP CHEVRON 166764AA8 12/05/2012 1.104000 105,000.00 104,351.10 83.72 0.00 80435 CORP TOYOTA MOTOR C 89233P5Z5 03/15/2012 1.000000 10,000,000.00 10,007,500.00 37,222.22 0.00 80450 CORP ROYAL BANK OF 78008T2C7 03/26/2012 1.150000 10,000,000.00 10,014,900.00 34,499.95 18,100.00 80654 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 240,000.00 240,081.60 1,020.00 940.80 02/15/2017 1.203989 239,140.80 100.034000 SUNGARD 0.00 02/15/2017 1.165961 134,748.90 100.034000 SUNGARD 0.00 03/13/2015 1.160982 9,996,800.00 100.149000 SUNGARD 0.00 80653 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 135,000.00 135,045.90 573.75 297.00 Inv Type: 75 CORPORATE NOTES 82130 CCCSIG YCD TORONTO 89112UXV8 09/29/2014 .900000 2,025,000.00 2,025,000.00 4,693.56 0.00 82118 CCCSIG NCD US BANK 90333VPF1 09/11/2014 1.375000 2,000,000.00 1,996,780.00 8,438.36 0.00 09/11/2017 1.430098 1,996,780.00 99.839000 BOOK 0.00 09/29/2016 .900000 2,025,000.00 100.000000 BOOK 0.00 Subtotal 1.135834 4,025,000.00 4,021,780.00 13,131.92 0.00 1.163189 4,021,780.00 99.920000 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM 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: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 18 of 21 81813 CORP INTEL STRUCTUR 458140AL4 01/27/2014 1.350000 5,211,000.00 5,203,391.94 3,126.61 23,762.16 12/06/2018 1.750063 6,368,460.84 100.109000 SUNGARD 0.00 12/15/2017 1.510075 5,179,629.78 99.854000 SUNGARD 0.00 03/15/2017 .921000 990,000.00 99.870000 SUNGARD -1,287.00 81876 CCCSIG CORP EXXON M 30231GAA0 03/20/2014 .921000 990,000.00 988,713.00 2,684.72 0.00 81789 CORP MICROSOFT CORP 594918AV6 01/10/2014 1.625000 6,406,000.00 6,412,982.54 7,228.99 44,521.70 81703 CORP TOYOTA MTR CRD 89233P6S0 11/15/2013 1.250000 5,000,000.00 4,985,100.00 14,930.56 40,600.00 11/01/2016 .788864 359,586.00 99.975000 SUNGARD 0.00 10/05/2017 1.545080 4,944,500.00 99.702000 SUNGARD 0.00 02/22/2016 .616621 2,099,880.00 105.502000 SUNGARD -95,342.00 81751 CCCSIG CORP CISCO S 17275RAC6 12/20/2013 5.500000 1,900,000.00 2,004,538.00 37,445.83 0.00 01/16/2018 1.720116 4,959,900.00 99.453000 SUNGARD 0.00 81899 CORP WELLS FARGO &94974BFG0 04/07/2014 1.500000 5,000,000.00 4,972,650.00 34,375.00 12,750.00 81948 CCCSIG CORP WAL-MAR 931142DN0 04/22/2014 1.000000 370,000.00 369,149.00 719.44 0.00 81956 CCCSIG CORP TOYOTA 89233P6D3 04/28/2014 1.750000 975,000.00 983,609.25 1,848.44 0.00 04/21/2017 1.005095 369,944.50 99.770000 SUNGARD -795.50 05/17/2016 .813862 189,922.10 100.158000 SUNGARD 0.00 81444 CCCCD CORP TOYOTA M 89236TAL9 05/17/2013 .800000 190,000.00 190,300.20 185.78 378.10 81445 CCCSIG CORP TOYOTA 89236TAL9 05/17/2013 .800000 810,000.00 811,279.80 792.00 1,611.90 81472 CCCSIG CORP PFIZER 717081DD2 06/03/2013 .900000 1,800,000.00 1,792,854.00 7,470.00 0.00 05/17/2016 .813862 809,667.90 100.158000 SUNGARD 0.00 81425 CCCSIG CORP IBM GLO 459200HL8 05/07/2013 .450000 1,880,000.00 1,874,341.20 1,292.50 0.00 81668 CCCSIG CORP COCA CO 191216BD1 11/01/2013 .750000 360,000.00 359,910.00 450.00 324.00 05/06/2016 .544986 1,874,698.40 99.699000 SUNGARD -357.20 04/23/2015 .759826 10,007,800.00 100.039000 SUNGARD -3,900.00 81432 CORP JP MORGAN CHAS 46623EJW0 05/07/2013 .800000 10,000,000.00 10,003,900.00 15,111.11 0.00 01/15/2017 .945019 1,797,120.00 99.603000 SUNGARD -4,266.00 81577 CCCSIG CORP BERKSHI 084664BX8 08/15/2013 .950000 985,000.00 988,240.65 3,535.06 3,762.70 07/20/2016 1.283025 1,168,876.80 100.332000 SUNGARD 0.00 08/15/2016 .967967 984,477.95 100.329000 SUNGARD 0.00 08/15/2016 1.018105 354,325.50 100.329000 SUNGARD 0.00 81650 CCCSIG CORP BERKSHI 084664BX8 10/15/2013 .950000 355,000.00 356,167.95 1,274.06 1,842.45 01/08/2016 1.028965 4,996,350.00 100.364000 SUNGARD 0.00 81501 CORP GENERAL ELECTR 36962G6R0 06/18/2013 1.000000 5,000,000.00 5,018,200.00 24,027.78 21,850.00 81505 CCCSIG CORP CHEVRON 166764AC4 06/24/2013 .889000 940,000.00 941,992.80 162.49 1,992.80 81542 CCCSIG CORP WELLS F 94974BFL9 07/29/2013 1.250000 1,170,000.00 1,173,884.40 6,540.63 5,007.60 06/24/2016 .889000 940,000.00 100.212000 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 26 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 19 of 21 01/01/2015 .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 81525 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 28,092.20 28,092.20 0.00 0.00 01/01/2015 .000000 28,092.20 100.000000 BOOK 0.00 Subtotal .000000 565,318.32 565,318.32 0.00 0.00 Inv Type: 99 MONEY MARKET ACCOUNTS 82010 CCCSIG YCD NORDEA B 65558ET57 06/13/2014 .414100 1,950,000.00 1,950,000.00 381.34 0.00 06/13/2016 .414100 1,950,000.00 100.000000 BOOK 0.00 82011 CCCSIG YCD BK NOVA 06417HMU7 06/13/2014 .413600 2,450,000.00 2,448,520.20 619.25 0.00 06/10/2016 .448214 2,448,520.20 99.939600 BOOK 0.00 Subtotal .413822 4,400,000.00 4,398,520.20 1,000.59 0.00 .433090 4,398,520.20 99.966368 0.00 Inv Type: 80 YCD / NCD QTR FLTR 81996 CCCSIG YCD RABOBANK 21684BPV0 05/13/2014 .716250 2,000,000.00 2,000,000.00 2,188.54 0.00 05/06/2016 .716250 2,000,000.00 100.000000 BOOK 0.00 Subtotal .716250 2,000,000.00 2,000,000.00 2,188.54 0.00 .716250 2,000,000.00 100.000000 0.00 Inv Type: 79 YCD/NCD 30/360 82116 CCCSIG CORP WELLS F 94974BGB0 09/09/2014 1.400000 810,000.00 809,343.90 3,559.50 145.80 09/08/2017 1.433859 809,229.60 99.919000 SUNGARD 0.00 05/05/2017 1.068012 1,499,205.00 100.223000 SUNGARD 0.00 82203 CCCSIG CORP JOHNSON 478160BL7 11/21/2014 1.125000 1,130,000.00 1,126,632.60 1,412.50 0.00 05/22/2017 1.200940 991,068.00 100.883000 SUNGARD -7,458.75 81991 CCCSIG CORP APPLE I 037833AM2 05/06/2014 1.050000 1,500,000.00 1,503,345.00 2,450.00 4,140.00 82197 CCCSIG CORP CHEVRON 166764AL4 11/18/2014 1.345000 350,000.00 350,283.50 562.28 283.50 82258 CORP CHEVRON CORP 166764AA8 12/15/2014 1.104000 10,000,000.00 9,938,200.00 7,973.34 0.00 12/05/2017 1.250044 9,960,576.67 99.382000 SUNGARD -19,310.00 11/15/2017 1.345000 350,000.00 100.081000 SUNGARD 0.00 11/21/2017 1.151867 1,129,107.30 99.702000 SUNGARD -2,474.70 1.129147 95,357,311.20 100.116088 -233,191.30 Subtotal 1.227675 95,212,000.00 95,322,529.88 294,190.94 201,508.15 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 27 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 20 of 21 05/24/2017 .600000 3,335.77 100.000000 BOOK 0.00 82001 CD CCCCD BERTA KAMM 121101042 05/24/2014 .600000 3,335.77 3,335.77 12.34 0.00 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 12.34 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 .000000 565,318.32 100.000000 0.00 Grand Total Count 310 .462355 1,885,485,511.23 1,886,163,110.39 1,580,525.88 714,125.33 .411167 1,887,877,449.58 100.035938 -2,558,415.20 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 28 Inventory by Market Value Contra Costa County As Of Date: 12/31/2014 Run: 02/02/2015 12:54:09 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 21 of 21 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 108,412.00 108,509.76 108,537.52 100.03 %30.85 1.09 % NCD/YCD 602,595.00 602,594.64 602,752.18 100.03 %157.54 0.24 % COMMERCIAL PAPER 776,274.00 775,641.54 775,824.84 100.02 %23.38 0.22 % MUNICIPALS 6,620.00 6,888.25 6,888.25 100.00 %0.00 1.21 % U.S. AGENCIES 357,155.86 359,190.02 357,395.83 99.50 % -1,774.99 0.88 % U.S. TREASURIES 33,860.00 34,484.59 34,195.85 99.16 %-281.08 0.69 % Totals(000's)1,885,485.51 1,887,877.45 1,886,163.11 99.91 %-1,844.29 0.41 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Page 29 Page 30 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF DECEMBER 31, 2014 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 945,725.18 945,706.62 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 11,804,130.50 11,803,898.90 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 8,113,428.30 8,113,269.11 BYRON UNION SCHOOL DISTRICT 75-07-017 165,009.87 165,006.63 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,837.47 191,833.71 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 50,000,000.00 49,999,019.00 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 613,858.25 613,846.21 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 49,999,019.00 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,278,073.14 1,278,048.06 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,224,928.24 2,224,884.59 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,160,326.90 2,160,284.51 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,367.71 72,366.29 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,006,232.41 1,006,212.67 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 2,388.92 2,388.87 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,019,235.81 3,019,176.57 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 99,500.58 99,498.63 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 6,317,153.02 6,317,029.08 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,302,376.89 7,302,233.62 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,962.35 23,961.88 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,595,685.91 14,595,399.54 MT VIEW SANITARY DISTRICT 70-07-008 9,996,651.09 9,996,454.96 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,463.11 246,458.27 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,384,491.92 7,384,347.04 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 13,800,788.20 13,800,517.43 RECLAMATION DISTRICT 800 60-07-003 4,424,881.11 4,424,794.29 REDEVELOPMENT AGENCY 65-07-015 6,963.17 6,963.03 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 105,517.92 105,515.85 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 238,795.79 238,791.10 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 9,952,612.91 9,952,417.64 TOTAL 206,093,386.67 206,089,343.12 Page 31 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 (Q4 Y2014)10/01/2014 - 12/31/2014Dated: 01/07/2015Locked DownPage 32 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: 01/07/2015Page 33 Cash and Fixed Income SummaryRisk Metric ValueCash -749,975.89MMFund 1,289,958.28Fixed Income 43,786,255.50Duration 0.631Convexity 0.00WAL 0.768Years to Final Maturity 1.016Years to Effective Maturity 0.759Yield 0.48Book Yield 0.456Avg Credit Rating AA+/Aa1/AA+Balance SheetBook Value + Accrued 44,343,801.53Net Unrealized Gain/Loss -17,563.64Market Value + Accrued 44,326,237.89Issuer ConcentrationIssuer Concentration % of Base MarketValue + AccruedGovernment of the United States 15.986%Federal Home Loan Mortgage Corp 15.831%Federal Farm Credit Banks Funding Corporation 11.739%Wells Fargo Funds Trust 2.91%Federal Home Loan Banks Office of Finance 2.309%Federal National Mortgage Association, Inc. 2.263%California, State of 2.262%Caterpillar Inc. 1.797%Ohio, State of 1.776%American Express Company 1.732%Other 41.394%---100.00%Asset ClassMarket SectorSecurity TypeRisk SummaryWC-Contra Costa County (19529)10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20151Page 34 Credit Duration Heat MapRating 0 - 1 1 - 2 2 - 3 3 - 4 4 - 5 5 - 7 7 - 10 10 - 15 15 - 30AAA 40.802% 22.807% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%AA 16.507% 4.847% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%A 13.24% 1.797% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BBB 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BB 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%B 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CCC 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CC 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%C 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%NA 0.00% 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)10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20152Page 35 MMF Asset AllocationIndustry SectorIndustry GroupIndustry SubgroupCurrencyCountryRisk SummaryWC-Contra Costa County (19529)10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20153Page 36 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 Date12/01/201412/31/2014-0.039%0.012%-0.051%Quarter to Date10/01/201412/31/20140.081%0.013%0.068%Year to Date01/01/201412/31/20140.319%0.12%0.199%Prior Month11/01/201411/30/20140.047%0.004%0.043%Prior Quarter07/01/201409/30/20140.033%0.042%-0.009%Prior Year01/01/201312/31/20130.321%0.18%0.141%Trailing Month12/01/201412/31/2014-0.039%0.012%-0.051%Trailing Quarter10/01/201412/31/20140.081%0.013%0.068%Trailing Year01/01/201412/31/20140.319%0.12%0.199%AccountIndexIndex Start Date Index End DateWC-Contra Costa County ML 6 Month T-Bill --- 11/30/2004WC-Contra Costa County BofA 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 12/31/2014Return to Table of ContentsDated: 01/07/20154Page 37 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 Date12/01/201412/31/2014-0.049%0.012%-0.061%Quarter to Date10/01/201412/31/20140.052%0.013%0.039%Year to Date01/01/201412/31/20140.203%0.12%0.083%Prior Month11/01/201411/30/20140.037%0.004%0.033%Prior Quarter07/01/201409/30/20140.004%0.042%-0.038%Prior Year01/01/201312/31/20130.218%0.18%0.038%Trailing Month12/01/201412/31/2014-0.049%0.012%-0.061%Trailing Quarter10/01/201412/31/20140.052%0.013%0.039%Trailing Year01/01/201412/31/20140.203%0.12%0.083%AccountIndexIndex Start Date Index End DateWC-Contra Costa County ML 6 Month T-Bill --- 11/30/2004WC-Contra Costa County BofA 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 12/31/2014Return to Table of ContentsDated: 01/07/20155Page 38 Balance SheetWC-Contra Costa CountyAs of:09/30/2014 12/31/2014Book Value 44,215,522.77 44,208,529.68Accrued Balance 124,098.50 135,271.84Book Value + Accrued44,339,621.27 44,343,801.53Net Unrealized Gain/Loss -3,611.47 -17,563.64Market Value + Accrued44,336,009.80 44,326,237.89Income StatementWC-Contra Costa CountyBegin DateEnd Date10/01/201412/31/2014Net Amortization/Accretion Income-76,402.92Interest Income 124,012.91Dividend Income 0.00Misc Income 1,972.02Income Subtotal125,984.93Net Realized Gain/Loss 352.37Impairment Loss 0.00Net Gain/Loss352.37Expense -12,877.63Net Income37,056.75Transfers In/Out-32,876.49Change in Unrealized Gain/Loss -13,952.17Statement of Cash FlowsWC-Contra Costa CountyBegin DateEnd Date10/01/201412/31/2014Net Income37,056.75Amortization/Accretion on MS 76,402.92Change in Accrued on MS 5,104.93Net Gain/Loss on MS -352.37Change in Unrealized G/L on CE 0.00Subtotal81,155.48Purchases of MS -8,897,415.64Purchased Accrued of MS -18,743.58Sales of MS 5,112,482.46Sold Accrued of MS 2,465.31Maturities of MS 3,700,000.00Net Purchases/Sales-101,211.45Transfers of Cash & CE -32,876.49Total Change in Cash & CE-15,875.71Beginning Cash & CE555,858.10Ending Cash & CE539,982.39GAAP FinancialsWC-Contra Costa County (19529)10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20156Page 39 IdentifierBase Current Units DescriptionCoupon Final Maturity EffectiveMaturityTransfers In/Out Net RealizedGain/LossNet Amortization/Accretion IncomeInterest/DividendIncomeBaseExpenseBase Net Income Settle Date010775AK0100,000.00 ALAMEDA CA CMNTY IMPT0.553 09/01/2015 09/01/20150.000.000.0012.29 0.0012.29 12/23/20140258M0DA4750,000.00 AMER EXPRESS CREDIT CO2.75 09/15/2015 09/15/20150.000.00-4,243.035,156.25 0.00913.22 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 06/06/201303255LGX1750,000.00 ANAHEIM FING AUTH-B1.00 05/01/2016 05/01/20160.000.000.00979.17 0.00979.17 11/14/201406050TLU4500,000.00 BANK OF AMERICA NA0.703 02/14/2017 02/14/20170.000.000.00898.48 0.00898.48 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 07/26/201305578XAB472,761.17 BMWOT 2013-A A20.41 02/25/2016 02/10/20150.00-0.001.67131.68 0.00133.35 11/06/201307330NAE50.00 BRANCH BANKING & TRUST0.565 10/28/2015 10/28/20140.000.000.000.00 0.000.00 02/03/201407330NAE50.00 BRANCH BANKING & TRUST0.565 10/28/2015 10/28/20140.000.00-72.81317.87 0.00245.06 02/03/201413063BN65750,000.00 CALIFORNIA ST-TXBL0.85 02/01/2015 02/01/20150.000.000.001,593.75 0.001,593.75 09/11/2013CCYUSD0.46 Cash0.00 12/31/2014 12/31/2014-32,876.490.000.000.00 -12,877.63-10,905.61 ---14912L4X6775,000.00 CATERPILLAR FINANCIAL SE2.05 08/01/2016 08/01/20160.000.00-1,719.552,515.52 0.00795.97 11/04/201417305ECH60.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-2,548.762,817.50 0.00268.74 09/27/201317305ECH60.00 CCCIT 2004-A8 A84.90 12/12/2016 12/10/20140.000.00-3,337.173,756.67 0.00419.50 08/08/2013161571FY5750,000.00 CHAIT 2013-A4 A40.261 05/15/2017 04/19/20150.000.000.00488.71 0.00488.71 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 08/20/20133135G0WG40.00 FANNIE MAE0.50 04/29/2016 04/29/20160.000.000.00388.89 0.00388.89 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 11/04/20150.000.00208.41395.83 0.00604.24 03/24/20143133EDGC00.00 FEDERAL FARM CREDIT BANK0.25 11/04/2015 11/04/20150.000.00122.17229.17 0.00351.34 03/24/20143133EDXG21,000,000.00 FEDERAL FARM CREDIT BANK0.67 10/14/2016 10/14/20150.000.00-194.371,246.95 0.001,052.58 10/24/20143133EA4Q80.00 FEDERAL FARM CREDIT BANK0.50 04/18/2016 04/18/20160.000.000.00291.67 0.00291.67 06/27/20143133EA6W30.00 FEDERAL FARM CREDIT BANK0.27 11/05/2014 11/05/20140.000.00-5.38255.00 0.00249.62 01/24/20133133EDQW51,000,000.00 FEDERAL FARM CREDIT BANK0.29 01/21/2016 01/21/20160.000.00225.72725.00 0.00950.72 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 05/07/20143133EA4S40.00 FEDERAL FARM CREDIT BANK0.25 10/16/2014 10/16/20140.000.00-15.32104.17 0.0088.85 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 06/10/20160.000.00-4,062.305,312.50 0.001,250.20 07/16/201431679KAB6750,000.00 FITAT 2014-2 A2A0.45 04/17/2017 08/07/20150.000.0011.79843.75 0.00855.54 06/11/20143134G36G01,000,000.00 FREDDIE MAC0.35 03/18/2015 03/18/20150.000.00-270.94875.00 0.00604.06 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 05/20/20160.000.000.001,375.00 0.001,375.00 08/07/20143134G4TH11,000,000.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-18.71750.00 0.00731.29 01/13/20143134G3H780.00 FREDDIE MAC0.35 12/05/2014 12/05/20140.000.00-98.64622.22 0.00523.58 07/09/20133134G4DE51,500,000.00 FREDDIE MAC0.31 01/09/2015 01/09/20150.000.000.001,162.50 0.001,162.50 07/09/201336962G6Q2750,000.00 GENERAL ELEC CAP CORP0.833 01/08/2016 01/08/20160.000.00-422.081,595.88 0.001,173.81 09/23/201343814EAB10.00 HAROT 2013-2 A20.37 10/16/2015 01/16/20150.000.000.3525.80 0.0026.16 04/24/201343814EAB12,442.73 HAROT 2013-2 A20.37 10/16/2015 01/16/20150.000.001.4350.20 0.0051.63 04/24/201343814GAB6200,000.00 HAROT 2014-2 A20.39 09/19/2016 05/30/20150.000.001.99195.00 0.00196.99 05/21/20144197915E4750,000.00 HAWAII-TXBL-REF-ES0.731 08/01/2016 08/01/20160.000.000.00548.25 0.00548.25 11/25/201441284AAB4267,889.33 HDMOT 2014-1 A2A0.49 04/15/2018 08/25/20150.00-0.006.33364.86 0.00371.19 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 06/14/201347787VAB7690,418.89 JDOT 2014-A A20.45 09/15/2016 05/22/20150.000.004.51785.58 0.00790.09 04/09/201424422ESA8660,000.00 JOHN DEERE CAPITAL CORP0.30 01/12/2015 01/12/20150.000.000.00506.86 0.00506.86 03/11/201354438CQZ8750,000.00 LOS ANGELES CCD-H-TXL0.297 08/01/2015 08/01/20150.000.000.000.00 0.000.00 01/08/20155446462Q4400,000.00 LOS ANGELES SD-L-TXBL0.486 01/01/2016 01/01/20160.000.000.00486.00 0.00486.00 08/19/201458768EAC3703,174.10 MBALT 2014-A A2A0.48 06/15/2016 05/03/20150.000.004.08890.01 0.00894.10 04/09/2014Income DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20157Page 40 * 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 Date59217GAM1610,000.00 MET LIFE GLOB FUNDING I2.00 01/09/2015 01/09/20150.000.00-2,085.263,050.00 0.00964.74 05/21/201355292LAB054,655.79 MTBAT 2013-1A A20.66 02/16/2016 01/15/20150.00-0.010.74189.67 0.00190.41 09/19/201365477WAB2750,000.00 NAROT 2014-B A20.60 06/15/2017 12/21/20150.000.002.36262.50 0.00264.86 12/10/2014637432MP70.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.0075.89-293.92465.00 0.00246.97 05/02/2013637432MP70.00 NATIONAL RURAL UTIL COOP1.00 02/02/2015 02/02/20150.00276.48-324.87750.00 0.00701.61 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 07/11/2013677520FR40.00 OH ST-TXB-DEV ASST-A5.39 10/01/2015 10/01/20150.000.000.000.00 0.000.00 07/11/2014677520FR4750,000.00 OH ST-TXB-DEV ASST-A5.39 10/01/2015 10/01/20150.000.00-9,477.8510,106.25 0.00628.40 07/11/201469371RK96205,000.00 PACCAR FINANCIAL CORP0.70 11/16/2015 11/16/20150.000.00-12.2131.88 0.0019.68 12/23/2014CCYUSD-750,000.00 Payable0.00 12/31/2014 12/31/20140.000.000.000.00 0.000.00 ---70659PAE1750,000.00 PENAR 2013-1A A10.552 11/18/2017 11/18/20150.000.000.001,045.99 0.001,045.99 11/21/201369349LAL2750,000.00 PNC BANK NA0.553 04/29/2016 04/29/20160.000.00-94.89425.96 0.00331.07 11/25/201474005PAR5650,000.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00-6,716.007,515.62 0.00799.62 08/22/201374153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.00-133.12384.85 0.00251.73 01/30/201474153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.502 08/19/2015 08/19/20150.000.000.00481.07 0.00481.07 08/23/201374256LAC30.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-273.80486.11 0.00212.31 06/30/201474256LAC3250,000.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-80.98138.89 0.0057.91 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 11/22/2013CCYUSD23.65 Receivable0.00 12/31/2014 12/31/20140.000.000.000.00 0.000.00 ---89236VAB6166,892.73 TAOT 2013-B A20.48 02/15/2016 02/13/20150.000.013.76288.93 0.00292.70 09/18/201389233P4B9750,000.00 TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 06/17/20150.000.00-5,386.846,000.00 0.00613.16 07/10/201491412GUT0250,000.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00396.25 0.00396.25 04/10/201490331HKP70.00 US BANK NA4.95 10/30/2014 10/30/20140.000.00-2,550.722,791.25 0.00240.53 10/11/2013912828WQ91,000,000.00 US TREASURY N/B0.50 06/30/2016 06/30/20160.000.00-103.381,250.23 0.001,146.84 07/01/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-4,222.165,000.00 0.00777.84 07/31/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-45.4754.35 0.008.87 12/31/2014912828RF91,000,000.00 US TREASURY N/B1.00 08/31/2016 08/31/20160.000.00-957.911,712.71 0.00754.80 10/31/2014912828UP31,000,000.00 US TREASURY N/B0.25 02/28/2015 02/28/20150.000.0038.71635.36 0.00674.07 08/20/2013912828B821,000,000.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00475.12635.36 0.001,110.48 03/20/2014912828QX11,000,000.00 US TREASURY N/B1.50 07/31/2016 07/31/20160.000.00-1,627.672,282.60 0.00654.94 11/06/201490290KAB1485,352.32 USAOT 2014-1 A20.38 10/17/2016 04/19/20150.000.017.40555.59 0.00563.00 02/28/201492867GAC7174,778.68 VALET 2012-1 A30.85 08/22/2016 04/11/20150.00-0.00-176.76470.65 0.00293.89 10/08/2013928668AD4500,000.00 VOLKSWAGEN GROUP AMERICA0.453 05/23/2016 05/23/20160.000.000.00583.98 0.00583.98 05/23/20149499173971,289,958.28 WFA HERITAGE MONEY MARK-I0.01 12/31/2014 12/31/20140.000.000.0052.88 0.0052.88 ------44,033,348.14 ------ 01/06/2016 10/04/2015-32,876.49352.37-76,402.92124,012.91 -12,877.6337,056.75 ---Income DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/20158Page 41 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-I1,289,958.28 CashAAA 0.01 12/31/201412/31/20140.000.001,289,958.281,289,958.280.00 1.000.001,289,958.281,289,958.28CCYUSD Payable-750,000.00 CashAAA 0.00 12/31/201412/31/20140.000.00-750,000.00-750,000.000.00 1.000.00-750,000.00-750,000.00CCYUSD Receivable23.65 CashAAA 0.00 12/31/201412/31/20140.000.0023.6523.650.00 1.000.0023.6523.65CCYUSD Cash0.46 CashAAA 0.00 12/31/201412/31/20140.000.000.460.460.00 1.000.000.460.46------539,982.39 CashAAA --- 12/31/201412/31/20140.000.00539,982.39539,982.390.00 1.000.00539,982.39539,982.39Identifier 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 01/09/201501/09/20150.631.112623,554.20610,181.33-81.29 100.016 5,828.89610,100.04615,928.933134G36G0 FREDDIE MAC1,000,000.00 Agency AAA 0.35 03/18/201503/18/20150.2430.171,001,340.001,000,223.82122.18 100.035 1,001.391,000,346.001,001,347.39677520FR4 OH ST-TXB-DEV ASST-A750,000.00 Municipal AA 5.39 10/01/201510/01/20150.3510.527796,050.00778,124.50-959.50 103.622 10,106.25777,165.00787,271.2543814EAB1 HAROT 2013-2 A22,442.73 Asset Backed AAA 0.37 10/16/201501/16/20150.3780.002,442.532,442.73-0.13 99.9940.382,442.592,442.973133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 11/04/201511/04/20150.3820.244997,880.00998,896.88984.12 99.988395.83999,881.001,000,276.8313063BN65 CALIFORNIA ST-TXBL750,000.00 Municipal AA- 0.85 02/01/201502/01/20150.850.257750,000.00750,000.00375.00 100.05 2,656.25750,375.00753,031.2502666QK69 AMERICAN HONDA FINANCE700,000.00 Industrial A+ 1.45 02/27/201502/27/20150.5930.45710,276.00700,928.26149.74 100.154 3,496.11701,078.00704,574.1174153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial AA- 0.502 08/19/201508/19/20150.3310.372300,819.00300,332.81-88.61 100.081179.83300,244.20300,424.0374153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA- 0.502 08/19/201508/19/20150.5060.372375,000.00375,000.00305.25 100.081224.79375,305.25375,530.043137EADD8 FREDDIE MAC1,000,000.00 Agency AAA 0.50 04/17/201504/17/20150.2720.1631,002,890.001,000,663.07286.93 100.095 1,027.781,000,950.001,001,977.783128X33E1 FREDDIE MAC500,000.00 Agency AAA 5.05 01/26/201501/26/20150.2240.321520,410.00501,640.68-9.68 100.326 10,871.53501,631.00512,502.5340428HPG1 HSBC USA INC700,000.00 Financial AA- 2.375 02/13/201502/13/20150.720.636717,031.00701,351.1755.13 100.201 6,372.92701,406.30707,779.2269371RK96 PACCAR FINANCIAL CORP205,000.00 Industrial A+ 0.70 11/16/201511/16/20150.4570.389205,444.85205,432.64114.91 100.267179.38205,547.56205,726.9306406HBN8BANK OF NEW YORK MELLON750,000.00Financial AA- 3.10 01/15/201501/15/20150.561.237777,840.00750,724.46-203.96 100.069 10,720.83750,520.50761,241.3364952WBE2 NEW YORK LIFE GLOBAL FDG500,000.00 Financial AAA 1.30 01/12/201501/12/20150.7540.966504,075.00500,081.50-37.00 100.009 3,051.39500,044.50503,095.8974005PAR5 PRAXAIR INC650,000.00 Industrial A 4.625 03/30/201503/30/20150.5110.522692,705.00656,424.00143.60 101.01 7,599.13656,567.60664,166.73912828UP3 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/28/201502/28/20150.2650.087999,765.63999,975.60297.40 100.027849.451,000,273.001,001,122.4522546QAE7 CREDIT SUISSE NEW YORK250,000.00 Financial A+ 3.50 03/23/201503/23/20150.8140.521260,597.50251,480.00208.75 100.676 2,381.94251,688.75254,070.6989233P4B9 TOYOTA MOTOR CREDIT CORP750,000.00 Industrial AA- 3.20 06/17/201506/17/20150.3410.486770,025.00759,778.29-427.29 101.247933.33759,351.00760,284.3374254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+ 5.55 04/27/201504/27/20150.520.545535,795.00507,969.7162.79 101.606 4,933.33508,032.50512,965.83Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 12/31/2014Return to Table of ContentsDated: 01/07/20159Page 42 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 +Accrued459200HD6 IBM CORP750,000.00 Industrial AA- 0.75 05/11/201505/11/20150.5020.26753,525.00750,658.41654.84 100.175781.25751,313.25752,094.50010775AK0 ALAMEDA CA CMNTY IMPT100,000.00 Municipal A+ 0.553 09/01/201509/01/20150.5530.667100,000.00100,000.00-62.00 99.93812.2999,938.0099,950.290258M0DA4 AMER EXPRESS CREDIT CO750,000.00 Financial A+ 2.75 09/15/201509/15/20150.4910.551770,385.00761,852.82-281.82 101.543 6,072.92761,571.00767,643.923134G4DE5 FREDDIE MAC1,500,000.00 Agency AAA 0.31 01/09/201501/09/20150.310.111,500,000.001,500,000.0064.50 100.004 2,221.671,500,064.501,502,286.1754438CQZ8 LOS ANGELES CCD-H-TXL750,000.00 Municipal AA+ 0.297 08/01/201508/01/20150.2970.537750,000.00750,000.00-1,012.50 99.8650.00748,987.50748,987.5024422ESA8 JOHN DEERE CAPITAL CORP660,000.00 Industrial A0.30 01/12/201501/12/20150.3060.203660,000.00660,000.0013.20 100.002434.50660,013.20660,447.7074256LAC3 PRINCIPAL LFE GLB FND II250,000.00 Financial A+ 1.00 12/11/201512/11/20150.4340.724252,040.00251,326.58-687.58 100.256138.89250,639.00250,777.893134G4TH1 FREDDIE MAC1,000,000.00 Agency AAA 0.30 07/08/201507/08/20150.2930.251,000,110.001,000,038.23210.77 100.025 1,441.671,000,249.001,001,690.67------18,052,442.73 ---AA--- 04/29/201504/29/20150.4320.41718,330,000.7118,125,527.47197.77 --- 83,913.90 18,125,725.24 18,209,639.14Identifier 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 +Accrued912828WQ9 US TREASURY N/B1,000,000.00 Government AAA 0.50 06/30/201606/30/20160.4590.5211,000,820.311,000,613.55-301.55 100.03113.811,000,312.001,000,325.81928668AD4 VOLKSWAGEN GROUP AMERICA500,000.00 Industrial A 0.453 05/23/201605/23/20160.4580.525500,000.00500,000.00-505.50 99.899239.03499,494.50499,733.53313373SZ6 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA 2.125 06/10/201606/10/20160.500.5581,030,688.001,023,225.74-825.74 102.24 1,239.581,022,400.001,023,639.5814912L4X6 CATERPILLAR FINANCIAL SE775,000.00 Industrial A2.05 08/01/201608/01/20160.6430.823793,855.75792,136.20-2,263.95 101.919 6,619.79789,872.25796,492.0406050TLU4 BANK OF AMERICA NA500,000.00 Financial A 0.703 02/14/201702/14/20170.7140.844500,000.00500,000.00-1,469.00 99.706468.80498,531.00498,999.80161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA 0.261 05/15/201704/19/20150.2530.409750,000.00750,000.00-337.50 99.95592.37749,662.50749,754.8736962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+ 0.833 01/08/201601/08/20160.620.462753,840.00751,706.671,086.33 100.372 1,474.40752,793.00754,267.4043814GAB6 HAROT 2014-2 A2200,000.00 Asset Backed AAA 0.39 09/19/201605/30/20150.3990.517199,984.38199,990.17-105.77 99.94228.17199,884.40199,912.573133EDQW5 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.29 01/21/201601/21/20160.380.33998,680.00999,055.39358.61 99.941 1,288.89999,414.001,000,702.89912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3150.3641,025,195.311,018,127.77-315.77 101.781 8,369.571,017,812.001,026,181.57912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3350.3641,018,007.811,017,962.34-150.34 101.781 8,369.571,017,812.001,026,181.5755292LAB0 MTBAT 2013-1A A254,655.79 Asset Backed AAA 0.66 02/16/201601/15/20150.6650.58954,654.6654,655.690.65 100.00116.0354,656.3454,672.37912828B82 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/29/201602/29/20160.440.371996,328.13997,810.31939.69 99.875849.45998,750.00999,599.4547787VAB7JDOT 2014-A A2690,418.89Asset Backed AAA 0.45 09/15/201605/22/20150.4560.409690,391.89690,404.2296.83 100.012138.08690,501.05690,639.1389236VAB6 TAOT 2013-B A2166,892.73 Asset Backed AAA 0.48 02/15/201602/13/20150.4880.364166,883.57166,891.0722.52 100.01235.60166,913.59166,949.2041284AAB4 HDMOT 2014-1 A2A267,889.33 Asset Backed AAA 0.49 04/15/201808/25/20150.4980.618267,871.20267,877.94-231.59 99.90958.34267,646.35267,704.6990290KAB1 USAOT 2014-1 A2485,352.32 Asset Backed AAA 0.38 10/17/201604/19/20150.3860.454485,333.29485,344.93-107.64 99.97681.97485,237.29485,319.26Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 12/31/2014Return to Table of ContentsDated: 01/07/201510Page 43 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 +Accrued912828RF9 US TREASURY N/B1,000,000.00 Government AAA 1.00 08/31/201608/31/20160.4320.5841,010,351.561,009,393.65-1,893.65 100.75 3,397.791,007,500.001,010,897.7903255LGX1 ANAHEIM FING AUTH-B750,000.00 Municipal AA- 1.00 05/01/201605/01/20161.001.14750,000.00750,000.00-1,080.00 99.856979.17748,920.00749,899.1770659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA 0.552 11/18/201711/18/20150.5990.479750,000.00750,000.00484.50 100.065161.00750,484.50750,645.503133ECHB3 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.45 03/07/201603/07/20160.450.2341,000,000.001,000,000.00-85.00 99.992 1,425.00999,915.001,001,340.0005578XAB4 BMWOT 2013-A A272,761.17 Asset Backed AAA 0.41 02/25/201602/10/20150.4150.39372,758.5672,760.740.94 100.0014.9772,761.6872,766.653134G54C6 FREDDIE MAC1,000,000.00 Agency AAA 0.50 05/20/201605/20/20160.3750.6361,001,250.001,000,476.03-2,434.03 99.804569.44998,042.00998,611.44912828QX1 US TREASURY N/B1,000,000.00 Government AAA 1.50 07/31/201607/31/20160.4340.5591,018,398.441,016,770.77-1,458.77 101.531 6,277.171,015,312.001,021,589.173133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AAA 0.35 03/10/201603/10/20160.520.472199,336.00199,598.0885.52 99.842215.83199,683.60199,899.433133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.35 03/10/201603/10/20160.4410.472998,200.00998,925.45-507.45 99.842 1,079.17998,418.00999,497.1791412GUT0 UNIV OF CALIFORNIA-AN250,000.00 Municipal AA 0.634 05/15/201605/15/20160.6340.849250,000.00250,000.00-627.50 99.749202.53249,372.50249,575.034197915E4 HAWAII-TXBL-REF-ES750,000.00 Municipal AA 0.731 08/01/201608/01/20160.7310.93750,000.00750,000.00-1,980.00 99.736548.25748,020.00748,568.2592867GAC7 VALET 2012-1 A3174,778.68 Asset Backed AAA 0.85 08/22/201604/11/20150.5030.489175,304.39174,957.0136.13 100.12345.39174,993.14175,038.5369349LAL2 PNC BANK NA750,000.00 Financial A 0.553 04/29/201604/29/20160.4320.672750,397.50750,302.61-1,468.86 99.844736.80748,833.75749,570.5565477WAB2NAROT 2014-B A2750,000.00Asset Backed AAA 0.60 06/15/201712/21/20150.6050.644749,959.73749,962.09-348.34 99.948262.50749,613.75749,876.2558768EAC3 MBALT 2014-A A2A703,174.10 Asset Backed AAA 0.48 06/15/201605/03/20150.4850.397703,155.54703,165.00191.23 100.026150.01703,356.23703,506.243133EDXG2 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.67 10/14/201610/14/20150.5670.6061,001,000.001,000,805.63-382.63 100.042 1,433.061,000,423.001,001,856.0631679KAB6 FITAT 2014-2 A2A750,000.00 Asset Backed AAA 0.45 04/17/201708/07/20150.4630.542749,917.58749,943.73-405.73 99.938150.00749,538.00749,688.003134G53J2 FREDDIE MAC1,000,000.00 Agency AAA 0.55 05/20/201605/20/20160.550.6561,000,000.001,000,000.00-1,543.00 99.846626.39998,457.00999,083.393135G0TR4 FANNIE MAE1,000,000.00 Agency AAA 0.65 01/15/201601/15/20150.2380.2891,003,130.001,000,157.06-23.06 100.013 2,997.221,000,134.001,003,131.225446462Q4 LOS ANGELES SD-L-TXBL400,000.00 Municipal AA 0.486 01/01/201601/01/20160.4860.569400,000.00400,000.00-212.00 99.947712.80399,788.00400,500.80------25,440,923.02 ---AA+ --- 07/11/201601/31/20160.4820.53525,565,693.6025,543,019.83-17,761.41 --- 51,357.94 25,525,258.42 25,576,616.36Identifier 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------44,033,348.14 ---AA+ --- 01/06/201610/04/20150.4560.4844,435,676.6944,208,529.68-17,563.64 --- 135,271.84 44,190,966.05 44,326,237.89Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 12/31/2014Return to Table of ContentsDated: 01/07/201511Page 44 * Does not Lock Down.Principal PaydownBuyTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount11/25/201411/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct 0.00-32,738.52--- 0.00-32,738.520.00 -0.00 0.00 32,738.5212/25/201412/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct 0.00-28,853.13--- 0.00-28,853.130.00 -0.00 0.00 28,853.1310/25/201410/25/2014Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct 0.00-34,274.56--- 0.00-34,274.560.00 0.00 0.00 34,274.5612/10/201412/10/2014Principal Paydown 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016 Direct 0.00-400,000.00--- 0.00-400,000.000.00 0.00 0.00 400,000.0012/10/201412/10/2014Principal Paydown 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016 Direct 0.00-300,000.00--- 0.00-300,000.000.00 0.00 0.00 300,000.0010/15/201410/15/2014Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct 0.00-23,811.32--- 0.00-23,811.320.00 0.00 0.00 23,811.3211/15/201411/15/2014Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct 0.00-21,705.19--- 0.00-21,705.190.00 -0.00 0.00 21,705.1912/15/201412/15/2014Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct 0.00-19,015.12--- 0.00-19,015.120.00 -0.00 0.00 19,015.1210/16/201410/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct 0.00-58,323.76--- 0.00-58,323.760.00 0.00 0.00 58,323.7611/16/201411/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015Direct0.00-56,509.83---0.00-56,509.830.00-0.00 0.0056,509.8312/16/201412/16/2014Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-50,093.32---0.00-50,093.320.000.00 0.0050,093.3212/15/201412/15/2014Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-9,581.11---0.00-9,581.110.000.00 0.009,581.1111/15/201411/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-46,062.62---0.00-46,062.620.00-0.00 0.0046,062.6210/15/201410/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-46,676.96---0.00-46,676.950.00-0.01 0.0046,676.9512/15/201412/15/2014Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-37,111.33---0.00-37,111.330.000.00 0.0037,111.3312/15/201412/15/2014Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-46,825.90---0.00-46,825.900.000.00 0.0046,825.9012/15/201412/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-46,777.69---0.00-46,777.690.000.00 0.0046,777.6910/15/201410/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-57,254.66---0.00-57,254.660.000.00 0.0057,254.6611/15/201411/15/2014Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-54,220.08---0.00-54,220.090.000.01 0.0054,220.0912/15/201412/15/2014Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-69,717.93---0.00-69,717.930.00-0.00 0.0069,717.9311/15/201411/15/2014Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016Direct0.00-77,508.39---0.00-77,508.390.000.000.0077,508.3910/15/201410/15/2014Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-27,421.37---0.00-27,421.370.000.00 0.0027,421.3710/20/201410/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-29,033.85---0.00-29,033.850.00-0.00 0.0029,033.8512/20/201412/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-25,396.34---0.00-25,396.340.000.00 0.0025,396.3411/20/201411/20/2014Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-33,578.04---0.00-33,578.040.00-0.00 0.0033,578.04------Principal Paydown --------- ---Direct0.00-1,632,491.02---0.00-1,632,491.020.000.00 0.00 1,632,491.02Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201512Page 45 Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount12/10/201412/23/2014Buy 010775AK0ALAMEDA CA CMNTY IMPT0.553 09/01/2015 Piper Jaffray Inc 100,000.00100,000.00100.00 0.00100,000.000.00 0.00 0.00 -100,000.0011/06/201411/14/2014Buy 03255LGX1ANAHEIM FING AUTH-B1.00 05/01/2016 Citigroup Global Markets (AU) 750,000.00750,000.00100.00 0.00750,000.000.00 0.00 0.00 -750,000.0010/30/201411/04/2014Buy 14912L4X6CATERPILLAR FINANCIAL SE2.05 08/01/2016 TORONTO DOMINION BK 775,000.00775,000.00102.433 0.00793,855.754,104.27 0.00 0.00 -797,960.0210/23/201410/24/2014Buy 3133EDXG2FEDERAL FARM CREDIT BANK0.67 10/14/2016 FIRST TENNESSEE BANK N ABOND1,000,000.001,000,000.00100.10 0.001,001,000.00186.11 0.00 0.00 -1,001,186.1111/14/201411/25/2014Buy 4197915E4HAWAII-TXBL-REF-ES0.731 08/01/2016 J.P. Morgan Securities Inc. (AU) 750,000.00750,000.00100.00 0.00750,000.000.00 0.00 0.00 -750,000.0012/11/201401/08/2015Buy 54438CQZ8LOS ANGELES CCD-H-TXL0.297 08/01/2015 RAMIREZ & CO INC 750,000.00750,000.00100.00 0.00750,000.000.00 0.00 0.00 -750,000.0012/03/201412/10/2014Buy 65477WAB2NAROT 2014-B A20.60 06/15/2017 Bank of America 750,000.00750,000.0099.995 0.00749,959.730.00 0.00 0.00 -749,959.7311/20/201411/25/2014Buy 69349LAL2PNC BANK NA0.553 04/29/2016 Dain Rauscher 750,000.00750,000.00100.053 0.00750,397.50310.84 0.00 0.00 -750,708.3412/18/201412/23/2014Buy 69371RK96PACCAR FINANCIAL CORP0.70 11/16/2015 BB & T CAPITAL MARKETS 205,000.00205,000.00100.217 0.00205,444.85147.490.00 0.00-205,592.3412/31/201412/31/2014Buy912828PS3US TREASURY N/B2.00 01/31/2016MORGAN STANLEY CO1,000,000.001,000,000.00101.8010.001,018,007.818,315.220.00 0.00 -1,026,323.0311/05/201411/06/2014Buy912828QX1US TREASURY N/B1.50 07/31/2016 APX Asset1,000,000.001,000,000.00101.840.001,018,398.443,994.570.00 0.00 -1,022,393.0110/30/201410/31/2014Buy912828RF9US TREASURY N/B1.00 08/31/2016 MORGAN STANLEY CO1,000,000.001,000,000.00101.0350.001,010,351.561,685.080.00 0.00 -1,012,036.6412/05/201412/05/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct691.70691.701.00691.70691.700.000.00 0.00-691.7012/05/201412/05/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct1,001,750.001,001,750.001.00 1,001,750.001,001,750.000.000.00 0.00 -1,001,750.0012/10/201412/10/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct17,150.0017,150.001.0017,150.0017,150.000.000.00 0.00-17,150.0012/11/201412/11/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct1,250.001,250.001.001,250.001,250.000.000.00 0.00-1,250.0012/11/201412/11/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct319.64319.641.00319.64319.640.000.00 0.00-319.6412/01/201412/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct732,417.71732,417.711.00732,417.71732,417.710.000.00 0.00-732,417.7112/03/201412/03/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct407.86407.861.00407.86407.860.000.00 0.00-407.8612/04/201412/04/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct552.82552.821.00552.82552.820.000.00 0.00-552.8211/20/201411/20/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014Direct974.97974.971.00974.97974.970.000.00 0.00-974.9711/20/201411/20/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct33,743.6233,743.621.0033,743.6233,743.620.000.00 0.00-33,743.6211/19/201411/19/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct866.12866.121.00866.12866.120.000.00 0.00-866.1211/24/201411/24/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct575.00575.001.00575.00575.000.000.00 0.00-575.0011/12/201411/12/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct2,812.502,812.501.002,812.502,812.500.000.00 0.00-2,812.5011/18/201411/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct611.60611.601.00611.60611.600.000.00 0.00-611.6011/18/201411/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct65.0065.001.0065.0065.000.000.00 0.00-65.0011/17/201411/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct258,515.60258,515.601.00258,515.60258,515.600.000.00 0.00-258,515.6011/05/201411/05/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct1,001,350.001,001,350.001.00 1,001,350.001,001,350.000.000.00 0.00 -1,001,350.0011/03/201411/03/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct12.6712.671.0012.6712.670.000.00 0.00-12.6710/28/201410/28/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct750,000.00750,000.001.00750,000.00750,000.000.000.00 0.00-750,000.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201513Page 46 SellTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount10/28/201410/28/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 1,083.111,083.111.00 1,083.111,083.110.00 0.00 0.00 -1,083.1110/29/201410/29/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 1,002,500.001,002,500.001.00 1,002,500.001,002,500.000.00 0.00 0.00 -1,002,500.0010/27/201410/27/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 362.29362.291.00 362.29362.290.00 0.00 0.00 -362.2910/27/201410/27/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 48,207.1748,207.171.00 48,207.1748,207.170.00 0.00 0.00 -48,207.1710/30/201410/30/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 717,325.00717,325.001.00 717,325.00717,325.000.00 0.00 0.00 -717,325.0010/21/201410/21/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 65.0065.001.00 65.0065.000.00 0.00 0.00 -65.0010/20/201410/20/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 29,220.0029,220.001.00 29,220.0029,220.000.00 0.00 0.00 -29,220.0010/20/201410/20/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 0.040.041.00 0.040.040.00 0.00 0.00 -0.0410/22/201410/22/2014Buy 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct 1,000,000.001,000,000.001.00 1,000,000.001,000,000.000.00 0.00 0.00 -1,000,000.0010/22/201410/22/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014Direct55.5655.561.0055.5655.560.000.00 0.00-55.5610/17/201410/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct2,500.002,500.001.002,500.002,500.000.000.00 0.00-2,500.0010/16/201410/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct1,059,625.371,059,625.371.00 1,059,625.371,059,625.370.000.00 0.00 -1,059,625.3710/15/201410/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct157,254.90157,254.901.00157,254.90157,254.900.000.00 0.00-157,254.9012/31/201412/31/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct2,500.002,500.001.002,500.002,500.000.000.00 0.00-2,500.0012/29/201412/29/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct28,887.8528,887.851.0028,887.8528,887.850.000.00 0.00-28,887.8512/18/201412/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct339.38339.381.00339.38339.380.000.00 0.00-339.3812/18/201412/18/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct65.0065.001.0065.0065.000.000.00 0.00-65.0012/17/201412/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct2.402.401.002.402.400.000.00 0.00-2.4012/17/201412/17/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct12,000.0012,000.001.0012,000.0012,000.000.000.00 0.00-12,000.0012/16/201412/16/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct50,109.5250,109.521.0050,109.5250,109.520.000.00 0.00-50,109.5212/15/201412/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct46,863.1646,863.161.0046,863.1646,863.160.000.000.00-46,863.1612/15/201412/15/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct183,584.71183,584.711.00183,584.71183,584.710.000.00 0.00-183,584.7110/01/201410/01/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct20,215.7220,215.721.0020,215.7220,215.720.000.00 0.00-20,215.7210/08/201410/08/2014Buy949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct1,596.771,596.771.001,596.771,596.770.000.00 0.00-1,596.77------Buy--------- ------16,998,429.7616,998,429.76--- 8,168,429.7617,065,845.4018,743.580.00 0.00 -17,084,588.98Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount10/28/201410/28/2014Sell 07330NAE5BRANCH BANKING & TRUST0.565 10/28/2015 Not Provided -750,000.00-750,000.00100.00 0.00-750,000.000.00 0.00 0.00 750,000.0010/22/201410/22/2014Sell 3133EA4Q8FEDERAL FARM CREDIT BANK0.50 04/18/2016 Not Provided -1,000,000.00-1,000,000.00100.00 0.00-1,000,000.00-55.56 0.00 0.00 1,000,055.5610/29/201410/29/2014Sell 3135G0WG4FANNIE MAE0.50 04/29/2016 Not Provided -1,000,000.00-1,000,000.00100.00 0.00-1,000,000.000.00 0.00 0.00 1,000,000.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201514Page 47 MaturitySummary* 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.Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount12/01/201412/01/2014Sell 637432MP7NATIONAL RURAL UTIL COOP1.00 02/02/2015 Not Provided -450,000.00-450,000.00100.136 0.00-450,612.00-1,487.50 180.95 0.00 452,099.5012/01/201412/01/2014Sell 637432MP7NATIONAL RURAL UTIL COOP1.00 02/02/2015 Not Provided -279,000.00-279,000.00100.136 0.00-279,379.44-922.25 171.42 0.00 280,301.6912/10/201412/10/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -39,334.73-39,334.731.00 -39,334.73-39,334.730.00 0.00 0.00 39,334.7311/20/201411/20/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -2.41-2.411.00 -2.41-2.410.00 0.00 0.00 2.4111/25/201411/25/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -1,467,923.92-1,467,923.921.00 -1,467,923.92-1,467,923.920.00 0.00 0.00 1,467,923.9211/14/201411/14/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -749,382.71-749,382.711.00 -749,382.71-749,382.710.00 0.00 0.00 749,382.7111/06/201411/06/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -1,022,393.01-1,022,393.011.00 -1,022,393.01-1,022,393.010.00 0.00 0.00 1,022,393.0111/04/201411/04/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -796,710.02-796,710.021.00 -796,710.02-796,710.020.00 0.00 0.00 796,710.0210/31/201410/31/2014Sell 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct -1,012,036.64-1,012,036.641.00 -1,012,036.64-1,012,036.640.00 0.00 0.00 1,012,036.6410/20/201410/20/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014Direct-1,882.38-1,882.381.00-1,882.38-1,882.380.000.00 0.001,882.3810/24/201410/24/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct-1,001,186.11-1,001,186.111.00 -1,001,186.11-1,001,186.110.000.00 0.00 1,001,186.1110/22/201410/22/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct-32,876.49-32,876.491.00-32,876.49-32,876.490.000.00 0.0032,876.4912/31/201412/31/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct-1,026,323.03-1,026,323.031.00 -1,026,323.03-1,026,323.030.000.00 0.00 1,026,323.0312/23/201412/23/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct-280,054.21-280,054.211.00-280,054.21-280,054.210.000.00 0.00280,054.2112/22/201412/22/2014Sell949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014 Direct-4,220.22-4,220.221.00-4,220.22-4,220.220.000.00 0.004,220.22------Sell--------- -------10,913,325.88-10,913,325.88--- -7,434,325.88-10,914,317.32-2,465.31352.36 0.00 10,916,782.63Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount10/16/201410/16/2014Maturity 3133EA4S4FEDERAL FARM CREDIT BANK0.25 10/16/2014 Maturity -1,000,000.00-1,000,000.00100.00 0.00-1,000,000.000.00 0.00 0.00 1,000,000.0011/05/201411/05/2014Maturity 3133EA6W3FEDERAL FARM CREDIT BANK0.27 11/05/2014 Maturity -1,000,000.00-1,000,000.00100.00 0.00-1,000,000.000.00 0.00 0.00 1,000,000.0012/05/201412/05/2014Maturity 3134G3H78FREDDIE MAC0.35 12/05/2014 Maturity -1,000,000.00-1,000,000.00100.00 0.00-1,000,000.000.00 0.00 0.00 1,000,000.0010/30/201410/30/2014Maturity 90331HKP7US BANK NA4.95 10/30/2014 Maturity -700,000.00-700,000.00100.00 0.00-700,000.000.00 0.00 0.00 700,000.00------Maturity --------- --- Maturity -3,700,000.00-3,700,000.00100.00 0.00-3,700,000.000.00 0.00 0.00 3,700,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/Dealer Base Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount--------- --------- --- --- 2,385,103.88752,612.86--- 734,103.88819,037.0616,278.27 352.37 0.00 -835,315.33Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201515Page 48 * Does not Lock Down.PayableReceivableSettledEntry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount12/11/2014 01/08/2015 Buy750,000.00 54438CQZ8LOS ANGELES CCD-H-TXL0.297 08/01/2015100.00-750,000.0012/11/2014 01/08/2015 Buy750,000.00 54438CQZ8LOS ANGELES CCD-H-TXL0.297 08/01/2015100.00-750,000.00Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount12/31/2014 12/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014---23.6512/31/2014 12/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014---23.65Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount12/10/2014 12/23/2014 Buy100,000.00 010775AK0ALAMEDA CA CMNTY IMPT0.553 09/01/2015100.00-100,000.0011/06/2014 11/14/2014 Buy750,000.00 03255LGX1ANAHEIM FING AUTH-B1.00 05/01/2016100.00-750,000.0011/25/2014 11/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---45.9011/25/2014 11/25/2014 Principal Paydown-32,738.52 05578XAB4BMWOT 2013-A A20.41 02/25/2016---32,738.5212/25/2014 12/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---34.7212/25/2014 12/25/2014 Principal Paydown-28,853.13 05578XAB4BMWOT 2013-A A20.41 02/25/2016---28,853.1310/25/2014 10/25/2014 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---57.6110/25/2014 10/25/2014 Principal Paydown-34,274.56 05578XAB4BMWOT 2013-A A20.41 02/25/2016---34,274.5611/14/2014 11/14/2014 Coupon0.00 06050TLU4BANK OF AMERICA NA0.703 02/14/2017---898.4110/28/2014 10/28/2014 Coupon0.00 07330NAE5BRANCH BANKING & TRUST0.565 10/28/2015---1,083.1110/28/2014 10/28/2014 Sell-750,000.00 07330NAE5BRANCH BANKING & TRUST0.565 10/28/2015100.00750,000.0010/30/2014 11/04/2014 Buy775,000.00 14912L4X6CATERPILLAR FINANCIAL SE2.05 08/01/2016102.433-797,960.0210/15/2014 10/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.253 05/15/2017---158.5011/17/2014 11/17/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.255 05/15/2017---173.8012/15/2014 12/15/2014 Coupon0.00 161571FY5CHAIT 2013-A4 A40.261 05/15/2017---148.5812/10/2014 12/10/2014 Principal Paydown-400,000.00 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016---400,000.0012/10/2014 12/10/2014 Coupon0.00 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016---17,150.0012/10/2014 12/10/2014 Principal Paydown-300,000.00 17305ECH6CCCIT 2004-A8 A84.90 12/12/2016---300,000.0010/12/2014 10/12/2014 Coupon0.00 24422ESA8JOHN DEERE CAPITAL CORP0.304 01/12/2015---512.0712/10/2014 12/10/2014 Coupon0.00 313373SZ6FEDERAL HOME LOAN BANK2.125 06/10/2016---10,625.0010/22/2014 10/22/2014 Sell-1,000,000.00 3133EA4Q8FEDERAL FARM CREDIT BANK0.50 04/18/2016100.001,000,055.5610/18/2014 10/18/2014 Coupon0.00 3133EA4Q8FEDERAL FARM CREDIT BANK0.50 04/18/2016---2,500.0010/16/2014 10/16/2014 Maturity-1,000,000.00 3133EA4S4FEDERAL FARM CREDIT BANK0.25 10/16/2014100.001,000,000.0010/16/2014 10/16/2014 Coupon0.00 3133EA4S4FEDERAL FARM CREDIT BANK0.25 10/16/2014---1,250.0011/05/2014 11/05/2014 Coupon0.00 3133EA6W3FEDERAL FARM CREDIT BANK0.27 11/05/2014---1,350.0011/05/2014 11/05/2014 Maturity-1,000,000.00 3133EA6W3FEDERAL FARM CREDIT BANK0.27 11/05/2014100.001,000,000.0011/04/2014 11/04/2014 Coupon0.00 3133EDGC0FEDERAL FARM CREDIT BANK0.25 11/04/2015---1,250.0010/23/2014 10/24/2014 Buy1,000,000.00 3133EDXG2FEDERAL FARM CREDIT BANK0.67 10/14/2016100.10-1,001,186.1112/05/2014 12/05/2014 Maturity-1,000,000.00 3134G3H78FREDDIE MAC0.35 12/05/2014100.001,000,000.0012/05/2014 12/05/2014 Coupon0.00 3134G3H78FREDDIE MAC0.35 12/05/2014---1,750.0011/20/2014 11/20/2014 Coupon0.00 3134G53J2FREDDIE MAC0.55 05/20/2016---2,750.0011/20/2014 11/20/2014 Coupon0.00 3134G54C6FREDDIE MAC0.50 05/20/2016---2,500.0010/29/2014 10/29/2014 Sell-1,000,000.00 3135G0WG4FANNIE MAE0.50 04/29/2016100.001,000,000.0010/29/2014 10/29/2014 Coupon0.00 3135G0WG4FANNIE MAE0.50 04/29/2016---2,500.0010/17/2014 10/17/2014 Coupon0.00 3137EADD8FREDDIE MAC0.50 04/17/2015---2,500.00Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201516Page 49 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount10/15/2014 10/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2511/15/2014 11/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2512/15/2014 12/15/2014 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2510/08/2014 10/08/2014 Coupon0.00 36962G6Q2GENERAL ELEC CAP CORP0.833 01/08/2016---1,596.7710/15/2014 10/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---135.7410/15/2014 10/15/2014 Principal Paydown-23,811.32 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---23,811.3211/15/2014 11/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---126.0211/15/2014 11/15/2014 Principal Paydown-21,705.19 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---21,705.1912/15/2014 12/15/2014 Principal Paydown-19,015.12 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---19,015.1212/15/2014 12/15/2014 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---117.1511/14/2014 11/25/2014 Buy750,000.00 4197915E4HAWAII-TXBL-REF-ES0.731 08/01/2016100.00-750,000.0010/16/2014 10/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---51.6110/16/2014 10/16/2014 Principal Paydown-58,323.76 43814EAB1HAROT 2013-2 A20.37 10/16/2015---58,323.7611/16/2014 11/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---33.6211/16/2014 11/16/2014 Principal Paydown-56,509.83 43814EAB1HAROT 2013-2 A20.37 10/16/2015---56,509.8312/16/2014 12/16/2014 Principal Paydown-50,093.32 43814EAB1HAROT 2013-2 A20.37 10/16/2015---50,093.3212/16/2014 12/16/2014 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---16.2010/18/2014 10/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0011/18/2014 11/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0012/18/2014 12/18/2014 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0011/11/2014 11/11/2014 Coupon0.00 459200HD6IBM CORP0.75 05/11/2015---2,812.5010/15/2014 10/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5011/15/2014 11/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5012/15/2014 12/15/2014 Principal Paydown-9,581.11 47787VAB7JDOT 2014-A A20.45 09/15/2016---9,581.1112/15/2014 12/15/2014 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---262.5011/15/2014 11/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---75.8111/15/2014 11/15/2014 Principal Paydown-46,062.62 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---46,062.6210/15/2014 10/15/2014 Principal Paydown-46,676.96 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---46,676.9510/15/2014 10/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---101.4812/15/2014 12/15/2014 Principal Paydown-37,111.33 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---37,111.3312/15/2014 12/15/2014 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---50.4710/15/2014 10/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0011/15/2014 11/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0012/15/2014 12/15/2014 Principal Paydown-46,825.90 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---46,825.9012/15/2014 12/15/2014 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---300.0012/01/2014 12/01/2014 Sell-279,000.00 637432MP7NATIONAL RURAL UTIL COOP1.00 02/02/2015100.136280,301.6912/01/2014 12/01/2014 Sell-450,000.00 637432MP7NATIONAL RURAL UTIL COOP1.00 02/02/2015100.136452,099.5012/03/2014 12/10/2014 Buy750,000.00 65477WAB2NAROT 2014-B A20.60 06/15/201799.995-749,959.7310/01/2014 10/01/2014 Coupon0.00 677520FR4OH ST-TXB-DEV ASST-A5.39 10/01/2015---20,212.5011/20/2014 11/25/2014 Buy750,000.00 69349LAL2PNC BANK NA0.553 04/29/2016100.053-750,708.3412/18/2014 12/23/2014 Buy205,000.00 69371RK96PACCAR FINANCIAL CORP0.70 11/16/2015100.217-205,592.3411/18/2014 11/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.543 11/18/2017---330.4810/20/2014 10/20/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.547 11/18/2017---362.3312/18/2014 12/18/2014 Coupon0.00 70659PAE1PENAR 2013-1A A10.552 11/18/2017---339.3811/19/2014 11/19/2014 Coupon0.00 74153WCA5PRICOA GLOBAL FUNDING 10.502 08/19/2015---866.1210/27/2014 10/27/2014 Coupon0.00 74254PYF3PRINCIPAL LIFE INC FDG5.55 04/27/2015---13,875.0012/11/2014 12/11/2014 Coupon0.00 74256LAC3PRINCIPAL LFE GLB FND II1.00 12/11/2015---1,250.0012/17/2014 12/17/2014 Coupon0.00 89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015---12,000.0012/15/2014 12/15/2014 Principal Paydown-46,777.69 89236VAB6TAOT 2013-B A20.48 02/15/2016---46,777.6912/15/2014 12/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---85.4710/15/2014 10/15/2014 Principal Paydown-57,254.66 89236VAB6TAOT 2013-B A20.48 02/15/2016---57,254.66Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201517Page 50 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount10/15/2014 10/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---130.0611/15/2014 11/15/2014 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---107.1611/15/2014 11/15/2014 Principal Paydown-54,220.08 89236VAB6TAOT 2013-B A20.48 02/15/2016---54,220.0912/15/2014 12/15/2014 Principal Paydown-69,717.93 90290KAB1USAOT 2014-1 A20.38 10/17/2016---69,717.9312/15/2014 12/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---175.7711/15/2014 11/15/2014 Principal Paydown-77,508.39 90290KAB1USAOT 2014-1 A20.38 10/17/2016---77,508.3911/15/2014 11/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---200.3210/15/2014 10/15/2014 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---209.0010/15/2014 10/15/2014 Principal Paydown-27,421.37 90290KAB1USAOT 2014-1 A20.38 10/17/2016---27,421.3710/30/2014 10/30/2014 Coupon0.00 90331HKP7US BANK NA4.95 10/30/2014---17,325.0010/30/2014 10/30/2014 Maturity-700,000.00 90331HKP7US BANK NA4.95 10/30/2014100.00700,000.0012/31/2014 12/31/2014 Buy1,000,000.00 912828PS3US TREASURY N/B2.00 01/31/2016101.801-1,026,323.0311/05/2014 11/06/2014 Buy1,000,000.00 912828QX1US TREASURY N/B1.50 07/31/2016101.84-1,022,393.0110/30/2014 10/31/2014 Buy1,000,000.00 912828RF9US TREASURY N/B1.00 08/31/2016101.035-1,012,036.6412/31/2014 12/31/2014 Coupon0.00 912828WQ9US TREASURY N/B0.50 06/30/2016---2,500.0011/15/2014 11/15/2014 Coupon0.00 91412GUT0UNIV OF CALIFORNIA-AN0.634 05/15/2016---946.6011/24/2014 11/24/2014 Coupon0.00 928668AD4VOLKSWAGEN GROUP AMERICA0.453 05/23/2016---574.9410/20/2014 10/20/2014 Principal Paydown-29,033.85 92867GAC7VALET 2012-1 A30.85 08/22/2016---29,033.8510/20/2014 10/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---186.1412/20/2014 12/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---141.7912/20/2014 12/20/2014 Principal Paydown-25,396.34 92867GAC7VALET 2012-1 A30.85 08/22/2016---25,396.3411/20/2014 11/20/2014 Principal Paydown-33,578.04 92867GAC7VALET 2012-1 A30.85 08/22/2016---33,578.0411/20/2014 11/20/2014 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---165.5812/05/2014 12/05/2014 Buy691.70 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-691.7012/05/2014 12/05/2014 Buy1,001,750.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,001,750.0012/10/2014 12/10/2014 Buy17,150.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-17,150.0012/10/2014 12/10/2014 Sell-39,334.73 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.0039,334.7312/11/2014 12/11/2014 Buy1,250.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,250.0012/11/2014 12/11/2014 Buy319.64 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-319.6411/30/2014 11/30/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014---16.5612/01/2014 12/01/2014 Buy732,417.71 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-732,417.7112/03/2014 12/03/2014 Buy407.86 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-407.8612/04/2014 12/04/2014 Buy552.82 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-552.8211/20/2014 11/20/2014 Buy974.97 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-974.9711/20/2014 11/20/2014 Sell-2.41 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.002.4111/20/2014 11/20/2014 Buy33,743.62 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-33,743.6211/19/2014 11/19/2014 Buy866.12 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-866.1211/24/2014 11/24/2014 Buy575.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-575.0011/25/2014 11/25/2014 Sell-1,467,923.92 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,467,923.9211/12/2014 11/12/2014 Buy2,812.50 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-2,812.5011/14/2014 11/14/2014 Sell-749,382.71 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00749,382.7111/18/2014 11/18/2014 Buy611.60 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-611.6011/18/2014 11/18/2014 Buy65.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-65.0011/17/2014 11/17/2014 Buy258,515.60 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-258,515.6011/05/2014 11/05/2014 Buy1,001,350.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,001,350.0011/06/2014 11/06/2014 Sell-1,022,393.01 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,022,393.0111/03/2014 11/03/2014 Buy12.67 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-12.6711/04/2014 11/04/2014 Sell-796,710.02 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00796,710.0210/28/2014 10/28/2014 Buy1,083.11 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,083.1110/28/2014 10/28/2014 Buy750,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-750,000.0010/29/2014 10/29/2014 Buy1,002,500.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,002,500.00Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201518Page 51 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 Amount10/27/2014 10/27/2014 Buy362.29 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-362.2910/27/2014 10/27/2014 Buy48,207.17 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-48,207.1710/30/2014 10/30/2014 Buy717,325.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-717,325.0010/31/2014 10/31/2014 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/2014---12.6710/31/2014 10/31/2014 Sell-1,012,036.64 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,012,036.6410/21/2014 10/21/2014 Buy65.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-65.0010/20/2014 10/20/2014 Sell-1,882.38 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,882.3810/20/2014 10/20/2014 Buy0.04 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-0.0410/20/2014 10/20/2014 Buy29,220.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-29,220.0010/24/2014 10/24/2014 Sell-1,001,186.11 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,001,186.1110/22/2014 10/22/2014 Buy55.56 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-55.5610/22/2014 10/22/2014 Sell-32,876.49 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.0032,876.4910/22/2014 10/22/2014 Buy1,000,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,000,000.0010/17/2014 10/17/2014 Buy2,500.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-2,500.0010/16/2014 10/16/2014 Buy1,059,625.37 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,059,625.3710/15/2014 10/15/2014 Buy157,254.90 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-157,254.9012/31/2014 12/31/2014 Sell-1,026,323.03 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.001,026,323.0312/31/2014 12/31/2014 Buy2,500.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-2,500.0012/29/2014 12/29/2014 Buy28,887.85 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-28,887.8512/23/2014 12/23/2014 Sell-280,054.21 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00280,054.2112/22/2014 12/22/2014 Sell-4,220.22 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.004,220.2212/18/2014 12/18/2014 Buy65.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-65.0012/18/2014 12/18/2014 Buy339.38 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-339.3812/17/2014 12/17/2014 Buy2.40 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-2.4012/17/2014 12/17/2014 Buy12,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-12,000.0012/16/2014 12/16/2014 Buy50,109.52 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-50,109.5212/15/2014 12/15/2014 Buy46,863.16 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-46,863.1612/15/2014 12/15/2014 Buy183,584.71 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-183,584.7110/01/2014 10/01/2014 Buy20,215.72 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-20,215.7210/08/2014 10/08/2014 Buy1,596.77 949917397WFA HERITAGE MONEY MARK-I0.01 12/31/20141.00-1,596.7712/22/2014 12/22/2014 Management Fee0.00 CCYUSDUS Dollar0.00 12/31/2014----4,220.2212/03/2014 12/03/2014 Other Income0.00 CCYUSDUS Dollar0.00 12/31/2014---407.8611/20/2014 11/20/2014 Management Fee0.00 CCYUSDUS Dollar0.00 12/31/2014----4,275.0312/04/2014 12/04/2014 Other Income0.00 CCYUSDUS Dollar0.00 12/31/2014---552.8212/05/2014 12/05/2014 Other Income0.00 CCYUSDUS Dollar0.00 12/31/2014---691.7012/11/2014 12/11/2014 Other Income0.00 CCYUSDUS Dollar0.00 12/31/2014---319.6410/20/2014 10/20/2014 Management Fee0.00 CCYUSDUS Dollar0.00 12/31/2014----4,382.3810/22/2014 10/22/2014 Cash Transfer0.00 CCYUSDUS Dollar0.00 12/31/2014----32,876.49---------2,612.86 --------- -------3.24Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount---------752,612.86 --------- -------749,979.59Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201519Page 52 * Does not Lock Down.PayableReceivableSettledEntry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount12/11/201401/08/2015Buy750,000.00 54438CQZ8LOSHGR LOS ANGELES CCD-H-TXL-750,000.0012/11/201401/08/2015Buy750,000.00 54438CQZ8LOSHGR LOS ANGELES CCD-H-TXL-750,000.00Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount12/31/201412/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I23.6512/31/201412/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I23.65Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount12/10/201412/23/2014Buy100,000.00 010775AK0ALAGEN ALAMEDA CA CMNTY IMPT-100,000.0011/06/201411/14/2014Buy750,000.00 03255LGX1ANAGEN ANAHEIM FING AUTH-B-750,000.0011/25/201411/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A245.9011/25/201411/25/2014Principal Paydown-32,738.52 05578XAB4BMWOT BMWOT 2013-A A232,738.5212/25/201412/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A234.7212/25/201412/25/2014Principal Paydown-28,853.13 05578XAB4BMWOT BMWOT 2013-A A228,853.1310/25/201410/25/2014Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A257.6110/25/201410/25/2014Principal Paydown-34,274.56 05578XAB4BMWOT BMWOT 2013-A A234,274.5611/14/201411/14/2014Coupon0.00 06050TLU4BAC BANK OF AMERICA NA898.4110/28/201410/28/2014Coupon0.00 07330NAE5BBT BRANCH BANKING & TRUST1,083.1110/28/201410/28/2014Sell-750,000.00 07330NAE5BBT BRANCH BANKING & TRUST750,000.0010/30/201411/04/2014Buy775,000.00 14912L4X6CAT CATERPILLAR FINANCIAL SE-797,960.0210/15/201410/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4158.5011/17/201411/17/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4173.8012/15/201412/15/2014Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4148.5812/10/201412/10/2014Principal Paydown-400,000.00 17305ECH6CCCIT CCCIT 2004-A8 A8400,000.0012/10/201412/10/2014Coupon0.00 17305ECH6CCCIT CCCIT 2004-A8 A817,150.0012/10/201412/10/2014Principal Paydown-300,000.00 17305ECH6CCCIT CCCIT 2004-A8 A8300,000.0010/12/201410/12/2014Coupon0.00 24422ESA8DEJOHN DEERE CAPITAL CORP512.0712/10/201412/10/2014Coupon0.00 313373SZ6FHLB FEDERAL HOME LOAN BANK10,625.0010/22/201410/22/2014Sell-1,000,000.00 3133EA4Q8FFCB FEDERAL FARM CREDIT BANK1,000,055.5610/18/201410/18/2014Coupon0.00 3133EA4Q8FFCB FEDERAL FARM CREDIT BANK2,500.0010/16/201410/16/2014Maturity-1,000,000.00 3133EA4S4FFCB FEDERAL FARM CREDIT BANK1,000,000.0010/16/201410/16/2014Coupon0.00 3133EA4S4FFCB FEDERAL FARM CREDIT BANK1,250.0011/05/201411/05/2014Coupon0.00 3133EA6W3FFCB FEDERAL FARM CREDIT BANK1,350.0011/05/201411/05/2014Maturity-1,000,000.00 3133EA6W3FFCB FEDERAL FARM CREDIT BANK1,000,000.0011/04/201411/04/2014Coupon0.00 3133EDGC0FFCB FEDERAL FARM CREDIT BANK1,250.0010/23/201410/24/2014Buy1,000,000.00 3133EDXG2FFCB FEDERAL FARM CREDIT BANK-1,001,186.1112/05/201412/05/2014Maturity-1,000,000.00 3134G3H78FHLMC FREDDIE MAC1,000,000.0012/05/201412/05/2014Coupon0.00 3134G3H78FHLMC FREDDIE MAC1,750.0011/20/201411/20/2014Coupon0.00 3134G53J2FHLMC FREDDIE MAC2,750.0011/20/201411/20/2014Coupon0.00 3134G54C6FHLMC FREDDIE MAC2,500.0010/29/201410/29/2014Sell-1,000,000.00 3135G0WG4FNMA FANNIE MAE1,000,000.0010/29/201410/29/2014Coupon0.00 3135G0WG4FNMA FANNIE MAE2,500.0010/17/201410/17/2014Coupon0.00 3137EADD8FHLMC FREDDIE MAC2,500.0010/15/201410/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.2511/15/201411/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.25MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201520Page 53 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount12/15/201412/15/2014Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.2510/08/201410/08/2014Coupon0.00 36962G6Q2GEGENERAL ELEC CAP CORP1,596.7710/15/201410/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A135.7410/15/201410/15/2014Principal Paydown-23,811.32 41284AAB4HDMOT HDMOT 2014-1 A2A23,811.3211/15/201411/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A126.0211/15/201411/15/2014Principal Paydown-21,705.19 41284AAB4HDMOT HDMOT 2014-1 A2A21,705.1912/15/201412/15/2014Principal Paydown-19,015.12 41284AAB4HDMOT HDMOT 2014-1 A2A19,015.1212/15/201412/15/2014Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A117.1511/14/201411/25/2014Buy750,000.00 4197915E4HIS HAWAII-TXBL-REF-ES-750,000.0010/16/201410/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A251.6110/16/201410/16/2014Principal Paydown-58,323.76 43814EAB1HAROT HAROT 2013-2 A258,323.7611/16/201411/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A233.6211/16/201411/16/2014Principal Paydown-56,509.83 43814EAB1HAROT HAROT 2013-2 A256,509.8312/16/201412/16/2014Principal Paydown-50,093.32 43814EAB1HAROT HAROT 2013-2 A250,093.3212/16/201412/16/2014Coupon0.00 43814EAB1HAROT HAROT 2013-2 A216.2010/18/201410/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0011/18/201411/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0012/18/201412/18/2014Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0011/11/201411/11/2014Coupon0.00 459200HD6IBM IBM CORP2,812.5010/15/201410/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5011/15/201411/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5012/15/201412/15/2014Principal Paydown-9,581.11 47787VAB7JDOT JDOT 2014-A A29,581.1112/15/201412/15/2014Coupon0.00 47787VAB7JDOT JDOT 2014-A A2262.5011/15/201411/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A275.8111/15/201411/15/2014Principal Paydown-46,062.62 55292LAB0MTBAT MTBAT 2013-1A A246,062.6210/15/201410/15/2014Principal Paydown-46,676.96 55292LAB0MTBAT MTBAT 2013-1A A246,676.9510/15/201410/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A2101.4812/15/201412/15/2014Principal Paydown-37,111.33 55292LAB0MTBAT MTBAT 2013-1A A237,111.3312/15/201412/15/2014Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A250.4710/15/201410/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0011/15/201411/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0012/15/201412/15/2014Principal Paydown-46,825.90 58768EAC3MBALT MBALT 2014-A A2A46,825.9012/15/201412/15/2014Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A300.0012/01/201412/01/2014Sell-279,000.00 637432MP7NRUC NATIONAL RURAL UTIL COOP280,301.6912/01/201412/01/2014Sell-450,000.00 637432MP7NRUC NATIONAL RURAL UTIL COOP452,099.5012/03/201412/10/2014Buy750,000.00 65477WAB2NAROT NAROT 2014-B A2-749,959.7310/01/201410/01/2014Coupon0.00 677520FR4OHS OH ST-TXB-DEV ASST-A20,212.5011/20/201411/25/2014Buy750,000.00 69349LAL2PNC PNC BANK NA-750,708.3412/18/201412/23/2014Buy205,000.00 69371RK96PCAR PACCAR FINANCIAL CORP-205,592.3411/18/201411/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1330.4810/20/201410/20/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1362.3312/18/201412/18/2014Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1339.3811/19/201411/19/2014Coupon0.00 74153WCA5PRU PRICOA GLOBAL FUNDING 1866.1210/27/201410/27/2014Coupon0.00 74254PYF3PFG PRINCIPAL LIFE INC FDG13,875.0012/11/201412/11/2014Coupon0.00 74256LAC3PFG PRINCIPAL LFE GLB FND II1,250.0012/17/201412/17/2014Coupon0.00 89233P4B9TOYOTA TOYOTA MOTOR CREDIT CORP12,000.0012/15/201412/15/2014Principal Paydown-46,777.69 89236VAB6TAOT TAOT 2013-B A246,777.6912/15/201412/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A285.4710/15/201410/15/2014Principal Paydown-57,254.66 89236VAB6TAOT TAOT 2013-B A257,254.6610/15/201410/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2130.0611/15/201411/15/2014Coupon0.00 89236VAB6TAOT TAOT 2013-B A2107.1611/15/201411/15/2014Principal Paydown-54,220.08 89236VAB6TAOT TAOT 2013-B A254,220.09MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201521Page 54 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount12/15/201412/15/2014Principal Paydown-69,717.93 90290KAB1USAOT USAOT 2014-1 A269,717.9312/15/201412/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2175.7711/15/201411/15/2014Principal Paydown-77,508.39 90290KAB1USAOT USAOT 2014-1 A277,508.3911/15/201411/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2200.3210/15/201410/15/2014Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2209.0010/15/201410/15/2014Principal Paydown-27,421.37 90290KAB1USAOT USAOT 2014-1 A227,421.3710/30/201410/30/2014Coupon0.00 90331HKP7USB US BANK NA17,325.0010/30/201410/30/2014Maturity-700,000.00 90331HKP7USB US BANK NA700,000.0012/31/201412/31/2014Buy1,000,000.00 912828PS3TUS TREASURY N/B-1,026,323.0311/05/201411/06/2014Buy1,000,000.00 912828QX1TUS TREASURY N/B-1,022,393.0110/30/201410/31/2014Buy1,000,000.00 912828RF9TUS TREASURY N/B-1,012,036.6412/31/201412/31/2014Coupon0.00 912828WQ9TUS TREASURY N/B2,500.0011/15/201411/15/2014Coupon0.00 91412GUT0UNVHGR UNIV OF CALIFORNIA-AN946.6011/24/201411/24/2014Coupon0.00 928668AD4VWVOLKSWAGEN GROUP AMERICA574.9410/20/201410/20/2014Principal Paydown-29,033.85 92867GAC7VALET VALET 2012-1 A329,033.8510/20/201410/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3186.1412/20/201412/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3141.7912/20/201412/20/2014Principal Paydown-25,396.34 92867GAC7VALET VALET 2012-1 A325,396.3411/20/201411/20/2014Principal Paydown-33,578.04 92867GAC7VALET VALET 2012-1 A333,578.0411/20/201411/20/2014Coupon0.00 92867GAC7VALET VALET 2012-1 A3165.5812/05/201412/05/2014Buy691.70 949917397SHIXX WFA HERITAGE MONEY MARK-I-691.7012/05/201412/05/2014Buy1,001,750.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,001,750.0012/10/201412/10/2014Buy17,150.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-17,150.0012/10/201412/10/2014Sell-39,334.73 949917397SHIXX WFA HERITAGE MONEY MARK-I39,334.7312/11/201412/11/2014Buy1,250.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,250.0012/11/201412/11/2014Buy319.64 949917397SHIXX WFA HERITAGE MONEY MARK-I-319.6411/30/201411/30/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I16.5612/01/201412/01/2014Buy732,417.71 949917397SHIXX WFA HERITAGE MONEY MARK-I-732,417.7112/03/201412/03/2014Buy407.86 949917397SHIXX WFA HERITAGE MONEY MARK-I-407.8612/04/201412/04/2014Buy552.82 949917397SHIXX WFA HERITAGE MONEY MARK-I-552.8211/20/201411/20/2014Buy974.97 949917397SHIXX WFA HERITAGE MONEY MARK-I-974.9711/20/201411/20/2014Sell-2.41 949917397SHIXX WFA HERITAGE MONEY MARK-I2.4111/20/201411/20/2014Buy33,743.62 949917397SHIXX WFA HERITAGE MONEY MARK-I-33,743.6211/19/201411/19/2014Buy866.12 949917397SHIXX WFA HERITAGE MONEY MARK-I-866.1211/24/201411/24/2014Buy575.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-575.0011/25/201411/25/2014Sell-1,467,923.92 949917397SHIXX WFA HERITAGE MONEY MARK-I1,467,923.9211/12/201411/12/2014Buy2,812.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,812.5011/14/201411/14/2014Sell-749,382.71 949917397SHIXX WFA HERITAGE MONEY MARK-I749,382.7111/18/201411/18/2014Buy611.60 949917397SHIXX WFA HERITAGE MONEY MARK-I-611.6011/18/201411/18/2014Buy65.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-65.0011/17/201411/17/2014Buy258,515.60 949917397SHIXX WFA HERITAGE MONEY MARK-I-258,515.6011/05/201411/05/2014Buy1,001,350.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,001,350.0011/06/201411/06/2014Sell-1,022,393.01 949917397SHIXX WFA HERITAGE MONEY MARK-I1,022,393.0111/03/201411/03/2014Buy12.67 949917397SHIXX WFA HERITAGE MONEY MARK-I-12.6711/04/201411/04/2014Sell-796,710.02 949917397SHIXX WFA HERITAGE MONEY MARK-I796,710.0210/28/201410/28/2014Buy1,083.11 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,083.1110/28/201410/28/2014Buy750,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-750,000.0010/29/201410/29/2014Buy1,002,500.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,002,500.0010/27/201410/27/2014Buy362.29 949917397SHIXX WFA HERITAGE MONEY MARK-I-362.2910/27/201410/27/2014Buy48,207.17 949917397SHIXX WFA HERITAGE MONEY MARK-I-48,207.1710/30/201410/30/2014Buy717,325.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-717,325.0010/31/201410/31/2014Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I12.67MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201522Page 55 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 Amount10/31/201410/31/2014Sell-1,012,036.64 949917397SHIXX WFA HERITAGE MONEY MARK-I1,012,036.6410/21/201410/21/2014Buy65.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-65.0010/20/201410/20/2014Sell-1,882.38 949917397SHIXX WFA HERITAGE MONEY MARK-I1,882.3810/20/201410/20/2014Buy0.04 949917397SHIXX WFA HERITAGE MONEY MARK-I-0.0410/20/201410/20/2014Buy29,220.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-29,220.0010/24/201410/24/2014Sell-1,001,186.11 949917397SHIXX WFA HERITAGE MONEY MARK-I1,001,186.1110/22/201410/22/2014Buy55.56 949917397SHIXX WFA HERITAGE MONEY MARK-I-55.5610/22/201410/22/2014Sell-32,876.49 949917397SHIXX WFA HERITAGE MONEY MARK-I32,876.4910/22/201410/22/2014Buy1,000,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,000,000.0010/17/201410/17/2014Buy2,500.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,500.0010/16/201410/16/2014Buy1,059,625.37 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,059,625.3710/15/201410/15/2014Buy157,254.90 949917397SHIXX WFA HERITAGE MONEY MARK-I-157,254.9012/31/201412/31/2014Sell-1,026,323.03 949917397SHIXX WFA HERITAGE MONEY MARK-I1,026,323.0312/31/201412/31/2014Buy2,500.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,500.0012/29/201412/29/2014Buy28,887.85 949917397SHIXX WFA HERITAGE MONEY MARK-I-28,887.8512/23/201412/23/2014Sell-280,054.21 949917397SHIXX WFA HERITAGE MONEY MARK-I280,054.2112/22/201412/22/2014Sell-4,220.22 949917397SHIXX WFA HERITAGE MONEY MARK-I4,220.2212/18/201412/18/2014Buy65.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-65.0012/18/201412/18/2014Buy339.38 949917397SHIXX WFA HERITAGE MONEY MARK-I-339.3812/17/201412/17/2014Buy2.40 949917397SHIXX WFA HERITAGE MONEY MARK-I-2.4012/17/201412/17/2014Buy12,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-12,000.0012/16/201412/16/2014Buy50,109.52 949917397SHIXX WFA HERITAGE MONEY MARK-I-50,109.5212/15/201412/15/2014Buy46,863.16 949917397SHIXX WFA HERITAGE MONEY MARK-I-46,863.1612/15/201412/15/2014Buy183,584.71 949917397SHIXX WFA HERITAGE MONEY MARK-I-183,584.7110/01/201410/01/2014Buy20,215.72 949917397SHIXX WFA HERITAGE MONEY MARK-I-20,215.7210/08/201410/08/2014Buy1,596.77 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,596.7712/22/201412/22/2014Management Fee0.00 CCYUSDUSD US Dollar-4,220.2212/03/201412/03/2014Other Income0.00 CCYUSDUSD US Dollar407.8611/20/201411/20/2014Management Fee0.00 CCYUSDUSD US Dollar-4,275.0312/04/201412/04/2014Other Income0.00 CCYUSDUSD US Dollar552.8212/05/201412/05/2014Other Income0.00 CCYUSDUSD US Dollar691.7012/11/201412/11/2014Other Income0.00 CCYUSDUSD US Dollar319.6410/20/201410/20/2014Management Fee0.00 CCYUSDUSD US Dollar-4,382.3810/22/201410/22/2014Cash Transfer0.00 CCYUSDUSD US Dollar-32,876.49---------2,612.86 ----------3.24Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount---------752,612.86 ----------749,979.59MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201523Page 56 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 +Accrued55292LAB0MTBAT 2013-1A A2184,653.080.000.000.00-129,850.90 0.00 0.74 -38.09 -0.01 -92.45 0.00 54,672.3705578XAB4BMWOT 2013-A A2168,667.070.000.000.00-95,866.21 0.00 1.67 -6.55 -0.00 -29.32 0.00 72,766.6592867GAC7VALET 2012-1 A3263,322.930.000.000.00-88,008.23 0.00 -176.76 -22.86 -0.00 -76.55 0.00 175,038.5341284AAB4HDMOT 2014-1 A2A332,565.820.000.000.00-64,531.63 0.00 6.33 -14.05 -0.00 -321.78 0.00 267,704.69949917397WFA HERITAGE MONEY MARK-I555,854.408,168,429.76-7,434,325.880.000.00 0.00 0.00 0.00 0.00 0.00 0.00 1,289,958.283135G0WG4FANNIE MAE1,001,807.110.00-1,000,000.000.000.00 0.00 0.00 -2,111.11 0.00 304.00 0.00 0.003134G36G0FREDDIE MAC1,001,485.390.000.000.000.00 0.00 -270.94 875.00 0.00 -742.06 0.00 1,001,347.39912828WQ9US TREASURY N/B1,001,849.590.000.000.000.00 0.00 -103.38 -1,249.77 0.00 -170.62 0.00 1,000,325.81313373SZ6FEDERAL HOME LOAN BANK1,033,092.080.000.000.000.00 0.00 -4,062.30 -5,312.50 0.00 -77.70 0.00 1,023,639.5814912L4X6CATERPILLAR FINANCIAL SE0.00793,855.750.000.000.00 0.00 -1,719.55 6,619.79 0.00 -2,263.95 0.00 796,492.043133EDGC0FEDERAL FARM CREDIT BANK1,000,676.830.000.000.000.00 0.00 330.58 -625.00 0.00 -105.58 0.00 1,000,276.83161571FY5CHAIT 2013-A4 A4750,084.530.000.000.000.000.000.007.830.00-337.500.00749,754.8713063BN65CALIFORNIA ST-TXBL751,895.000.000.000.000.000.000.001,593.750.00-457.500.00753,031.2502666QK69AMERICAN HONDA FINANCE703,881.810.000.000.000.000.00-1,498.242,537.500.00-346.960.00704,574.113137EADD8FREDDIE MAC1,004,446.780.000.000.000.000.00-575.50-1,250.000.00-643.500.001,001,977.7890331HKP7US BANK NA716,969.050.000.00-700,000.000.000.00-2,550.72 -14,533.750.00115.420.000.003128X33E1FREDDIE MAC512,338.030.000.000.000.000.00-6,037.686,312.500.00-110.320.00512,502.5343814GAB6HAROT 2014-2 A2199,982.170.000.000.000.000.001.990.000.00-71.590.00199,912.57912828PS3US TREASURY N/B1,026,260.570.000.000.000.000.00-4,222.165,000.000.00-856.840.001,026,181.57912828PS3US TREASURY N/B0.001,018,007.810.000.000.000.00-45.478,369.570.00-150.340.001,026,181.5707330NAE5BRANCH BANKING & TRUST751,087.740.00-750,000.000.000.000.00-72.81-765.240.00-249.690.000.0069371RK96PACCAR FINANCIAL CORP0.00205,444.850.000.000.000.00-12.21179.380.00114.910.00205,726.9306406HBN8BANK OF NEW YORK MELLON760,878.330.000.000.000.000.00-4,760.745,812.500.00-688.760.00761,241.33912828RF9US TREASURY N/B0.001,010,351.560.000.000.000.00-957.913,397.790.00-1,893.650.001,010,897.7970659PAE1PENAR 2013-1A A1750,960.200.000.000.000.000.000.0013.800.00-328.500.00750,645.503134G54C6FREDDIE MAC999,203.440.000.000.000.000.00-315.07-1,250.000.00973.070.00998,611.44912828UP3US TREASURY N/B1,001,073.090.000.000.000.000.0038.71635.360.00-624.710.001,001,122.4591412GUT0UNIV OF CALIFORNIA-AN250,250.380.000.000.000.000.000.00-550.350.00-125.000.00249,575.03459200HD6IBM CORP754,382.000.000.000.000.000.00-465.95-1,406.250.00-415.300.00752,094.504197915E4HAWAII-TXBL-REF-ES0.00750,000.000.000.000.000.000.00548.250.00-1,980.000.00748,568.25Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201524Page 57 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 +Accrued010775AK0ALAMEDA CA CMNTY IMPT0.00100,000.000.000.000.00 0.00 0.00 12.29 0.00 -62.00 0.00 99,950.290258M0DA4AMER EXPRESS CREDIT CO766,603.670.000.000.000.00 0.00 -4,243.03 5,156.25 0.00 127.03 0.00 767,643.9265477WAB2NAROT 2014-B A20.00749,959.730.000.000.00 0.00 2.36 262.50 0.00 -348.34 0.00 749,876.253133EDXG2FEDERAL FARM CREDIT BANK0.001,001,000.000.000.000.00 0.00 -194.37 1,433.06 0.00 -382.63 0.00 1,001,856.0631679KAB6FITAT 2014-2 A2A750,076.500.000.000.000.00 0.00 11.79 0.00 0.00 -400.29 0.00 749,688.003134G53J2FREDDIE MAC997,393.390.000.000.000.00 0.00 0.00 -1,375.00 0.00 3,065.00 0.00 999,083.393134G4TH1FREDDIE MAC1,001,715.670.000.000.000.00 0.00 -18.71 750.00 0.00 -756.29 0.00 1,001,690.673135G0TR4FANNIE MAE1,002,798.220.000.000.000.00 0.00 -1,032.11 1,625.00 0.00 -259.89 0.00 1,003,131.225446462Q4LOS ANGELES SD-L-TXBL399,186.800.000.000.000.00 0.00 0.00 486.00 0.00 828.00 0.00 400,500.8059217GAM1MET LIFE GLOB FUNDING I615,559.270.000.000.000.00 0.00 -2,085.26 3,050.00 0.00 -595.08 0.00 615,928.933133EA4Q8FEDERAL FARM CREDIT BANK997,812.890.00-1,000,000.000.000.00 0.00 0.00 -2,263.89 0.00 4,451.00 0.00 0.00677520FR4OH ST-TXB-DEV ASST-A807,742.500.000.000.000.000.00-9,477.85 -10,106.250.00-887.150.00787,271.2517305ECH6CCCIT 2004-A8 A8307,216.000.000.000.00-300,000.000.00-2,548.76-4,532.500.00-134.740.000.0017305ECH6CCCIT 2004-A8 A8409,621.330.000.000.00-400,000.000.00-3,337.17-6,043.330.00-240.830.000.00928668AD4VOLKSWAGEN GROUP AMERICA500,464.490.000.000.000.000.000.009.040.00-740.000.00499,733.5306050TLU4BANK OF AMERICA NA501,409.230.000.000.000.000.000.000.070.00-2,409.500.00498,999.8036962G6Q2GENERAL ELEC CAP CORP755,831.280.000.000.000.000.00-422.08-0.890.00-1,140.920.00754,267.403133EA6W3FEDERAL FARM CREDIT BANK1,001,167.000.000.00-1,000,000.000.000.00-5.38-1,095.000.00-66.620.000.0074153WCA5PRICOA GLOBAL FUNDING 1300,716.020.000.000.000.000.00-133.12-0.090.00-158.780.00300,424.0374153WCA5PRICOA GLOBAL FUNDING 1375,895.020.000.000.000.000.000.00-0.110.00-364.880.00375,530.043133EDQW5FEDERAL FARM CREDIT BANK997,592.890.000.000.000.000.00225.72725.000.002,159.280.001,000,702.89912828B82US TREASURY N/B999,394.090.000.000.000.000.00475.12635.360.00-905.120.00999,599.4540428HPG1HSBC USA INC707,487.670.000.000.000.000.00-2,890.874,156.250.00-973.830.00707,779.2247787VAB7JDOT 2014-A A2700,283.500.000.000.00-9,581.110.004.51-1.920.00-65.850.00690,639.1364952WBE2NEW YORK LIFE GLOBAL FDG502,935.390.000.000.000.000.00-681.641,625.000.00-782.860.00503,095.8903255LGX1ANAHEIM FING AUTH-B0.00750,000.000.000.000.000.000.00979.170.00-1,080.000.00749,899.173133ECHB3FEDERAL FARM CREDIT BANK995,868.000.000.000.000.000.000.001,125.000.004,347.000.001,001,340.0074005PAR5PRAXAIR INC663,789.410.000.000.000.000.00-6,716.007,515.620.00-422.300.00664,166.73912828QX1US TREASURY N/B0.001,018,398.440.000.000.000.00-1,627.676,277.170.00-1,458.770.001,021,589.173133EA4S4FEDERAL FARM CREDIT BANK1,001,220.830.000.00-1,000,000.000.000.00-15.32-1,145.830.00-59.680.000.00Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201525Page 58 * 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 +Accrued22546QAE7CREDIT SUISSE NEW YORK253,937.690.000.000.000.00 0.00 -1,680.98 2,187.50 0.00 -373.52 0.00 254,070.693133EDGM8FEDERAL FARM CREDIT BANK199,119.430.000.000.000.00 0.00 85.20 175.00 0.00 519.80 0.00 199,899.433133EDGM8FEDERAL FARM CREDIT BANK995,597.170.000.000.000.00 0.00 227.79 875.00 0.00 2,797.21 0.00 999,497.1789233P4B9TOYOTA MOTOR CREDIT CORP771,980.580.000.000.000.00 0.00 -5,386.84 -6,000.00 0.00 -309.41 0.00 760,284.3374254PYF3PRINCIPAL LIFE INC FDG526,527.830.000.000.000.00 0.00 -6,320.81 -6,937.50 0.00 -303.69 0.00 512,965.833134G3H78FREDDIE MAC1,001,629.780.000.00-1,000,000.000.00 0.00 -98.64 -1,127.78 0.00 -403.36 0.00 0.0069349LAL2PNC BANK NA0.00750,397.500.000.000.00 0.00 -94.89 736.80 0.00 -1,468.86 0.00 749,570.553134G4DE5FREDDIE MAC1,501,884.170.000.000.000.00 0.00 0.00 1,162.50 0.00 -760.50 0.00 1,502,286.1754438CQZ8LOS ANGELES CCD-H-TXL0.00750,000.000.000.000.00 0.00 0.00 0.00 0.00 -1,012.50 0.00 748,987.5024422ESA8JOHN DEERE CAPITAL CORP660,641.010.000.000.000.00 0.00 0.00 -5.21 0.00 -188.10 0.00 660,447.7074256LAC3PRINCIPAL LFE GLB FND II251,834.390.000.000.000.00 0.00 -354.78 -625.00 0.00 -76.72 0.00 250,777.89CCYUSDPayable0.000.000.000.000.000.000.000.000.000.00-750,000.00-750,000.00CCYUSDReceivable3.220.000.000.000.000.000.000.000.000.0020.4323.65CCYUSDCash0.480.000.000.000.000.000.000.000.000.00-0.020.4643814EAB1HAROT 2013-2 A2167,404.820.000.000.00-164,926.910.001.78-25.430.00-11.300.002,442.9758768EAC3MBALT 2014-A A2A750,532.750.000.000.00-46,825.900.004.08-9.990.00-194.710.00703,506.2490290KAB1USAOT 2014-1 A2660,178.790.000.000.00-174,647.690.007.40-29.500.01-189.750.00485,319.2689236VAB6TAOT 2013-B A2325,309.140.000.000.00-158,252.440.003.76-33.760.01-77.520.00166,949.20637432MP7NATIONAL RURAL UTIL COOP280,140.520.00-279,379.440.000.000.00-293.92-457.2575.89-85.800.000.00637432MP7NATIONAL RURAL UTIL COOP451,839.550.00-450,612.000.000.000.00-324.87-737.50276.48-441.660.000.00------44,336,009.8017,065,845.40-10,914,317.32-3,700,000.00-1,632,491.020.00 -76,402.9211,173.34352.37-13,952.17-749,979.59 44,326,237.89Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 10/01/2014 - 12/31/2014Return to Table of ContentsDated: 01/07/201526Page 59 Identifier DescriptionSecurity Type Base Market Value BookYieldYield Duration -200 Basis PointShock-100 Basis PointShock-50 Basis PointShock50 Basis PointShock100 Basis PointShock200 Basis PointShock010775AK0 ALAMEDA CA CMNTY IMPTMUNI99,938.00 0.553 0.667 0.671100,385.28100,385.28100,273.2999,602.7199,267.4298,596.830258M0DA4 AMER EXPRESS CREDIT COCORP761,571.00 0.491 0.551 0.70764,508.38764,508.38764,236.50758,905.50756,240.00750,909.0102666QK69 AMERICAN HONDA FINANCECORP701,078.00 0.593 0.45 0.158701,576.47701,576.47701,576.47700,524.15699,970.30698,862.5903255LGX1 ANAHEIM FING AUTH-BMUNI748,920.00 1.00 1.14 1.327760,249.51758,858.17753,889.08743,950.92738,981.83729,043.6605578XAB4 BMWOT 2013-A A2ABS72,761.68 0.415 0.393 0.11572,794.5772,794.5772,794.5772,719.8472,678.0172,594.3306050TLU4 BANK OF AMERICA NACORP498,531.00 0.714 0.844 0.116499,019.08499,019.08498,820.15498,241.85497,952.70497,374.4106406HBN8 BANK OF NEW YORK MELLONCORP750,520.50 0.56 1.237 0.041750,901.14750,828.21750,674.36750,366.64750,212.79749,905.0713063BN65 CALIFORNIA ST-TXBLMUNI750,375.00 0.85 0.257 0.086750,540.85750,540.85750,540.85750,052.34749,729.68749,084.3514912L4X6 CATERPILLAR FINANCIAL SECORP789,872.25 0.643 0.823 1.55799,948.26799,948.26795,993.76783,750.74777,629.23765,386.21161571FY5 CHAIT 2013-A4 A4ABS749,662.50 0.253 0.409 0.05749,815.81749,815.81749,815.81749,475.08749,287.67748,912.8422546QAE7 CREDIT SUISSE NEW YORKCORP251,688.75 0.814 0.521 0.23251,990.35251,990.35251,978.19251,399.31251,109.87250,530.9824422ESA8 JOHN DEERE CAPITAL CORPCORP660,013.20 0.306 0.203 0.031660,054.73660,054.73660,054.73659,910.90659,808.60659,603.993128X33E1 FREDDIE MACAGCY BOND501,631.00 0.224 0.321 0.072501,746.94501,746.94501,746.94501,450.41501,269.83500,908.65313373SZ6 FEDERAL HOME LOAN BANKAGCY BOND1,022,400.00 0.50 0.558 1.425 1,030,529.61 1,030,529.61 1,029,684.60 1,015,115.40 1,007,830.80993,261.603133ECHB3 FEDERAL FARM CREDIT BANKAGCY BOND999,915.00 0.45 0.234 0.599 1,001,316.54 1,001,316.54 1,001,316.54996,920.25993,925.51987,936.023133EDGC0 FEDERAL FARM CREDIT BANKAGCY BOND999,881.00 0.382 0.244 0.843 1,001,937.68 1,001,937.68 1,001,937.68995,666.50991,452.00983,023.013133EDGM8 FEDERAL FARM CREDIT BANKAGCY BOND1,198,101.60 0.454 0.472 0.683 1,201,963.99 1,201,963.99 1,201,963.99 1,194,010.08 1,189,918.57 1,181,735.533133EDQW5 FEDERAL FARM CREDIT BANKAGCY BOND999,414.00 0.38 0.33 1.054 1,002,890.16 1,002,890.16 1,002,890.16994,147.09988,880.18978,346.353133EDXG2 FEDERAL FARM CREDIT BANKAGCY BOND1,000,423.00 0.567 0.606 1.406 1,008,946.96 1,008,946.96 1,007,455.97993,390.03986,357.05972,291.103134G36G0 FREDDIE MACAGCY BOND1,000,346.00 0.243 0.17 0.216 1,000,713.33 1,000,713.33 1,000,713.33999,265.63998,185.25996,024.513134G4DE5 FREDDIE MACAGCY BOND1,500,064.50 0.31 0.11 0.025 1,500,105.75 1,500,105.75 1,500,105.75 1,499,876.99 1,499,689.48 1,499,314.473134G4TH1 FREDDIE MACAGCY BOND1,000,249.00 0.293 0.25 0.521 1,001,551.82 1,001,551.82 1,001,551.82997,643.35995,037.70989,826.403134G53J2 FREDDIE MACAGCY BOND998,457.00 0.55 0.656 0.848 1,004,011.30 1,004,011.30 1,002,690.46994,223.54989,990.08981,523.173134G54C6 FREDDIE MACAGCY BOND998,042.00 0.375 0.636 1.026 1,004,554.58 1,004,554.58 1,003,161.96992,922.04987,802.09977,562.183135G0TR4 FANNIE MAEAGCY BOND1,000,134.00 0.238 0.289 0.453 1,001,443.35 1,001,443.35 1,001,443.35997,868.70995,603.39991,072.793137EADD8 FREDDIE MACAGCY BOND1,000,950.00 0.272 0.163 0.297 1,001,434.57 1,001,434.57 1,001,434.57999,463.59997,977.18995,004.3631679KAB6 FITAT 2014-2 A2AABS749,538.00 0.463 0.542 0.598751,967.37751,967.37751,779.12747,296.88745,055.76740,573.5336962G6Q2 GENERAL ELEC CAP CORPCORP752,793.00 0.62 0.462 0.023752,872.99752,872.99752,872.99752,706.43752,619.86752,446.7240428HPG1 HSBC USA INCCORP701,406.30 0.72 0.636 0.119701,937.15701,937.15701,823.64700,988.96700,571.63699,736.9541284AAB4 HDMOT 2014-1 A2AABS267,646.35 0.498 0.618 0.648268,718.18268,718.18268,513.53266,779.18265,912.01264,177.664197915E4 HAWAII-TXBL-REF-ESMUNI748,020.00 0.731 0.93 1.579759,004.45759,004.45753,925.62742,114.38736,208.76724,397.5343814EAB1 HAROT 2013-2 A2ABS2,442.59 0.378 0.00 0.002,442.592,442.592,442.592,442.592,442.592,442.5943814GAB6 HAROT 2014-2 A2ABS199,884.40 0.399 0.517 0.41200,308.09200,308.09200,294.16199,474.64199,064.87198,245.35459200HD6 IBM CORPCORP751,313.25 0.502 0.26 0.363752,022.34752,022.34752,022.34749,949.62748,585.98745,858.7247787VAB7 JDOT 2014-A A2ABS690,501.05 0.456 0.409 0.39691,602.47691,602.47691,602.47689,154.57687,808.10685,115.1454438CQZ8 LOS ANGELES CCD-H-TXLMUNI748,987.50 0.297 0.537 0.585751,340.41751,340.41751,178.29746,796.71744,605.92740,224.355446462Q4 LOS ANGELES SD-L-TXBLMUNI399,788.00 0.486 0.569 1.002402,067.34402,067.34401,790.94397,785.06395,782.12391,776.2555292LAB0 MTBAT 2013-1A A2ABS54,656.34 0.665 0.589 0.04254,669.8654,669.8654,667.8254,644.8654,633.3854,610.4358768EAC3 MBALT 2014-A A2AABS703,356.23 0.485 0.397 0.336704,294.45704,294.45704,294.45702,174.59700,992.95698,629.6759217GAM1 MET LIFE GLOB FUNDING ICORP610,100.04 0.63 1.112 0.025610,269.65610,252.56610,176.30610,023.78609,947.51609,794.9964952WBE2 NEW YORK LIFE GLOBAL FDGCORP500,044.50 0.754 0.966 0.033500,203.90500,203.90500,127.01499,961.99499,879.49499,714.4765477WAB2 NAROT 2014-B A2ABS749,613.75 0.605 0.644 0.966754,277.13754,277.13753,234.38745,993.12742,372.48735,131.21677520FR4 OH ST-TXB-DEV ASST-AMUNI777,165.00 0.351 0.527 0.741780,199.88780,199.88780,044.40774,285.60771,406.21765,647.4169349LAL2 PNC BANK NACORP748,833.75 0.432 0.672 0.076749,216.19749,216.19749,118.31748,549.19748,264.64747,695.5269371RK96 PACCAR FINANCIAL CORPCORP205,547.56 0.457 0.389 0.874206,246.39206,246.39206,246.39204,649.31203,751.07201,954.5870659PAE1 PENAR 2013-1A A1ABS750,484.50 0.599 0.479 0.051750,667.84750,667.84750,667.84750,293.13750,101.75749,719.0174005PAR5 PRAXAIR INCCORP656,567.60 0.511 0.522 0.249657,420.99657,420.99657,385.03655,750.17654,932.75653,297.8974153WCA5 PRICOA GLOBAL FUNDING 1CORP675,549.45 0.428 0.372 0.136675,891.22675,891.22675,891.22675,090.08674,630.70673,711.9674254PYF3 PRINCIPAL LIFE INC FDGCORP508,032.50 0.52 0.545 0.324508,929.58508,929.58508,855.51507,209.49506,386.47504,740.4574256LAC3 PRINCIPAL LFE GLB FND IICORP250,639.00 0.434 0.724 0.941252,346.56252,346.56251,818.26249,459.74248,280.49245,921.9789233P4B9 TOYOTA MOTOR CREDIT CORP CORP759,351.00 0.341 0.486 0.463761,059.68761,059.68761,059.68757,593.10755,835.20752,319.41Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 12/31/2014Return to Table of ContentsDated: 01/07/201527Page 60 * 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 PointShock89236VAB6 TAOT 2013-B A2ABS166,913.59 0.488 0.364 0.121166,987.11166,987.11166,987.11166,812.61166,711.63166,509.6690290KAB1 USAOT 2014-1 A2ABS485,237.29 0.386 0.454 0.299485,895.98485,895.98485,895.98484,511.86483,786.43482,335.57912828B82 US TREASURY N/BUS GOV998,750.00 0.44 0.371 1.162 1,003,055.63 1,003,055.63 1,003,055.63992,947.26987,144.53975,539.05912828PS3 US TREASURY N/BUS GOV2,035,624.00 0.325 0.364 1.07 2,043,552.35 2,043,552.35 2,043,552.35 2,024,733.41 2,013,842.82 1,992,061.64912828QX1 US TREASURY N/BUS GOV1,015,312.00 0.434 0.559 1.561 1,024,171.60 1,024,171.60 1,023,236.51 1,007,387.49999,462.98983,613.96912828RF9 US TREASURY N/BUS GOV1,007,500.00 0.432 0.584 1.646 1,017,184.73 1,017,184.73 1,015,791.73999,208.27990,916.55974,333.10912828UP3 US TREASURY N/BUS GOV1,000,273.00 0.265 0.087 0.166 1,000,417.46 1,000,417.46 1,000,417.46999,442.77998,612.55996,952.09912828WQ9 US TREASURY N/BUS GOV1,000,312.00 0.459 0.521 1.491 1,008,082.53 1,008,082.53 1,007,769.33992,854.67985,397.35970,482.7091412GUT0 UNIV OF CALIFORNIA-ANMUNI249,372.50 0.634 0.849 1.367252,266.67252,266.67251,076.96247,668.04245,963.58242,554.66928668AD4 VOLKSWAGEN GROUP AMERICA CORP499,494.50 0.458 0.525 0.145499,874.74499,874.74499,856.63499,132.37498,770.23498,045.9792867GAC7 VALET 2012-1 A3ABS174,993.14 0.503 0.489 0.276175,229.32175,229.32175,229.32174,751.65174,510.16174,027.18949917397 WFA HERITAGE MONEY MARK-I MMFUND1,289,958.28 0.00 0.00 0.00 1,289,958.28 1,289,958.28 1,289,958.28 1,289,958.28 1,289,958.28 1,289,958.28CCYUSD PayableCASH-750,000.00 0.00 0.00 0.00 -750,000.00 -750,000.00 -750,000.00 -750,000.00 -750,000.00 -750,000.00CCYUSD ReceivableCASH23.65 0.00 0.00 0.0023.6523.6523.6523.6523.6523.65CCYUSD CashCASH0.46 0.00 0.00 0.000.460.460.460.460.460.46---------44,190,966.05 0.456 0.48 0.631 44,341,608.24 44,340,126.88 44,313,428.51 44,051,463.57 43,911,961.09 43,632,956.13Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 12/31/2014Return to Table of ContentsDated: 01/07/201528Page 61 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 12/31/2014Return to Table of ContentsDated: 01/07/201529Page 62 STATEMENT FOR PERIOD December 01, 2014 - December 31, 2014 CONTRA COSTA COUNTY Date Transaction Shares Price Per Share Amount 201-000004-10 Average Cost NAV Average Cost Amount Realized Gain/Loss* CalTrust Short Term Fund 11/30/2014 BALANCE FORWARD 14,797,281.241 10.03 148,416,730.85 10.02190208 148,296,903.63 12/01/2014 INCOME DISTRIBUTION - NOVEMBER 5,071.243 10.03 50,864.57 10.02190485 0.00 50,864.57 12/31/2014 UNREALIZED GAIN (LOSS) 0.000 -148,023.53 0.00 12/31/2014 ENDING BALANCE 14,802,352.484 10.02 148,347,768.20 148,319,571.89 INCOME DISTRIBUTION PAID - NOVEMBER 0.00 49,287.93INCOME ACCRUAL - DECEMBER -28,196.31CUMULATIVE 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 63 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS December 31, 2014 CalTrust Short Term LAIF Market Value N/A$786,279,799.90 NAV per Share N/A$10.02 Yield 0.27%0.39% Period Total Return N/A-0.09% Period Yield Return 0.02%0.03% Effective Duration N/A0.76 yrs. Average Maturity 0.56 yrs.1.37 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return -0.09%0.02%0.03%One Month 0.01%0.07%0.10%Three Month 0.08%0.13%0.20%Six Month 0.29%0.24%0.39%Calendar Y-T-D 0.29%0.24%0.39%One Year* 0.35%0.26%0.37%Two Year* 0.44%0.29%0.38%Three Year* 0.51%0.36%0.46%Five Year* 1.99%1.91%1.96%Since Inception* *Annualized US Govt Agency 36.2% Corporate 28.1% MBS/ABS 17.8% Muni 13.6% MONEYMKT 1.8% CD 1.3% COMPAPER 1.3% Total:100.0% Portfolio Sector Breakdown AAA 34.8% AA+27.0% A 10.2% A-9.2% A+7.8% AA 4.9% AA-3.0% A-1 1.3% AA/A-1+0.9% SP-1+0.5% 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 64 . <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 12/31/2014 Go Ticker CUSIP Description S&P Rating 12/31/2014* Mat. Date Years Shares Price Value AL090115 010775AK0 ALAMEDA CA CMNTY IMP T 9/1/2015 0.553%A+9/1/2015 0.8 1,355,000.00 99.9380 $1,354,159.90 AX091515 0258M0DA4 AMER EXPRESS CREDIT CO 9/15/2015 2.75% A-9/15/2015 0.8 8,000,000.00 101.5428 $8,123,424.00 AM111315 025815AA9 AMERICAN EXPR CENTURION 11/13/15 A-11/13/2015 0.9 2,800,000.00 100.1386 $2,803,880.80 AH121117 02665WAR2 AMERICAN HONDA FINAN CE 12/11/2017 0.545 A+12/11/2017 3.0 8,000,000.00 99.9373 $7,994,984.00 HN100716 02665WAA9 AMERICAN HONDA FINAN CE 10/7/2016 0.7418 A+10/7/2016 1.8 3,000,000.00 100.4365 $3,013,095.00 HO071417 02665WAG6 AMERICAN HONDA FINAN CE 7/14/2017 0.4051 A+7/14/2017 2.6 2,000,000.00 99.7737 $1,995,474.00 Cr031518 02582JGD6 AMXCA 2012-2 A 3/15/2018 0.68%AAA 3/15/2018 3.2 10,000,000.00 100.0765 $10,007,650.00 AN050116 03255LGX1 ANAHEIM FING AUTH-B 5/1/2016 1%AA-5/1/2016 1.4 2,850,000.00 99.8560 $2,845,896.00 AN020415 0347M3P40 ANGLESEA FDG PLC 02/04/15 A-1 2/4/2015 0.2 10,000,000.00 99.9788 $9,997,880.00 BA080115 060505BS2 BANK OF AMERICA CORP 8/1/2015 4.75%A-8/1/2015 0.7 5,250,000.00 102.2432 $5,367,768.00 BA100915 06051GER6 BANK OF AMERICA CORP 1.5% 10/09/15 A-10/9/2015 0.8 988,000.00 100.4101 $992,051.79 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061%A 2/14/2017 2.2 500,000.00 99.7062 $498,531.00 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089%A 11/14/2016 1.9 2,200,000.00 99.9062 $2,197,936.40 BN011516 06406HBS7 BANK OF NEW YORK MELLON 2.5% 1/15/16 A+1/15/2016 1.1 2,000,000.00 101.9051 $2,038,102.00 BN022015 06406HCC1 BANK OF NEW YORK MELLON 1.2% 2/20/15 A+2/20/2015 0.2 7,241,000.00 100.0326 $7,243,360.57 BN072816 06406HBX6 BANK OF NEW YORK MELLON 2.3% 7/28/16 A+7/28/2016 1.6 2,500,000.00 102.1864 $2,554,660.00 BH011515 084664AT8 BERKSHIRE HATHAWAY FIN 4.85% 1/15/2015 AA 1/15/2015 0.1 2,605,000.00 100.1156 $2,608,011.38 BR021115 084670AV0 BERKSHIRE HATHAWAY I NC 2/11/2015 3.2%AA 2/11/2015 0.2 5,118,000.00 100.2861 $5,132,642.60 Au022516 05578XAB4 BMWOT 2013-1 A2 02/25/2016 0.41%Aaa 2/25/2016 1.2 1,059,079.29 100.0007 $1,059,086.71 Au042517 09658UAB5 BMWOT 2014-A A2 4/25/2017 0.53%AAA 4/25/2017 2.3 10,690,000.00 99.9984 $10,689,828.96 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 2.0 5,000,000.00 100.0911 $5,004,555.00 BT120116 07330NAG0 BRANCH BANKING & TRU ST 12/1/2016 1.05% A 12/1/2016 2.0 7,000,000.00 99.7235 $6,980,645.00 UN070141 91412GFA8 CA UNI-FLTG-TXB-Y-2 7/1/2041 0.656%AA/A-1+7/1/2017 2.6 3,250,000.00 100.1710 $3,255,557.50 CA020115 13063BN65 CALIFORNIA ST-TXBL 2/1/2015 0.85%A+2/1/2015 0.2 3,000,000.00 100.0500 $3,001,500.00 CA040116 14912L4S7 CATERPILLAR FINANCIA L SE 4/1/2016 2.65% A 4/1/2016 1.3 1,550,000.00 102.4082 $1,587,327.10 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 2.6 5,000,000.00 101.8863 $5,094,315.00 Cr101017 17305EEW1 CCCIT 2012-A1 A1 10/10/2017 0.55%AAA 10/10/2017 2.8 8,000,000.00 99.9716 $7,997,728.00 Cr081517 161571FL3 CHAIT 2012-A5 A5 8/15/2017 0.59%AAA 8/15/2017 2.7 3,000,000.00 100.0315 $3,000,945.00 Cr041618 161571GM0 CHAIT 2014-A4 A4 4/16/2018 0.35755%AAA 4/16/2018 3.3 10,000,000.00 99.9332 $9,993,320.00 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 1.0 4,500,000.00 100.2183 $4,509,823.50 C040116 172967GP0 CITIGROUP INC 4/1/2016 1.3%A-4/1/2016 1.3 100,000.00 100.1419 $100,141.90 C072516 172967GW5 CITIGROUP INC 7/25/2016 1.7%A-7/25/2016 1.6 1,000,000.00 100.6849 $1,006,849.00 C121515 172967FH9 CITIGROUP INC 12/15/2015 4.587%A-12/15/2015 1.0 5,000,000.00 103.3318 $5,166,590.00 CO051515 19648CAD3 CO HSG & FIN-B-TXBL 5/15/2015 1.162%AA 5/15/2015 0.4 3,870,000.00 100.2880 $3,881,145.60 CM011515 20030NAB7 COMCAST CORP 1/15/2015 6.5%A-1/15/2015 0.1 4,000,000.00 100.2295 $4,009,180.00 CM061516 20030NAG6 COMCAST CORP 6/15/2016 4.95%A-6/15/2016 1.5 1,402,000.00 105.9343 $1,485,198.89 CW120715 22160KAD7 COSTCO WHOLESALE CORP 0.65% 12/7/15 A+12/7/2015 1.0 1,200,000.00 100.1665 $1,201,998.00 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 1.0 10,000,000.00 100.0526 $10,005,260.00 DF010915 233851AS3 DAIMLER FINANCE NA LLC 01/09/2015 A-1/9/2015 0.1 5,815,000.00 100.0050 $5,815,290.75 DA041015 233851AN4 DAIMLER FINANCE NA L LC 4/10/2015 1.65%A-4/10/2015 0.3 1,902,000.00 100.2190 $1,906,165.38 DU050116 26362VFQ6 DUBLIN USD-TXB-BANS 5/1/2016 4.761%SP-1+5/1/2016 1.4 4,000,000.00 104.7110 $4,188,440.00 FN022616 3135G0UV3 FANNIE MAE 2/26/2016 0.75%AA+2/26/2016 1.2 5,000,000.00 100.0745 $5,003,725.00 FN031016 3136FPET0 FANNIE MAE 3/10/2016 2%AA+3/10/2016 1.2 1,975,000.00 101.7274 $2,009,116.15 FN092115 31398A3T7 FANNIE MAE 9/21/2015 2%AA+9/21/2015 0.8 2,250,000.00 101.2534 $2,278,201.50 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+7/2/2015 0.6 10,000,000.00 100.0930 $10,009,300.00 FF011416 3133EDQF2 FEDERAL FARM CREDIT BANK 1/14/2016 0.34 AA+1/14/2016 1.1 5,000,000.00 99.9415 $4,997,075.00 FF021216 3133EDEZ1 FEDERAL FARM CREDIT BANK 2/12/2016 0.37 AA+2/12/2016 1.2 4,575,000.00 99.3944 $4,547,293.80 FF030716 3133ECHB3 FEDERAL FARM CREDIT BANK 3/7/2016 0.45% AA+3/7/2016 1.2 9,000,000.00 99.9915 $8,999,235.00 FF101416 3133EDXG2 FEDERAL FARM CREDIT BANK 10/14/2016 0.6 AA+10/14/2016 1.8 5,000,000.00 100.0423 $5,002,115.00 FH011615 313381H24 FEDERAL HOME LOAN BA NK 1/16/2015 0.25% AA+1/16/2015 0.1 5,000,000.00 100.0026 $5,000,130.00 FH021216 313382B77 FEDERAL HOME LOAN BA NK 2/12/2016 0.42% AA+2/12/2016 1.2 6,200,000.00 99.9798 $6,198,747.60 FH031816 313382K85 FEDERAL HOME LOAN BA NK 3/18/2016 0.45% AA+3/18/2016 1.2 10,650,000.00 99.9361 $10,643,194.65 FH061016 313373SZ6 FEDERAL HOME LOAN BA NK 6/10/2016 2.125% AA+6/10/2016 1.5 5,000,000.00 102.2400 $5,112,000.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+9/11/2015 0.8 10,000,000.00 101.0216 $10,102,160.00 FH092816 3130A1CD8 FEDERAL HOME LOAN BA NK 9/28/2016 1.125% AA+9/28/2016 1.8 2,500,000.00 100.5395 $2,513,487.50 FL102816 3130A3BF0 FEDERAL HOME LOAN BA NK 10/28/2016 0.8% AA+10/28/2016 1.8 5,000,000.00 99.9769 $4,998,845.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481%A-11/18/2016 1.9 7,110,000.00 100.2117 $7,125,051.87 FI022616 31677QAX7 FIFTH THIRD BANK 2/26/2016 0.9%A-2/26/2016 1.2 2,000,000.00 100.0063 $2,000,126.00 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46%AAA 8/15/2016 1.7 7,904,137.51 99.9893 $7,903,291.76 FH010915 3134G4DE5 FREDDIE MAC 1/9/2015 0.31%AA+1/9/2015 0.1 10,250,000.00 100.0043 $10,250,440.75 FH012816 3134G34B3 FREDDIE MAC 1/28/2016 0.5%AA+1/28/2016 1.1 2,500,000.00 100.0104 $2,500,260.00 FH031516 3134G4VH8 FREDDIE MAC 3/15/2016 0.4%AA+3/15/2016 1.2 10,000,000.00 99.8820 $9,988,200.00 FH052016 3134G54C6 FREDDIE MAC 5/20/2016 0.5%AA+5/20/2016 1.4 12,500,000.00 99.8042 $12,475,525.00 FH060616 3134G46A1 FREDDIE MAC 6/6/2016 0.5%AA+6/6/2016 1.5 5,000,000.00 99.7895 $4,989,475.00 FH062016 3134G46W3 FREDDIE MAC 6/20/2016 0.57%AA+6/20/2016 1.5 5,000,000.00 99.8490 $4,992,450.00 FH072216 3134G5C29 FREDDIE MAC 7/22/2016 0.6%AA+7/22/2016 1.6 5,775,000.00 99.9071 $5,769,635.03 FH072916 3134G5EH4 FREDDIE MAC 7/29/2016 0.6%AA+7/29/2016 1.6 5,000,000.00 99.7543 $4,987,715.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42%AA+9/18/2015 0.8 2,150,000.00 100.0893 $2,151,919.95 FM082516 3137EACW7 FREDDIE MAC 2.0 08/25/2016 AA+8/25/2016 1.7 15,000,000.00 102.3877 $15,358,155.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 0.8 12,910,000.00 100.1874 $12,934,193.34 Page 1 of 3CalTrust Portal Page 65 AA+4/17/2015 0.3 5,000,000.00 100.0950 $5,004,750.00 Aaa 4/20/2018 3.3 10,400,000.00 99.8684 $10,386,313.60 AA+5/9/2016 1.4 8,842,000.00 102.9179 $9,100,000.72 AA+5/11/2016 1.4 4,635,000.00 100.0255 $4,636,181.93 A-8/1/2015 0.7 5,050,000.00 101.6139 $5,131,501.95 Aaa 9/21/2016 1.8 4,408,515.25 99.9596 $4,406,734.21 AAA 9/19/2016 1.8 4,000,000.00 99.9422 $3,997,688.00 8/1/2016 1.7 13,250,000.00 99.7360 $13,215,020.00 Aaa 7/16/2018 3.6 1,750,287.00 100.0032 $1,750,343.01 Aaa 10/16/2015 0.8 17,797.06 99.9943 $17,796.05 A 6/1/2016 1.5 2,181,000.00 99.7817 $2,176,238.88 A 6/30/2015 0.5 2,000,000.00 102.0175 $2,040,350.00 A 1/19/2016 1.1 2,303,000.00 104.5506 $2,407,800.32 A+11/13/2017 2.9 6,000,000.00 99.9408 $5,996,448.00 AA-7/22/2016 1.6 12,450,000.00 101.8823 $12,684,346.35 A-3/1/2015 0.2 3,025,000.00 100.6960 $3,046,054.00 AA+1/15/2015 0.1 5,065,000.00 100.0200 $5,066,013.00 A+7/1/2016 1.6 6,000,000.00 99.5980 $5,975,880.00 A 6/13/2016 1.5 6,650,000.00 99.5762 $6,621,817.30 A 1/20/2015 0.1 2,000,000.00 100.1677 $2,003,354.00 A 2/15/2017 2.2 3,000,000.00 99.7475 $2,992,425.00 A 10/15/2015 0.8 2,000,000.00 100.1798 $2,003,596.00 AA+8/1/2015 0.7 11,250,000.00 99.8650 $11,234,812.50 A+12/1/2015 1.0 3,515,000.00 99.7350 $3,505,685.25 AA-7/1/2016 1.6 1,000,000.00 99.9000 $999,000.00 AA-1/1/2016 1.1 1,980,000.00 99.9470 $1,978,950.60 A-11/15/2015 0.9 6,000,000.00 100.7563 $6,045,378.00 A 7/25/2017 2.6 5,000,000.00 99.6695 $4,983,475.00 AA+4/14/2016 1.3 5,000,000.00 102.9829 $5,149,145.00 AAA 2/15/2016 1.2 1,450,988.44 99.9928 $1,450,883.97 AAA 7/15/2016 1.6 7,475,000.00 100.0422 $7,478,154.45 AAA 2/15/2017 2.2 2,000,000.00 99.9051 $1,998,102.00 AA-1/9/2015 0.1 1,485,000.00 100.0164 $1,485,243.54 AA-4/2/2015 0.3 2,000,000.00 100.2675 $2,005,350.00 AAA 4/10/2017 2.3 5,000,000.00 99.7932 $4,989,660.00 A-1/5/2018 3.1 6,050,000.00 100.0254 $6,051,536.70 A-4/28/2015 0.3 1,000,000.00 101.6184 $1,016,184.00 AAA 2/16/2016 1.2 560,221.87 100.0010 $560,227.47 A+6/6/2016 1.5 680,000.00 102.6626 $698,105.68 AAA 9/15/2015 0.8 1,279,228.94 99.9968 $1,279,188.00 AAA 4/17/2017 2.3 8,300,000.00 99.9823 $8,298,530.90 Aaa 6/15/2017 2.5 3,875,000.00 99.9485 $3,873,004.38 A-4/1/2016 1.3 2,000,000.00 102.5347 $2,050,694.00 A 1/1/2016 1.1 12,000,000.00 99.7460 $11,969,520.00 AAA 3/15/2016 1.2 10,000,000.00 99.9170 $9,991,700.00 A-3/3/2017 2.2 2,000,000.00 100.3181 $2,006,362.00 A-6/15/2015 0.5 2,330,000.00 100.0880 $2,332,050.40 AAA 3/15/2016 1.2 2,500,000.00 99.9410 $2,498,525.00 AA 10/1/2015 0.8 3,850,000.00 103.6220 $3,989,447.00 11/18/2017 2.9 9,250,000.00 100.0646 $9,255,975.50 AAA 8/22/2016 1.7 5,000,000.00 100.0885 $5,004,425.00 A 4/29/2016 1.3 4,325,000.00 99.8445 $4,318,274.63 A 1/28/2016 1.1 5,000,000.00 100.1535 $5,007,675.00 A 1/28/2016 1.1 4,010,000.00 100.1195 $4,014,791.95 A+12/11/2015 1.0 4,410,000.00 100.2556 $4,421,271.96 AA 10/1/2015 0.8 5,600,000.00 100.1905 $5,610,668.00 A+8/1/2015 0.7 5,005,000.00 99.9260 $5,001,296.30 A+12/8/2015 1.0 3,000,000.00 99.9066 $2,997,198.00 AAA 1/17/2017 2.1 3,020,455.71 100.0550 $3,022,116.96 AAA 2/15/2016 1.2 3,073,607.77 100.0125 $3,073,991.97 AAA 12/15/2017 3.0 1,250,000.00 99.8904 $1,248,630.00 AAA 12/15/2016 2.0 1,000,000.00 99.9155 $999,155.00 AA+6/15/2015 0.5 1,000,000.00 101.7915 $1,017,915.00 A+9/26/2016 1.8 2,160,000.00 100.5128 $2,171,076.48 A+10/15/2015 0.8 1,250,000.00 100.2893 $1,253,616.25 AA 5/15/2015 0.4 2,855,000.00 100.0100 $2,855,285.50 AA 5/15/2016 1.4 1,830,000.00 99.7490 $1,825,406.70 AA/A-1+7/1/2017 2.6 4,180,000.00 100.1710 $4,187,147.80 FM041715 3137EADD8 FREDDIE MAC 0.50% 4/17/2015 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 GE050916 36962G5C4 GENERAL ELEC CAP CORP 2.95% 5/9/16 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7% AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41% Au091916 43814GAB6 HAROT 2014-2 A2 9/19/2016 0.39% HI080116 4197915E4 HAWAII-TXBL-REF-ES 8/1/2016 0.731% Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65% HA111614 43814EAB1 HONDA AUTO RECEIV- ABLES 10/17/15 HS060116 40429CFR8 HSBC FINANCE CORP 6/1/2016 0.6661% HS063015 40429CCS9 HSBC FINANCE CORP 6/30/2015 5% HS011916 40429CFN7 HSBC FINANCE CORP SR NT 01/19/2016 5.5% HB111317 40428HPM8 HSBC USA INC 11/13/2017 0.57185% IB072216 459200GX3 IBM CORP 7/22/2016 1.95% IL030115 452152HQ7 ILLINOIS ST 3/1/2015 4.511% IN011515 4546246W2 IN BOND BANK-TXBL 1/15/2015 0.661% IN070116 45884AZN6 INTERMOUNTAIN PWR-B 7/1/2016 0.785% JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 JP012015 46625HHP8 JPMORGAN CHASE & CO 1/20/2015 3.7% JP021517 46623EJZ3 JPMORGAN CHASE & CO 2/15/2017 0.750933% JP101515 46623EJR1 JPMORGAN CHASE & CO 10/15/2015 1.1% LO080115 54438CQZ8 LOS ANGELES CCD-H-TX L 8/1/2015 0.297% LD120115 54465AEX6 LOS ANGELES REDEV-D 12/1/2015 0.48% LA070116 5446462D3 LOS ANGELES SD-L-TXB L 7/1/2016 0.68% LO010116 5446462Q4 LOS ANGELES SD-L-TXB L 1/1/2016 0.486% PP111515 546676AS6 LOUISVILLE GAS & ELE C 11/15/2015 1.625% MA072517 55279HAH3 MANUF & TRADERS TRUS T CO 7/25/2017 0.53 MA041416 57629WBP4 MASSMUTUAL GLOBAL FU NDIN 4/14/2016 3.12 MB021516 58768VAC5 MBALT 2013-A A3 2/15/2016 0.59% Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62% Au021517 587729AB0 MBART 2014-1 A2 2/15/2017 0.43% ML010915 59217GAM1 MET LIFE GLOB FUNDING 2% 1/9/2015 ME040215 59157BAH5 METLIFE INSTITUTIONA L FD 4/2/2015 1.625 Ot041017 55315CAB3 MMAF 2014-AA A2 4/10/2017 0.52% MO010518 61761JVN6 MORGAN STANLEY 1/5/2018 1.007098% MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6% Ot021616 55292LAB0 MTBAT 2013-1A A2 2/16/2016 0.66% UN060616 90520EAC5 MUFG UNION BANK NA 6/6/2016 3% Ot091515 65476VAB5 NALT 2013-A A2A 9/15/2015 0.45% Au041717 65490BAB1 NALT 2014-B A2A 4/17/2017 0.73% Au061517 65477WAB2 NAROT 2014-B A2 6/15/2017 0.6% CM040116 63946BAC4 NBCUNIVERSAL MEDIA L LC 4/1/2016 2.875% NE010116 63968AXN0 NE PUB PWR DIST-B 1/1/2016 0.48% NE031516 650035K56 NEW YORK ST URBAN DE V 3/15/2016 0.63% NS030317 654740AG4 NISSAN MOTOR ACCEPTA NCE 3/3/2017 0.7843 NJ061515 645771WY8 NJ BLDG AUTH-B-REF 6/15/2015 0.748% NY031516 64990ERF6 NY DORM AUTH-D-TXBL 3/15/2016 0.66% OH100120 677520FR4 OH ST-TXB-DEV ASST-A 10/1/2020** 5.39% Cr111817 70659PAE1 PENAR 2013-1A A1 11/18/2017 0% AP082216 73328XAC3 PILOT 2013-1 A3 8/22/2016 0.7% PB042916 69349LAL2 PNC BANK NA 04/29/16 PC012816 69349LAH1 PNC BANK NA 1/28/2016 0.8% PN012816 69349LAJ7 PNC BANK NA 01/28/2016 PL121115 74256LAC3 PRINCIPAL LIFE GLB FND II 1% 12/11/15 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 SF080115 79770GBN5 SAN FRANCISCO CITY & 8/1/2015 0.569% SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 Au011717 89236RAC3 TAOT 2013-A A3 1/17/2017 0.55% Au021516 89236VAB6 TAOT 2013-B A2 2/15/2016 0.48% AT121517 89231MAC9 TAOT 2014-A A3 12/15/2017 0.67% TO121516 89231RAB0 TAOT 2014-B A2 12/15/2016 0.4% TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375% UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996% UN101515 91324PBX9 UNITEDHEALTH GROUP I NC 10/15/2015 0.85% UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528% UN051516 91412GUT0 UNIV OF CALIFORNIA-A N 5/15/2016 0.634% UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041*** US091117 90331HMJ9 US BANK NA CINCINNAT I 9/11/2017 0.4346%AA-9/11/2017 2.8 2,000,000.00 99.9421 $1,998,842.00 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%Aaa 1/31/2016 1.1 1,575,000.00 100.0469 $1,575,738.68 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%Aaa 2/29/2016 1.2 5,000,000.00 99.8750 $4,993,750.00 T043016 912828C81 US TREASURY N/B 4/30/2016 0.375%Aaa 4/30/2016 1.3 20,000,000.00 99.9844 $19,996,880.00 T053116 912828QP8 US TREASURY N/B 5/31/2016 1.75%Aaa 5/31/2016 1.4 10,000,000.00 101.8203 $10,182,030.00 T073116 912828QX1 US TREASURY N/B 7/31/2016 1.5%Aaa 7/31/2016 1.6 20,000,000.00 101.5312 $20,306,240.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%Aaa 8/31/2015 0.7 2,000,000.00 100.1328 $2,002,656.00 T083116 912828RF9 US TREASURY N/B 8/31/2016 1%Aaa 8/31/2016 1.7 5,000,000.00 100.7500 $5,037,500.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%Aaa 10/31/2015 0.8 5,015,000.00 100.8047 $5,055,355.71 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%Aaa 11/30/2015 0.9 5,000,000.00 100.0000 $5,000,000.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%Aaa 12/31/2015 1.0 10,000,000.00 99.9844 $9,998,440.00 TN51516 912828VC1 US TREASURY N/B 5/15/2016 0.25%Aaa 5/15/2016 1.4 10,000,000.00 99.7891 $9,978,910.00 TR033116 912828C40 US TREASURY N/B 0.375% 03/31/16 Aaa 3/31/2016 1.2 15,000,000.00 99.9844 $14,997,660.00 Au121517 90290KAC9 USAOT 2014-1 A3 12/15/2017 0.58%AAA 12/15/2017 3.0 2,420,000.00 99.8058 $2,415,300.36 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 1.7 699,114.75 100.1227 $699,972.56 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 1.6 2,443,412.11 100.0043 $2,443,517.17 Au042018 92867PAC7 VALET 2013-2 A3 4/20/2018 0.7%AAA 4/20/2018 3.3 6,000,000.00 99.7019 $5,982,114.00 VZ060917 92343VCD4 VERIZON COMMUNICATIO NS 6/9/2017 0.6306% BBB+6/9/2017 2.5 1,000,000.00 99.8031 $998,031.00 Page 2 of 3CalTrust Portal Page 66 *Security ratings are updated monthly at month-end. VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 1.8 1,925,000.00 101.8130 $1,959,900.25 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 1.0 1,287,024.17 100.0251 $1,287,347.22 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 1/1/2015 0.1 14,202,665.22 100.0000 $14,202,665.22 Grand Total $797,529,799.92 Page 3 of 3CalTrust Portal **Mandatory put on 10/1/15 *** Mandatory put on 7/1/17 Page 67 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending December 31, 2014 FY 2014-2015 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 09/30/14 12/31/14 100300 2,375,175.55 2,375,175.55 TOTALS 2,375,175.55 0.00 0.00 0.00 0.00 0.00 0.00 2,375,175.55 * East Bay Regional Communications System Authority Page 68 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Year-to-DateCurrent Period Percent of all Investments Asset Classification Market Value Asset Classification Market Value Cost Accrued Income Est Annual Income Market Yield Realized Transaction Category Income Principal Gains/Losses Income Principal Go Paperless. Securely access your account online to view your statements. Ask your BNY Mellon contact how we can help you access your accounts, enter your own transactions or submit an audit confirmation online. Also be sure to ask how Connect(SM), our new web-based, single sign-on platform can help you go paperless. Visit us at www.bnymellon.com CLIENT SERVICE MANAGER: MILLY CANESSA 100%TOTAL OF ALL INVESTMENTS 591,506.33 Account Statement Account Overview Summary of Assets Held Summary of Cash Transactions Statement Period 12/01/2014 Through 12/31/2014 Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD CORPORATE TRUST 100 PINE STREET, SUITE 31 SAN FRANCISCO, CA 94111 415-263-2420 MILLY.CANESSA@BNYMELLON.COM 73%EQUITY 428,583.01 27%CASH AND SHORT TERM 162,923.32 EQUITY 428,583.01 428,583.01 0.00 0.00 0.00% CASH AND SHORT TERM 162,923.32 162,923.32 0.00 0.00 0.00% PURCHASES 0.00 0.00 0.00 0.00 0.00 The above cash transactions summary is provided for information purposes only and may not reflect actual taxable income or deductible expenses as reportable under the Internal Revenue Code. ACCOUNT TOTALS 591,506.33 591,506.33 0.00 0.00 0.00% OPENING BALANCE 0.00 0.00 0.00 0.00 CLOSING BALANCE 0.00 0.00 0.00 0.00 0.00 Page 1 of 10 c g 0000 m i WI s 8,957 Page 69 Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Assets Held Statement of Transactions Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD 414,428.950 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP 0.00000 414,428.95 0.00 0.00% PRINCIPAL 1.00000 414,428.95 0.00 CUSIP: S86217350 14,154.060 COUNTY OF CONTRA COSTA CFD NO. 1992-1 1.00000 14,154.06 0.00 0.00% (PLEASANT HILL BART STATION AREA)1.00000 14,154.06 0.00 SPECIAL TAX CUSIP: S86617840 162,923.320 WELLS FARGO TRSRY PLUS MMKT A 453 1.00000 162,923.32 0.00 0.00% CUSIP: X9USDEWFA 1.00000 162,923.32 0.00 Total Market Value Plus Total Accrued Income 591,506.33 12/08/14 Receive 0.00 0.00 19.31 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 19.31 SHARES 12/08/14 Receive 0.00 0.00 20.29 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 20.29 SHARES 12/08/14 Receive 0.00 0.00 18.88 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 18.88 SHARES 12/08/14 Receive 0.00 0.00 17.30 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 17.30 SHARES 12/08/14 Receive 0.00 0.00 21.63 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 21.63 SHARES 12/08/14 Receive 0.00 0.00 20.14 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 20.14 SHARES 12/08/14 Receive 0.00 0.00 15.12 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 EQUITY Total EQUITY 428,583.01 0.00 0.00% 428,583.01 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 162,923.32 0.00 0.00% 162,923.32 0.00 ACCOUNT TOTALS 591,506.33 0.00 0.00% 591,506.33 0.00 12/01/14 OPENING BALANCE 0.00 0.00 0.00 Page 2 of 10 c g 0000 m i WI s 8,958 Page 70 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD 15.12 SHARES 12/08/14 Receive 0.00 0.00 21.93 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 21.93 SHARES 12/08/14 Receive 0.00 0.00 21.64 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 21.64 SHARES 12/08/14 Receive 0.00 0.00 21.93 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 21.93 SHARES 12/08/14 Receive 0.00 0.00 24.63 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 24.63 SHARES 12/08/14 Receive 0.00 0.00 24.63 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 24.63 SHARES 12/08/14 Receive 0.00 0.00 34.58 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 34.58 SHARES 12/08/14 Receive 0.00 0.00 24.16 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 24.16 SHARES 12/08/14 Receive 0.00 0.00 27.22 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 27.22 SHARES 12/08/14 Receive 0.00 0.00 23.31 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 23.31 SHARES 12/08/14 Receive 0.00 0.00 33.54 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 33.54 SHARES 12/08/14 Receive 0.00 0.00 35.84 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 35.84 SHARES 12/08/14 Receive 0.00 0.00 44.26 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL Page 3 of 10 c g 0000 m i WI s 8,959 Page 71 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 44.26 SHARES 12/08/14 Receive 0.00 0.00 50.51 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 50.51 SHARES 12/08/14 Receive 0.00 0.00 49.97 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 49.97 SHARES 12/08/14 Receive 0.00 0.00 52.03 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 52.03 SHARES 12/08/14 Receive 0.00 0.00 64.38 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 64.38 SHARES 12/08/14 Receive 0.00 0.00 74.36 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 74.36 SHARES 12/08/14 Receive 0.00 0.00 79.43 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 79.43 SHARES 12/08/14 Receive 0.00 0.00 79.96 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 79.96 SHARES 12/08/14 Receive 0.00 0.00 74.83 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 74.83 SHARES 12/08/14 Receive 0.00 0.00 85.93 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 85.93 SHARES 12/08/14 Receive 0.00 0.00 80.78 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 80.78 SHARES 12/08/14 Receive 0.00 0.00 85.34 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 85.34 SHARES 12/08/14 Receive 0.00 0.00 84.09 0.00 Page 4 of 10 c g 0000 m i WI s 8,960 Page 72 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 84.09 SHARES 12/08/14 Receive 0.00 0.00 91.56 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 91.56 SHARES 12/08/14 Receive 0.00 0.00 82.08 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 82.08 SHARES 12/08/14 Receive 0.00 0.00 72.81 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 72.81 SHARES 12/08/14 Receive 0.00 0.00 56.10 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 56.10 SHARES 12/08/14 Receive 0.00 0.00 51.87 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 51.87 SHARES 12/08/14 Receive 0.00 0.00 44.11 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 44.11 SHARES 12/08/14 Receive 0.00 0.00 40.36 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 40.36 SHARES 12/08/14 Receive 0.00 0.00 48.56 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 48.56 SHARES 12/08/14 Receive 0.00 0.00 37.32 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 37.32 SHARES 12/08/14 Receive 0.00 0.00 39.76 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 39.76 SHARES 12/08/14 Receive 0.00 0.00 45.17 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 Page 5 of 10 c g 0000 m i WI s 8,961 Page 73 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD 45.17 SHARES 12/08/14 Receive 0.00 0.00 47.42 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 47.42 SHARES 12/08/14 Receive 0.00 0.00 63.42 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 63.42 SHARES 12/08/14 Receive 0.00 0.00 57.45 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 57.45 SHARES 12/08/14 Receive 0.00 0.00 61.24 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 61.24 SHARES 12/08/14 Receive 0.00 0.00 68.34 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 68.34 SHARES 12/08/14 Receive 0.00 0.00 64.32 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 64.32 SHARES 12/08/14 Receive 0.00 0.00 63.65 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 63.65 SHARES 12/08/14 Receive 0.00 0.00 70.11 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 70.11 SHARES 12/08/14 Receive 0.00 0.00 91.05 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 91.05 SHARES 12/08/14 Receive 0.00 0.00 109.81 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 109.81 SHARES 12/08/14 Receive 0.00 0.00 107.49 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 107.49 SHARES 12/08/14 Receive 0.00 0.00 82.88 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL Page 6 of 10 c g 0000 m i WI s 8,962 Page 74 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 82.88 SHARES 12/08/14 Receive 0.00 0.00 58.91 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 58.91 SHARES 12/08/14 Receive 0.00 0.00 59.05 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 59.05 SHARES 12/08/14 Receive 0.00 0.00 61.30 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 61.30 SHARES 12/08/14 Receive 0.00 0.00 75.71 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 75.71 SHARES 12/08/14 Receive 0.00 0.00 88.53 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 88.53 SHARES 12/08/14 Receive 0.00 0.00 91.64 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 91.64 SHARES 12/08/14 Receive 0.00 0.00 103.15 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 103.15 SHARES 12/08/14 Receive 0.00 0.00 129.15 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 129.15 SHARES 12/08/14 Receive 0.00 0.00 139.87 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 139.87 SHARES 12/08/14 Receive 0.00 0.00 154.99 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 154.99 SHARES 12/08/14 Receive 0.00 0.00 188.45 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 188.45 SHARES 12/08/14 Receive 0.00 0.00 209.11 0.00 Page 7 of 10 c g 0000 m i WI s 8,963 Page 75 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 209.11 SHARES 12/08/14 Receive 0.00 0.00 253.71 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 253.71 SHARES 12/08/14 Receive 0.00 0.00 310.86 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 310.86 SHARES 12/08/14 Receive 0.00 0.00 320.16 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 320.16 SHARES 12/08/14 Receive 0.00 0.00 429.05 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 429.05 SHARES 12/08/14 Receive 0.00 0.00 600.96 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 600.96 SHARES 12/08/14 Receive 0.00 0.00 775.31 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 775.31 SHARES 12/08/14 Receive 0.00 0.00 852.83 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 852.83 SHARES 12/08/14 Receive 0.00 0.00 854.67 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 854.67 SHARES 12/08/14 Receive 0.00 0.00 859.14 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 859.14 SHARES 12/08/14 Receive 0.00 0.00 869.34 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 869.34 SHARES 12/08/14 Receive 0.00 0.00 830.16 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 Page 8 of 10 c g 0000 m i WI s 8,964 Page 76 Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD 830.16 SHARES 12/08/14 Receive 0.00 0.00 972.46 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 972.46 SHARES 12/08/14 Receive 0.00 0.00 945.69 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 945.69 SHARES 12/08/14 Receive 0.00 0.00 1,116.66 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,116.66 SHARES 12/08/14 Receive 0.00 0.00 1,180.18 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,180.18 SHARES 12/08/14 Receive 0.00 0.00 1,515.62 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,515.62 SHARES 12/08/14 Receive 0.00 0.00 1,619.16 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,619.16 SHARES 12/08/14 Receive 0.00 0.00 1,602.46 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,602.46 SHARES 12/08/14 Receive 0.00 0.00 1,705.43 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,705.43 SHARES 12/08/14 Receive 0.00 0.00 1,666.89 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,666.89 SHARES 12/08/14 Receive 0.00 0.00 1,719.36 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,719.36 SHARES 12/08/14 Receive 0.00 0.00 1,712.95 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 1,712.95 SHARES 12/08/14 Receive 0.00 0.00 387,527.21 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL Page 9 of 10 c g 0000 m i WI s 8,965 Page 77 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. Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 12/01/2014 Through 12/31/2014 Statement of Transactions - Continued Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86217350 387,527.21 SHARES 12/08/14 Receive 0.00 0.00 14,154.06 0.00 COUNTY OF CONTRA COSTA CFD NO. 1992-1 (PLEASANT HILL BART STATION AREA) SPECIAL TAX TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP S86617840 14,154.06 SHARES 12/08/14 Receive 0.00 0.00 162,923.32 0.00 WELLS FARGO TRSRY PLUS MMKT A 453 TRADE DATE 12/08/14 SET/DATE 12/08/14 CUSIP X9USDEWFA 162,923.32 SHARES 12/08/14 DAILY ENDING BALANCE 0.00 0.00 591,506.33 0.00 12/31/14 CLOSING BALANCE 0.00 0.00 591,506.33 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 10 of 10 c g 0000 m i WI s 8,966 Page 78 Page 79 Page 80 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF DECEMBER 31, 2014Portfolio CharacteristicsPar $2,604,735,337.18Cost $2,607,529,604.08Market Value $2,605,701,782.54Weighted Yield to Maturity 0.39%Weighted Average Days to Maturity 196 Weighted Duration 0.54yrPortfolio Breakdown by InvestmentInvestments Par Value Percent of TotalU.S. Treasuries$33,860,000.001.30%U.S.Agencies-Federal, State and Local363,775,857.1413.97%Money Market1,379,437,654.0952.96%Corporate Notes108,412,000.004.16%Outside Contractors-LAIF206,093,386.677.91%Outside Contractors-Other 194,838,597.837.48%Cash318,317,841.4512.22%TOTAL* $2,604,735,337.18 100.00% **Maturity DistributionTime Par Value Percent of TotalLess 1 yr$2,166,012,045.7083.16%1 to 2 yrs209,872,890.838.06%2 to 3 yrs156,987,335.776.03%3 to 4 yrs51,995,889.332.00%4+ yrs19,867,175.550.76%TOTAL* $2,604,735,337.18 100.00% *** Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of AuthorityU.S. Treasuries1.30%U.S.Agencies‐Federal, State and Local13.97%Money Market52.96%Corporate Notes4.16%Outside Contractors‐LAIF7.91%Outside Contractors‐Other 7.48%Cash12.22%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr83.16%1 to 2 yrs8.06%2 to 3 yrs6.03%3 to 4 yrs2.00%4+ yrs0.76%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF DECEMBER 31, 2014AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($) (%) (%) (day) (year)A. Investments Managed by Treasurer's Office$1,885,485,511.23 72.46% 0.4108% 262 0.711B. Investments Managed by Outside Contractors1. Local Agency Investment Fund $206,093,386.67 7.92% 0.2600% 1 N/A2. Othera. Wells Capital Management $44,033,348.14 1.69% 0.4800% 371 0.632b. CalTRUST (Short-Term Fund) $148,319,571.89 5.70% 0.3900% 1 N/AC. Cash$318,317,841.45 12.23% 0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.39%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 1963 Weighted Duration at End-of-Quarter =0.541. 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 December 31, 2014As of September 30, 2014CHANGE IN VALUETYPEPAR VALUEPAR VALUEFROM PREV. QTR.% CHANGEA. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$33,860,000.00 $31,055,000.00 $2,805,000.009.03% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.000.00% Federal Home Loan Banks 103,787,857.1485,994,857.14 17,793,000.0020.69% Federal National Mortgage Association 88,575,000.00 87,915,000.00 660,000.000.75% Federal Farm Credit Banks 88,085,000.00 54,574,000.00 33,511,000.0061.40% Federal Home Loan Mortgage Corporation 76,708,000.00 83,394,000.00 (6,686,000.00)-8.02% Municipal Bonds 6,620,000.00 6,620,000.00 0.000.00% Subtotal 363,775,857.14 318,497,857.14 45,278,000.0014.22% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.000.00% Repurchase Agreement 0.00 0.00 0.000.00% Commercial Paper 776,274,000.00 542,922,000.00 233,352,000.0042.98% Negotiable Certificates of Deposit 598,570,000.00 335,995,000.00 262,575,000.0078.15% Medium Term Certificates of Deposit 4,025,000.00 4,025,000.00 0.00100.00% Money Market Accounts 565,318.32 565,318.32 0.000.00% Time Deposit 3,335.77 3,335.77 0.000.00% Subtotal 1,379,437,654.09 883,510,654.09 495,927,000.0056.13% 4. Corporate Notes 108,412,000.00 99,382,000.00 9,030,000.009.09%TOTAL1,885,485,511.23 1,332,445,511.23 553,040,000.0041.51%B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 206,093,386.67210,721,641.58 (4,628,254.91)-2.20% 2. Othera. EBRCS Bond 2,375,175.55 2,376,094.38 (918.83)-0.04%b. Miscellaneous (BNY, Mechanics, CCFCU) 110,502.25 110,465.78 36.470.03%c. Wells Capital Management 44,033,348.14 44,030,714.87 2,633.270.01%d. CalTRUST (Short-Term Fund) 148,319,571.89 148,319,212.77 359.120.00%Subtotal 194,838,597.83194,836,487.80 2,110.030.00%TOTAL400,931,984.50 405,558,129.38 (4,626,144.88)-1.14%C. Cash318,317,841.45 147,616,134.89 170,701,706.56115.64%* GRAND TOTAL (FOR A , B, & C)$2,604,735,337.18 $1,885,619,775.50 $719,115,561.6838.14%* 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% 0.4624%Yield to Maturity0.4605% 0.4112%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% 0.25%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 December 31, 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%12/31/14 6/29/15 12/26/15 6/23/16 12/20/16 6/18/17 12/15/17 6/13/18 12/10/18 6/8/19 12/5/19Yield to Maturity Maturity DatesRisk Assessmentas of December 31, 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 December 31, 2014Exhibit IV (d)CUSIPDESCRIPTIONPURCHASE DATEPARCOST MARKETCOUPON (%)MATURITY DATEYTM (%)204712FD0 AUHSD MUNI COMPTONCA CNTY REDEV1/3/12110,000.00 7,453.00 7,453.00 0.008/1/166.533133XWX95 WT GOV FHLB NOTES 4/19/10 170,000.00 170,379.10 170,858.50 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 2/25/11 155,000.00 172,267.00 162,133.10 4.75 1/19/16 2.333137EACH0 RM GOV FHLMC NOTES 2/18/11 5,800,000.00 5,992,966.00 5,812,818.00 2.88 2/9/15 2.003137EACH0 RM GOV FHLMC NOTES 3/11/11 5,006,000.00 5,200,783.46 5,017,063.26 2.88 2/9/15 1.843137EACM9 WT GOV FHLMC NOTES 9/14/10 170,000.00 170,647.70 171,742.50 1.75 9/10/15 1.6731359MA45 RM GOV FNMA NOTES 5/16/11 4,406,000.00 4,980,101.80 4,467,023.10 5.00 4/15/15 1.561. 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 INFORMATIONOctober 1, 2014 through December 31, 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 72.14% 0.4177% 189.34 262B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund $194,901,232.93 9.73% 0.2630% 0.10 1 2. Other a. Wells Capital Management $44,022,621.69 2.20% 0.4073% 8.31 378b. CalTRUST Short Term Fund $148,413,893.63 7.41% 0.3967% 0.07 1c. Cash $171,022,256.69 8.53% 0.1986% 0.09 1Total $2,004,036,968.47 100.00% * Weighted Average Return of Portfolio = 0.38% 198 * 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 DECEMBER 31, 2014AveragePool Rates:YTM as of Quarterly Days to12/31/14 Ave. MaturityTotal County Portfolio 0.39% 0.38% 255Investments Managed by Treasurer's Office 0.41% 0.42% 262Wells Capital Management 0.48% 0.41% 378CalTRUST Short Term Fund 0.39% 0.40% 509 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.25% 0.26% 200 *10/1/14 - 12/31/14Benchmarks:12/31/14High Ave.LowFederal Fund Rate 0.0300% 0.2700% 0.0894% 0.0300%Six Month Treasury Bill 0.0150% 0.0475% 0.0267% -0.0025%Six Month LIBOR 0.3628% 0.3628% 0.3310% 0.3194%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 December 31, 2014TreasurerLAIFWells Capital MgmtCalTRUST Exhibit VICallable/Float Rate Par CouponYield Purchase Purchase SecurityCUSIPAmountRateat PurchasePrice (Incl. Int.)DateCallable/Step/Float Rate Note - ProvisionsFund #*GECC 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: 1/8/15 8177Bank of Nova Scotia Float Rate 6/10/16 06417HMU7 $2,450,000 0.4136% 0.4482% $2,448,520.20 6/13/14 Float quarterly: LIBOR +18 bps Next: 3/10/15 6911Nordea Bank Float Rate 6/13/16 65558ET57 $1,950,000 0.4141% 0.4141% $1,950,000.00 6/13/14 Float quarterly: LIBOR +18 bps Next: 3/13/156911GECC 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: 1/14/15 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: 1/12/15 6911FHLB 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 3/26/19Total $94,708,857* 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 SECURITIESDecember 31, 2014 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSAMERICAN HONDA FINANCE 10/7/2016 0.7418 02665WAA9 10/7/2016 3,000,000.00 2,803,880.80 3,025,560.00 Float quarterly: LIBOR +50 bps AMERICAN HONDA FINANCE 7/14/2017 0.4051 02665WAG6 7/14/2017 2,000,000.00 1,995,474.00 2,066,180.00 Float quarterly: LIBOR +17 bps AMERICAN HONDA FINANCE 12/11/2017 0.545 02665WAR2 12/11/2014 8,000,000 7,994,984.00 8,000,000.00 Float quarterly: LIBOR +31 bpsAMXCA 2012‐2 A 3/15/2018 0.68% 02582JGD6 3/15/2018 10,000,000 10,007,650.00 10,012,500.00 5% clean up callANAHEIM FING AUTH‐B 5/1/2016 1% 03255LGX1 5/1/2016 2,850,000 2,845,896.00 2,850,000.00 Make‐whole call BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00 2,197,936.40 2,200,000.00 Float quarterly: LIBOR +47 bpsBANK OF AMERICA NA 2/14/2017 0.7061% 06050TLU4 2/14/2017 500,000.00 498,531.00 500,000.00 Float quarterly: LIBOR +47 bps BANK OF NEW YORKMELLON 1.2% 2/20/15 06406HCC1 2/20/2015 7,260,000.00 7,243,360.57 7,322,133.60 One time call: 1/20/15BERKSHIRE HATHAWAY INC 2/11/2015 3.2% 084670AV0 2/11/2015 5,368,000.00 5,132,642.60 5,573,805.48 Make‐whole call +15 bpsBMWOT 2013‐1 A2 2/25/2016 0.41% 05578XAB4 2/25/2016 1,059,079.29 1,059,086.71 1,059,041.26 5% clean up callBMWOT 2014‐A A2 4/25/2017 0.53% 09658UAB5 4/25/2017 10,690,000.00 10,689,828.96 10,689,638.68 5% clean up callBRANCH BANKING & TRUST 12/1/2016 0.6743 07330NAF2 12/1/2016 5,000,000.00 5,004,555.00 5,001,780.00 Float quarterly: LIBOR +43 bps; Call after 11/1/16BRANCH BANKING & TRUST 12/1/2016 1.05% 07330NAG0 12/1/2016 7,000,000.00 6,980,645.00 7,007,280.00 Call anytime after 11/1/16CA UNI‐FLTG‐TXB‐Y‐2 7/1/2041 0.656% 91412GFA8 7/1/2017 3,250,000.00 3,255,557.50 3,250,000.00 Float monthly: US0001M +50 bpsCCCIT 2003‐A7 A7 7/7/2017 4.15% 17305EBU8 7/7/2017 5,000,000.00 5,094,315.00 5,336,718.75 5% clean up callCCCIT 2012‐A1 A1 10/10/2017 0.55% 17305EEW1 10/10/2017 8,000,000 7,997,728.00 8,006,875.04 5% clean up callCHAIT 2012‐A5 A58/15/2017 0.59% 161571FL3 8/15/2017 3,000,000.00 3,000,945.00 3,005,976.56 10% clean up callCHAIT 2014‐A4 A44/16/2018 0.35755% 161571GM0 4/16/2018 10,000,000.00 9,993,320.00 10,000,000.00 10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15 808513AH8 12/4/2015 4,500,000.00 4,509,823.50 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 4,009,180.00 4,213,040.00 Make‐whole call +40 bps until 1/15/15COMCAST CORP 6/15/2016 4.95% 20030NAG6 6/15/2016 1,402,000.00 1,485,198.89 1,501,163.46 Make‐whole call +20 bps until 5/15/15CREDIT SUISSE NEW YORK 12/7/2015 0.6513 22549TNZ7 12/7/2015 10,000,000.00 10,005,260.00 10,000,000.00 Float quarterly: LIBOR +41 bps DAIMLER FINANCE NA LLC 01/09/2015 233851AS3 1/9/2015 5,815,000.00 5,815,290.75 5,830,805.70 Float quarterly: LIBOR +60 bps DAIMLER FINANCE NA LLC 4/10/2015 1.65% 233851AN4 4/10/2015 1,902,000.00 1,906,165.38 1,925,721.90 Make‐whole call +20 bpsFANNIE MAE 2/26/2016 0.75% 3135G0UV3 2/26/2016 5,000,000.00 5,003,725.00 5,025,500.00 One time call: 2/26/15FEDERAL FARM CREDITBANK 1/14/2016 0.34 3133EDQF2 1/14/2016 5,000,000.00 4,997,075.00 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 4,547,293.80 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 8,999,235.00 9,000,000.00 Call anytime after 3/7/14FEDERAL FARM CREDITBANK 10/14/2016 0.6 3133EDXG2 10/14/2016 5,000,000 5,002,115.00 5,005,000.00 Call anytime after 10/14/15FEDERAL HOME LOAN BANK 9/28/2016 1.125% 3130A1CD8 9/28/2016 2,500,000.00 2,513,487.50 2,522,075.00 Call anytime after 9/28/15FEDERAL HOME LOAN BANK 10/28/2016 0.8% 3130A3BF0 10/28/2016 5,000,000.00 4,998,845.00 5,004,830.00 One time call: 1/28/15FIFTH THIRD BANK 2/26/2016 0.9% 31677QAX7 2/26/2016 2,000,000.00 2,000,126.00 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 7,125,051.87 7,118,134.00 Float quarterly: LIBOR +51 bps; Call after 10/18/16FITAT 2014‐1 A2 8/15/2016 0.46% 31679JAB9 8/15/2016 7,904,138.00 7,903,291.76 7,903,925.68 10% clean up callFREDDIE MAC 1/28/2016 0.5% 3134G4DE5 1/9/2015 10,250,000.00 10,250,440.75 10,250,000.00 One time call: 12/8/15FREDDIE MAC 1/29/2016 0.5% 3134G34B3 1/28/2016 2,500,000.00 2,500,260.00 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 12,475,525.00 12,515,575.00 One time call: 5/20/15FREDDIE MAC 6/20/2016 0.57% 3134G46W3 6/20/2016 5,000,000.00 4,992,450.00 4,999,000.00 Quarterly; First: 12/20/13; Last: 3/20/16FREDDIE MAC 7/22/2016 0.6% 3134G5C29 7/22/2016 5,775,000.00 5,769,635.03 5,776,848.00 Quarterly; First: 10/22/14; Last: 4/22/16FREDDIE MAC 7/29/2016 0.6% 3134G5EH4 7/29/2016 5,000,000.00 4,987,715.00 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 10,386,313.60 10,400,000.00 Float monthly: LIBOR +40 bps; 10% clean up callGENERAL ELEC CAPCORP 05/11/2016 36962G2V5 5/11/2016 4,635,000.00 4,636,181.93 4,583,207.70 Float quarterly: LIBOR +20 bpsHAROT 2014‐1 A2 8/22/2016 0.41% 43813JAB1 8/22/2016 4,408,515.00 4,406,734.21 4,408,181.97 10% clean up callHAROT 2014‐2 A29/19/2016 0.39% 43814GAB6 9/19/2016 4,000,000.00 3,997,688.00 3,999,687.60 10% clean up callHAWAII‐TXBL‐REF‐ES 8/1/2016 0.731% 4197915E4 8/1/2016 13,250,000.00 13,215,020.00 13,250,000.00 Make‐whole call +10 bpsHDMOT 2013‐1 A3 7/16/2018 0.65% 41283YAC1 7/16/2018 1,750,287.00 1,750,343.01 1,747,962.40 10% clean up callHONDA AUTO RECEIV‐ABLES 10/17/15 43814EAB1 10/17/2015 17,797.00 17,796.05 17,796.05 10% clean up callHSBC USA INC 11/13/2017 0.57185% 40428HPM8 11/13/2017 6,000,000.00 5,996,448.00 6,000,000.00 Float quarterly: LIBOR +34 bpsIBM CORP 7/22/2016 1.95% 459200GX3 7/22/2016 12,450,000 12,684,346.35 12,714,064.50 Make‐whole call +15 bps until 7/22/16CONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESDecember 31, 2014 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSCONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESDecember 31, 2014JP MORGAN CHASE BANKNA 6/13/2016 0.6101 48121CJM9 6/13/2016 6,650,000.00 6,621,817.30 6,576,340.50 Float quarterly: LIBOR +33 bpsJPMORGAN CHASE & CO 2/15/2017 0.750933% 46623EJZ3 2/15/2017 3,000,000.00 2,992,425.00 3,004,960.00 Float quarterly: LIBOR +52 bps LOUISVILLE GAS & ELEC 11/15/2015 1.625% 546676AS6 11/15/2015 6,000,000.00 6,045,378.00 6,046,140.00 Make‐whole call +10 bps until 11/15/15MANUF & TRADERS TRUST CO 7/25/2017 0.53 55279HAH3 7/25/2017 5,000,000.00 4,983,475.00 5,000,000.00 Float quarterly: LIBOR +30 bps MBALT 2013‐A A3 2/15/2016 0.59% 58768VAC5 2/15/2016 1,450,988.00 1,450,883.97 1,452,858.86 10% clean up callMBALT 2013‐B A3 7/15/2016 0.62% 58768DAC5 7/15/2016 7,475,000.00 7,478,154.45 7,475,856.93 10% clean up callMBART 2014‐1 A2 2/15/2017 0.43% 587729AB0 2/15/2017 2,000,000.00 1,998,102.00 1,999,882.60 10% clean up callMMAF 2014‐AA A2 4/10/2017 0.52% 55315CAB3 4/10/2017 5,000,000.00 4,989,660.00 499,581.50 10% clean up callMORGAN STANLEY 1/5/2018 1.007098% 61761JVN6 1/5/2018 6,050,000.00 6,051,536.70 6,050,000.00 Float quarterly: LIBOR +74 bpsMTBAT 2013‐1A A2 2/16/2016 0.66% 55292LAB0 2/16/2016 560,222.00 560,227.47 560,210.22 10% clean up callNALT 2013‐A A2A 9/15/2015 0.45% 65476VAB5 9/15/2015 1,279,229.00 1,279,188.00 1,279,092.83 10% clean up callNALT 2014‐B A2A 4/17/2017 0.73% 65490BAB1 4/17/2017 8,300,000.00 8,298,530.90 8,299,350.11 10% clean up callNAROT 2014‐B A2 6/15/2017 0.6% 65477WAB2 6/15/2017 3,875,000.00 3,873,004.38 3,874,791.91 5% clean up callNEW YORK ST URBAN DEV 3/15/2016 0.63% 650035K56 3/15/2016 10,000,000.00 9,991,700.00 10,000,000.00 Make‐whole call +25 bpsNISSAN MOTOR ACCEPTANCE 3/3/2017 0.7843 654740AG4 3/3/2017 2,000,000.00 2,006,362.00 2,000,000.00 Float quarterly: LIBOR +55 bpsNJ 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 bpsNY DORM AUTH‐D‐TXBL 3/15/2016 0.66% 64990ERF6 3/15/2016 2,500,000.00 2,498,525.00 2,505,325.00 Make‐whole call +15 bpsOH ST‐TXB‐DEV ASST‐A 10/1/2020 5.39% 677520FR4 10/1/2015 3,850,000.00 3,989,447.00 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 9,255,975.50 9,250,000.00 Float monthly: LIBOR +39 bpsPNC BANK NA 1/28/2016 69349LAJ7 1/28/2016 4,010,000.00 4,014,791.95 4,010,848.88 Float quarterly: LIBOR +31 bpsPNC BANK NA 1/28/2016 0.8% 69349LAH1 1/28/2016 5,000,000.00 5,007,675.00 5,011,650.00 Call anytime after 12/28/15PNC BANK NA 04/29/16 69349LAL2 4/29/2016 4,325,000.00 4,318,274.63 4,327,210.00 Float quarterly: LIBOR +32 bps PILOT 2013‐1 A38/22/2016 0.7% 73328XAC3 8/22/2016 5,000,000.00 5,004,425.00 5,013,671.87 10% cleanup callPRVDNC HLTH & SVC OBL GR 10/1/2015 0.80 743755AK6 10/1/2015 5,600,000.00 5,610,668.00 5,600,000.00 Float monthly: LIBOR +35 bps STATE STREET BANK &TRST 12/08/15 85744NAB7 12/8/2015 3,000,000.00 2,997,198.00 2,992,440.00 Float quarterly: LIBOR +20 bpsTAOT 2013‐B A2 2/15/2016 0.48% 89236VAB6 2/15/2016 3,073,608.00 3,073,991.97 3,074,130.88 5% clean up callTAOT 2014‐B A2 12/15/2016 0.4% 89231RAB0 12/15/2016 1,000,000.00 999,155.00 999,913.30 5% clean up callTAOT 2013‐A A3 1/17/2017 0.55% 89236RAC3 1/17/2017 3,020,456.00 3,022,116.96 3,022,343.50 5% clean up callTAOT 2014‐A A31 2/15/2017 0.67% 89231MAC9 12/15/2017 1,250,000.00 1,248,630.00 1,247,412.11 5% clean up callUNIV OF CALIFORNIA‐AN 5/15/2016 0.634% 91412GUT0 5/15/2016 1,830,000.00 1,825,406.70 1,830,000.00 Make‐whole call +5 bpsUNION BANK NA 9/26/2016 0.9996% 90521APG7 9/26/2016 2,160,000.00 2,171,076.48 2,160,000.00 Float quarterly: LIBOR +75 bps UNIV CA‐AJ‐TXBL 5/15/2015 0.528% 91412GSW6 5/15/2015 2,855,000.00 2,855,285.50 2,855,000.00 Make‐whole call +10 bpsUNIVERSITY CALIF REVS 07/01/2041191412GEZ4 7/1/2041 4,180,000.00 4,187,147.80 4,180,000.00 Float monthly: LIBOR +58 bpsUS BANK NA CINCINNATI 9/11/2017 0.4346% 90331HMJ9 9/11/2017 2,000,000.00 1,998,842.00 2,000,000.00 Float quarterly: LIBOR +20 bps; Call anytime after 8/11/17USAOT 2014‐1 A31 2/15/2017 0.58% 90290KAC9 12/15/2017 2,420,000.00 2,415,300.36 2,419,054.70 10% clean up callVALET 2012‐1 A3 8/22/2016 0.85% 92867GAC7 8/22/2016 699,115.00 699,972.56 701,217.50 10% clean up callVALET 2013‐2 A2 7/20/2016 0.67% 92867PAB9 7/20/2016 2,443,412.00 2,443,517.17 2,443,320.72 10% clean up callVALET 2013‐2 A3 4/20/2018 0.7% 92867PAC7 4/20/2018 6,000,000.00 5,982,114.00 5,981,484.36 10% clean up callVERIZON COMMUNICATIONS 9/15/2016 1.7823 92343VBL7 9/15/2016 1,925,000.00 1,959,900.25 1,925,000.00 Float quarterly: LIBOR +153 bpsVERIZON COMMUNICATIONS 6/9/2017 0.6306% 92343VCD4 6/9/2017 1,000,000.00 998,031.00 1,000,000.00 Float quarterly: LIBOR +40 bps VWALT 2013‐A A2A 12/21/2015 0.63% 92867NAB4 12/21/2015 1,287,024.00 1,287,347.22 1,287,021.47 10% clean up callTotal 423,470,870.29 423,504,364.71 420,594,925.58 Notes: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 $797.5 million as of 12/31/14. The above data represents the information at the Short Term Fund level, not at the Contra Costa County account level. Exhibit VI (b)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONSANAHEIM FING AUTH-B 03255LGX1 05/01/2016 $750,000.00 $749,899.17 $750,000.00 Make-whole callBMWOT 2013-A A2 05578XAB4 02/25/2016 $72,761.17$72,766.65 $72,758.56 5% clean up callBANK OF AMERICA NA 06050TLU4 02/14/2017$500,000.00 $498,999.80 $500,000.00 Float quarterly: LIBOR +47 bps Next: 2/16/15CHAIT 2013-A4 A4 161571FY5 05/15/2017 $750,000.00 $749,754.87 $750,000.00 Float monthly: LIBOR +10 bps Next: 1/15/15; 10% clean up callFANNIE MAE 3135G0TR4 01/15/2016 $1,000,000.00 $1,003,131.22 $1,004,755.22 One time call on 1/15/15FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00$199,899.43 $199,336.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00$999,497.17 $998,200.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133ECHB3 03/07/2016 $1,000,000.00$995,868.00 $1,000,000.00 Call anytime on or after 3/7/14FEDERAL FARM CREDIT BANK 3133EDXG2 10/14/2016 $1,000,000.00 $1,001,856.06 $1,001,000.00 Call anytime on or after 10/14/15FITAT 2014-2 A2A 31679KAB6 04/17/2017 $750,000.00 $749,688.00 $749,917.58 10% clean up callFREDDIE MAC 3134G54C6 05/20/2016$1,000,000.00 $998,611.44 $1,001,250.00 One time call on 5/20/15FREDDIE MAC 3134G53J2 05/20/2016 $1,000,000.00 $999,083.39 $1,000,000.00Quarterly: First 8/20/14; Last 2/20/16HAROT 2013-2 A2 43814EAB1 10/16/2015 $2,442.73$2,442.97 $2,442.53 10% clean up callHAROT 2014-2 A2 43814GAB6 09/19/2016 $200,000.00$199,912.57 $199,984.38 10% clean up callHAWAII-TXBL-REF-ES 4197915E4 08/01/2016 $750,000.00$748,568.25 $750,000.00 Make-whole call +10 bpsHDMOT 2014 - A A2 41284AAB4 04/15/2018 $267,889.33 $267,704.69 $267,871.20 10% clean up callIBM CORP 459200HD6 05/11/2015 $750,000.00 $752,094.50 $753,525.00 Make-whole call +10 bpsJDOT 2014-A A2 47787VAB7 09/15/2016 $700,000.00$690,639.13 $699,972.63 10% clean up callJOHN DEERE CAPITAL CORP 24422ESA8 01/12/2015 $660,000.00 $660,447.70 $660,000.00 Float quarterly: LIBOR +7 bps MBALT 2014-A A2A 58768EAC3 09/15/2015 $703,174.10 $703,506.24 $703,155.54 10% clean up callPNC BANK NA 69349LAL2 04/29/2016 $750,000.00 $749,570.55 $750,397.50 Float quarterly: LIBOR +32 bps; one time call on 4/29/15PENAR 2013-1A A1 70659PAE1 11/18/2017 $750,000.00 $750,645.50 $750,000.00 Float monthly: LIBOR +39 bps Next: 1/20/15NAROT 2014-B A2 65477WAB2 06/15/2017 $750,000.00$749,876.25 $749,959.73 5% clean up callPRAXAIR INC 74005PAR5 03/30/2015 $650,000.00 $664,166.73 $692,705.00 Make-whole call +25 bps until 3/30/15PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $300,000.00$300,424.03 $300,819.00 Float quarterly: LIBOR +27 bps Next: 2/19/15PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $375,000.00$375,530.04 $375,000.00 Float quarterly: LIBOR +27 bps Next: 2/19/15STATE OF OHIO REVENUE BOND 677520FR4 10/01/2015 $750,000.00$787,271.25 $750,000.00 Call anytime on or after 10/1/15TAOT 2013-B A2 89236VAB6 02/15/2016 $166,892.73$166,949.20 $166,883.57 5% clean up callUNIV OF CALIFORNIA REVENUES 91412GUT0 05/15/2016$250,000.00 $249,575.03 $250,000.00 Make-whole call +5 bpsUSAOT 2014-1 A2 90290KAB1 10/17/2016 $485,352.32$485,319.26 $485,333.29 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $174,778.68 $175,038.53 $175,304.39 10% clean up callVOLKSWAGEN GROUP AMERICA 928668AD4 05/23/2016 $500,000.00 $499,733.53$500,000.00 Float quarterly: LIBOR +22 bps Next: 2/23/15Total$18,958,291.06 $18,998,471.15 $19,010,571.12CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESDecember 31, 2014 Pooled Money Investment Account Portfolio as of 12-31-14 PAR VALUES MATURING BY DATE AND TYPE Maturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 yearsto to to to to to to to to to to to toITEM 30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/out TREASURY 900$ 2,100$ 2,600$ 1,650$ 1,800$ 2,650$ 1,300$ 1,400$ 3,500$ 9,500$ 1,200$ REPO TDs 1,729$ 699$ 1,323$ 579$ 390$ 316$ AGENCY 1,547$ 400$ 150$ -$ 100$ 375$ 290$ 100$ 400$ 1,390$ 498$ 50$ BAs CP 1,350$ 1,800$ 1,371$ 650$ 300$ CDs + BNs 2,700$ 2,500$ 800$ 850$ 350$ 2,450$ 300$ CORP BND TOTAL 54,356$ 8,226$ 7,499$ 6,244$ 3,729$ 2,940$ 5,791$ 1,590$ 1,500$ 4,200$ 10,890$ 1,698$ 50$ -$ PERCENT 15.1% 13.8% 11.5% 6.9% 5.4% 10.7% 2.9% 2.8% 7.7% 20.0% 3.1% 0.1% 0.0% Notes: 1.SBA Floating Rate Securities are represented at coupon change date.2.Mortgages are represented at current book value.3.Figures are rounded to the nearest million.4.Does not include AB55 and General Fund loans.Exhibit VIIState of California State of California Pooled Money Investment Account Market Valuation 12/31/2014 Description Carrying Cost Plus Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 10,887,243,396.32 $ 10,893,046,311.71 $ 10,892,425,500.00 $ NA Notes 17,710,184,296.49 $ 17,708,969,034.53 $ 17,712,248,000.00 $ 16,255,025.50 $ Federal Agency: SBA 546,751,742.21 $ 546,751,742.21 $ 542,196,891.53 $ 499,449.17 $ MBS-REMICs 104,044,287.57 $ 104,044,287.57 $ 110,871,394.73 $ 495,601.80 $ Debentures 1,856,527,095.09 $ 1,856,522,928.42 $ 1,855,996,950.00 $ 3,710,279.75 $ Debentures FR -$ -$ -$ -$ Discount Notes 1,349,432,083.34 $ 1,349,892,944.44 $ 1,349,948,000.00 $ NA GNMA -$ -$ -$ -$ Supranational Debentures 450,246,568.19 $ 450,199,693.19 $ 449,536,000.00 $ 759,031.50 $ CDs and YCDs FR -$ -$ -$ -$ Bank Notes 500,000,000.00 $ 500,000,000.00 $ 499,853,180.04 $ 220,944.45 $ CDs and YCDs 9,450,006,464.82 $ 9,450,006,464.82 $ 9,446,060,558.99 $ 4,073,958.30 $ Commercial Paper 5,468,678,264.43 $ 5,469,479,438.27 $ 5,468,593,770.00 $ NA Corporate: Bonds FR -$ -$ -$ -$ Bonds -$ -$ -$ -$ Repurchase Agreements -$ -$ -$ -$ Reverse Repurchase -$ -$ -$ -$ Time Deposits 5,035,240,000.00 $ 5,035,240,000.00 $ 5,035,240,000.00 $ NA AB 55 & GF Loans 6,910,533,523.59 $ 6,910,533,523.59 $ 6,910,533,523.59 $ NA TOTAL 60,268,887,722.05 $ 60,274,686,368.75 $ 60,273,503,768.88 $ 26,014,290.47 $ Fair Value Including Accrued Interest $ 60,299,518,059.35 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 (0.99998038). 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 $19,999,607.60 or $20,000,000.00 x 0.99998038. Exhibit VII (a) State of California All investments are in U.S. Dollar according to the State of California DISCLOSURE STATEMENT Portfolio Holdings: Structured Notes and Asset-Backed Securities The Treasury Investment Division has received a number of inquiries concerning our various portfolio holdings. Questions involving structured notes, derivative products*, and asset- backed securities are the most notable. In an effort to clarify the information provided in our monthly statements, we would like to share with you our investment positions in structured notes and asset-backed securities. Following are the State of California Treasurer’s holdings in each category as of December 31, 2014: *The Pooled Money Investment Account Portfolio has not invested in, nor will it invest in, Derivative Products as defined in FASB 133. Exhibit VII (b) State of California 1.Structured Notes Structured notes are debt securities (other than asset-backed securities) whose cash flow characteristics (coupon rate, redemption amount, or stated maturity) depend upon one or more indices and/or that have embedded forwards or options. They are issued by corporations and by government-sponsored enterprises such as the Federal National Mortgage Association and the Federal Home Loan Bank System or an international agency such as the World Bank. Securities Accountability Structured Notes a.Callable Agency $ 0.000 million b.LIBOR Agency Floater $ 0.000 million c.3 month LIBOR Corporate Floater $ 0.000 million d.3 month LIBOR Bank Floater $ 0.000 million e.2 year CMT Corporate Floater $ 0.000 million f.3 month T-Bill Agency Floater $ 0.000 million g.3 month T-Bill Corporate Floater $ 0.000 million U.S. $0.000 million As of: 12/31/14 2.Asset-Backed Securities Asset-backed securities entitle the purchaser to receive a share of the cash flows from a pool of assets such as principal and interest repayments from a pool of mortgages (such as CMOs), small business loans, or credit card receivables (such as ABCP). Asset-Backed Securities a.Small Business Administration Pools $ 546.752 million b. Agency MBS-REMIC’S $ 104.044 million (Medium term sub-total) $ 650.796 million c.Commercial Paper (Short term sub-total)$ 145.882 million U.S. $796.678 million As of: 12/31/14 Exhibit VII (b) State of California Total Portfolio As of: 12/31/14 $60,268,887,722.05 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 1.08% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 0.24% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 1.32% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VII (b) State of California Exhibit VIIIPar Value1,885,485,511.23 Book Price100.127Book Value1,887,877,449.58 Average Days to Maturity 262Market Value 1,886,156,167.31 Coupon0.4624%Market Price100.036 YTM0.4112%Yield ChangeMarket ValueMarket Price Gain/Loss2(bps)($)($)(bps)‐501,892,903,550.43 100.39335.69‐251,889,519,908.17 100.21417.79‐101,887,499,286.71 100.1077.1001,886,156,167.30 100.0360.00101,884,816,204.13 99.965‐7.10251,882,812,153.05 99.858‐17.79501,879,487,692.59 99.682‐35.39Note: 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 35.69 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 35.39 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 12/31/14 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 SECURITIESDecember 31, 2014