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MINUTES - 06092015 - C.179
RECOMMENDATION(S): ACCEPT the Treasurer's Quarterly Investment Report (the "Report") as of March 31, 2015. FISCAL IMPACT: None. BACKGROUND: Government Code Section 53646 requires the County Treasurer to prepare quarterly reports to the Board of Supervisors describing County investments including type, par value, cost, and market value. Attached please find the report covering the period January 1, 2015 through March 31, 2015. As of March 31, 2015, the par value, cost, and market value of Contra Costa County Investment Pool were $2,656,414,057.68, $2,658,938,851.95, and $2,659,759,610.33, respectively. The weighted yield to maturity was 0.42% and the weighted average days to maturity were 226 days. As of March 31, 2015, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. seq. and with the Treasurer’s current investment policy. Historical activities combined with future cash flow projections indicate that the County has sufficient liquidity to meet its obligations for the next six months. APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 06/09/2015 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: June 9, 2015 David Twa, County Administrator and Clerk of the Board of Supervisors By: June McHuen, Deputy cc: C.179 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:June 9, 2015 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of March 31, 2015 ATTACHMENTS Quarterly Report 3/31/2015 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF MARCH 31, 2015 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 10 3. Market Valuation Sources 35 B. Investment Portfolio Detail – Managed by Outside Contracted Parties 1. State of California Local Agency Investment Fund a. Summary 36 2. Asset Management Funds a. Wells Capital Management 37 b. CalTrust 74 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 79 4. Miscellaneous a. Statements 80 EXECUTIVE SUMMARY The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. As of 3/31/15, the fair value of the Treasurer’s investment portfolio was 100.03% of the cost. More than 78 percent of the portfolio or over $2.07 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 $2,656,414,057.68 Cost $2,658,938,851.95 Market Value $2,659,759,610.33 Weighted Yield to Maturity 0.42% Weighted Average Days to Maturity 226 days Weighted Duration 0.62 year Page 1 PERCENT OF TYPE PAR VALUE COST FAIR VALUE TOTAL COST A. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes)$25,010,000.00 $25,045,210.69 $25,120,011.25 0.94% 2. U.S. Agencies Federal Home Loan Banks 180,459,857.14 181,217,748.18 181,375,917.61 6.82% Federal National Mortgage Association 109,945,000.00 111,539,637.11 110,578,737.13 4.19% Federal Farm Credit Banks 109,290,000.00 109,298,648.44 109,450,141.31 4.11% Federal Home Loan Mortgage Corporation 122,343,000.00 122,457,577.68 122,687,221.66 4.61% Municipal Bonds 7,225,000.00 7,456,851.62 1 7,456,851.62 1 0.28% Subtotal 529,262,857.14 531,970,463.03 531,548,869.33 20.01% 3. Money Market Instruments Commercial Paper 801,140,000.00 800,331,398.84 800,800,716.30 30.10% Negotiable Certificates of Deposit 700,984,000.00 700,985,328.50 701,167,735.99 26.36% Medium Term Certificates of Deposit 2,025,000.00 2,025,000.00 2,025,000.00 0.08% 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 1,504,717,654.09 1,503,910,381.43 1,504,562,106.38 56.56% 4. Asset Backed Securities/Mortgage Backed Securities 2,090,000.00 2,094,024.49 2,093,548.49 0.08% 5. Corporate Notes 130,122,000.00 130,342,209.68 130,809,803.29 4.90% TOTAL (Section A.)2,191,202,511.23 2,193,362,289.32 2,194,134,338.74 82.49% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 187,725,423.40 187,725,423.40 187,797,458.90 2 7.06% 2. Other a. EBRCS Bond 2,375,175.55 2,375,175.55 2,375,175.55 0.09% b. Miscellaneous (BNY, CCFCU)110,538.73 110,538.73 110,538.73 0.00% c. Wells Capital Management 43,980,618.07 44,345,634.25 44,322,307.71 1.67% d. CalTRUST (Short-Term Fund)88,597,636.89 88,597,636.89 88,597,636.89 3.33% Subtotal 135,063,969.24 135,428,985.42 135,405,658.88 5.09% TOTAL (Section B.)322,789,392.64 323,154,408.82 323,203,117.78 12.15% C. Cash 142,422,153.81 142,422,153.81 142,422,153.81 5.36% 3GRAND TOTAL (FOR A , B, & C)$2,656,414,057.68 $2,658,938,851.95 $2,659,759,610.33 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of March 31, 2015 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF MARCH 31, 2015 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF MARCH 31, 2015 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 78% of the portfolio will mature in less than a year with a weighted average maturity of 226 days. U.S. Treasuries 0.94% U.S.Agencies- Federal, State and Local 20.01% Money Market 56.56% ABS/MBS 0.08% Corporate Notes 4.90% Outside Contractors-LAIF 7.06% Outside Contractors-Other 5.09% Cash 5.36% PORTFOLIO BREAKDOWN BY INVESTMENT 78.30% 11.13%7.56% 2.88% 0.13% $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 0.36% AA+ 21.43% AA 11.82% AA‐ 1.35% A+ 0.86% A 0.88%A‐ 0.21% A‐1+ 6.49% A‐1 51.05% NR (CASH) 5.36% NR (Misc.) 0.19% PORTFOLIO CREDIT QUALITY 0.420%0.438% 0.278% 0.459% 0.400% 0.350% 0.00% 0.05% 0.10% 0.15% 0.20% 0.25% 0.30% 0.35% 0.40% 0.45% 0.50% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐83%; LAIF‐7%; Wells Cap‐2%; CalTRUST‐3% and Cash‐5% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 6/12 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 12/14 3/15 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 46.63% School Dist. 33.30% Community College Dist. 14.65% Voluntary Participants 5.43% POOL BALANCE BY PARTICIPANTS Note: More than 50% of the School Dist. funds from the bond proceeds Page 3 Note:All data provided by BloombergMAJOR MARKET AND ECONOMIC DATAAS OF MARCH 31, 201501234567803/96 03/99 03/02 03/05 03/08 03/11 03/14PercentageTREASURY YIELDS AND FED TARGET RATEUS 2‐YR TREASURY YIELDUS 5‐YR TREASURY YIELDFEDERAL FUND TARGET RATE‐10‐8‐6‐4‐2024681003/31/1503/31/1203/31/0903/31/0603/31/0303/31/0003/31/97PercentageGROSS DOMESTIC PRODUCTGDP QoQ Change‐3‐2‐1012345603/31/1509/30/1205/31/1001/31/0809/30/0505/31/0301/31/0109/30/9805/31/96PercentageCONSUMER PRICE INDEX CPI YoY ChangeCore CPI YoY Change024681012Mar‐96 Mar‐98 Mar‐00 Mar‐02 Mar‐04 Mar‐06 Mar‐08 Mar‐10 Mar‐12 Mar‐14PercentageUNEMPLOYMENT RATEUnemployment RatePage 4 SECTION III APPENDIX A. INVESTMENT PORTFOLIO DETAIL - MANAGED BY TREASURER’S OFFICE Inventory by Market ValueContra Costa CountyAs Of Date: 03/31/2015Run: 05/07/2015 12:12:27 PMDate Basis: SettlementReporting Currency: LocalAvantGard APS2Page 1 of 5Subtotal.93842899,163,000.0099,540,317.55119,380.83247,659.71.84562099,323,615.73100.380502-24,602.34Inv Type: 29 FHLMC NOTESSubtotal.22000023,180,000.0023,146,904.119,632.583,309.58.22043823,133,961.9599.8572220.00Inv Type: 28 FHLMC DISCOUNT NOTES.729845109,298,648.44100.146529-34,703.28Subtotal.724467109,290,000.00109,450,141.31196,211.28191,585.04Inv Type: 27 FEDERAL FARM CREDIT BANKSSubtotal1.626000440,000.00444,396.70596.200.00.920628444,396.70100.9992500.00Inv Type: 26 AGENCY ABS FXD-M 30/360Subtotal1.321380109,945,000.00110,578,737.13338,298.30303,348.40.928446111,539,637.11100.576413-1,256,710.53Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSOSubtotal.945012177,542,857.14178,461,182.31389,323.89461,127.86.756988178,304,795.20100.517241-234,763.04Inv Type: 22 FEDERAL HOME LOAN BANKSSubtotal.92026125,010,000.0025,120,011.2534,087.3894,591.37.82464525,045,210.69100.439869-19,550.05Inv Type: 12 TREASURY NOTESInv.DescriptionCUSIPPurchaseCouponCurrent Par /ShareMarket ValueCurr Accr IntUnrealized GainNo.MaturityYTM TRCurrent BookMarket PricePrice SourceUnrealized LossPage 5 Inventory by Market ValueContra Costa CountyAs Of Date: 03/31/2015Run: 05/07/2015 12:12:27 PMDate Basis: SettlementReporting Currency: LocalAvantGard APS2Page 2 of 5Subtotal.251580692,584,000.00692,772,435.79366,861.16182,408.57.249486692,590,028.30100.027208-1.08Inv Type: 72 NEGOTIABLE CERT OF DEPOSITSubtotal.252326797,690,000.00797,353,487.55384,666.3187,429.85.252592796,881,398.8499.957814-7.45Inv Type: 71 COMMERCIAL PAPER DISCOUNTSubtotal.2760873,450,000.003,447,228.751,965.000.00.2760873,450,000.0099.919674-2,771.25Inv Type: 70 COMM PAPER INTEREST BEARINGSubtotal1.020000600,000.00599,179.69663.000.001.083588599,655.6999.8632820.00Inv Type: 53 CREDIT ABS FXD-SA 30/360Subtotal.7060001,050,000.001,049,972.10466.150.00.7081991,049,972.1099.9973430.00Inv Type: 50 AUTO ABS FXD-M 30/360Subtotal.1615322,917,000.002,914,735.301,190.52591.80.1618652,912,952.9899.9223620.00Inv Type: 43 FHLB DISCOUNT NOTESSubtotal2.1333147,225,000.007,456,851.6240,935.110.001.1864437,456,851.62103.2090190.00Inv Type: 31 MUNICIPAL BONDSInv.DescriptionCUSIPPurchaseCouponCurrent Par /ShareMarket ValueCurr Accr IntUnrealized GainNo.MaturityYTM TRCurrent BookMarket PricePrice SourceUnrealized LossPage 6 Inventory by Market ValueContra Costa CountyAs Of Date: 03/31/2015Run: 05/07/2015 12:12:27 PMDate Basis: SettlementReporting Currency: LocalAvantGard APS2Page 3 of 5.6000003,335.77100.0000000.00Subtotal.6000003,335.773,335.7717.350.00Inv Type: 1000 TD WITH CALC CODE OF CSC-00.000000565,318.32100.0000000.00Subtotal.000000565,318.32565,318.320.000.00Inv Type: 99 MONEY MARKET ACCOUNTS.4414354,398,520.2099.9663680.00Subtotal.4189304,400,000.004,398,520.201,058.130.00Inv Type: 80 YCD / NCD QTR FLTR1.0728463,996,780.0099.9195000.00Subtotal1.0453604,000,000.003,996,780.007,297.570.00Inv Type: 79 YCD/NCD 30/3601.088470117,189,759.68100.561105-148,482.10Subtotal1.293565116,922,000.00117,578,055.29353,552.36551,020.86Inv Type: 75 CORPORATE NOTES.9000002,025,000.00100.0000000.00Subtotal.9000002,025,000.002,025,000.009,315.000.00Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM.90372413,152,450.00100.2405150.00Subtotal.54182113,200,000.0013,231,748.0016,186.7779,298.00Inv Type: 73 CORP NOTE FLTG RT ACT- 360Grand TotalCount 361.4913472,191,202,511.232,194,134,338.742,271,704.892,202,371.04.4384582,193,362,289.32100.133800-1,721,591.12Inv.DescriptionCUSIPPurchaseCouponCurrent Par /ShareMarket ValueCurr Accr IntUnrealized GainNo.MaturityYTM TRCurrent BookMarket PricePrice SourceUnrealized LossPage 7 Inventory by Market ValueContra Costa CountyAs Of Date: 03/31/2015Run: 05/07/2015 12:12:27 PMDate Basis: SettlementReporting Currency: LocalAvantGard APS2Page 4 of 5Money Market Accounts565.32565.32565.32 100.00 %0.000.00 %TIME DEPOSIT3.343.343.34 100.00 %0.000.60 %MBS/ABS2,090.002,094.022,093.5599.98 %0.000.86 %CORPORATE NOTES130,122.00130,342.21 130,809.80 100.36 %481.841.07 %NCD/YCD703,009.00703,010.33 703,192.74 100.03 %182.410.26 %COMMERCIAL PAPER801,140.00800,331.40 800,800.72 100.06 %84.650.25 %MUNICIPALS7,225.007,456.857,456.85 100.00 %0.001.19 %U.S. AGENCIES522,037.86524,513.61 524,092.0299.92 %-343.160.78 %U.S. TREASURIES25,010.0025,045.21 25,120.01 100.30 %75.040.82 %Totals(000's)2,191,202.512,193,362.292,194,134.34100.04 %480.780.44 %Assets (000's)Current ParCurrent BookMarketMKT/BookUn Gain/LossYieldAsset AllocationPage 8Note: Grand Total does not include Retirement investments, if any. Inventory by Market ValueContra Costa CountyAs Of Date: 03/31/2015Run: 05/07/2015 12:12:27 PMDate Basis: SettlementReporting Currency: LocalAvantGard APS2Page 5 of 5Page 9 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 25 01/31/2017 .734933 275,777.83 100.656000 SUNGARD 0.00 82247 CCCSIG GOV US TREAS 912828SC5 12/10/2014 .875000 275,000.00 276,804.00 398.82 1,026.17 82269 CCCCSD GOV US TREAS 912828TB6 12/10/2014 .750000 130,000.00 130,263.90 245.10 847.88 82285 CCCCD GOV US TREAS 912828WL0 01/07/2015 1.500000 100,000.00 101,078.00 502.74 710.81 06/30/2017 .928142 129,416.02 100.203000 SUNGARD 0.00 05/15/2019 1.503637 101,724.22 107.578000 SUNGARD 0.00 06/30/2017 .788660 3,841,094.92 100.203000 SUNGARD 0.00 11/30/2017 .874222 1,271,465.76 99.578000 SUNGARD 0.00 82238 CCCSIG GOV US TREAS 912828UA6 12/03/2014 .625000 1,280,000.00 1,274,598.40 2,681.32 3,198.58 05/31/2019 1.413445 100,523.78 101.078000 SUNGARD 0.00 07/31/2018 .916641 121,902.61 101.164000 SUNGARD -487.58 82377 CCCCD GOV US TREASU 912828VQ0 02/04/2015 1.375000 120,000.00 121,396.80 273.48 0.00 82391 CCCCD GOV US TREASU 912828RH5 02/20/2015 1.375000 130,000.00 131,381.90 4.88 853.77 82402 CCCCD GOV US TREASU 912828SH4 02/27/2015 1.375000 125,000.00 125,937.50 149.46 751.95 09/30/2018 1.259340 130,528.13 101.063000 SUNGARD 0.00 82181 CCCCD GOV US TREASU 912828KQ2 11/03/2014 3.125000 95,000.00 102,199.10 1,123.53 474.88 82002 CCCSIG GOV US TREAS 912828QX1 06/05/2014 1.500000 1,825,000.00 1,851,663.25 4,537.29 0.00 11/30/2017 1.165963 210,939.69 103.867000 SUNGARD 0.00 07/31/2016 .442255 1,866,347.66 101.461000 SUNGARD -14,684.41 05/31/2017 .818703 2,346,540.63 100.008000 SUNGARD 0.00 82003 CCCSIG GOV US TREAS 912828SY7 06/05/2014 .625000 2,360,000.00 2,360,188.80 4,943.68 13,648.17 82182 CCCSIG GOV US TREAS 912828TB6 11/03/2014 .750000 3,845,000.00 3,852,805.35 7,249.21 11,710.43 81838 CCCCD GOV US TREASU 912828QX1 02/07/2014 1.500000 110,000.00 111,607.10 273.48 0.00 81994 CCCCD GOV US TREASU 912828PK0 05/09/2014 2.250000 205,000.00 212,927.35 1,545.95 1,987.66 07/31/2016 .477085 112,217.19 101.461000 SUNGARD -610.09 82135 CCCSIG GOV US TREAS 912828SM3 10/06/2014 1.000000 1,255,000.00 1,265,491.80 34.29 4,363.87 08/31/2017 1.013383 2,527,938.68 99.820000 SUNGARD 0.00 03/31/2017 .801023 1,261,127.93 100.836000 SUNGARD 0.00 03/31/2019 1.589638 195,297.07 101.688000 SUNGARD 0.00 82136 CCCCD GOV US TREAS 912828C65 10/06/2014 1.625000 195,000.00 198,291.60 8.65 2,994.53 10/31/2016 .545942 1,839,692.97 100.875000 SUNGARD -3,767.97 82004 CCCSIG GOV US TREAS 912828RM4 06/05/2014 1.000000 1,820,000.00 1,835,925.00 7,641.99 0.00 82056 CCCCD GOV US TREAS 912828VQ0 07/31/2014 1.375000 385,000.00 389,481.40 877.42 5,549.17 82112 CCCSIG GOV US TREAS 912828TM2 09/04/2014 .625000 2,555,000.00 2,550,401.00 1,388.58 22,462.32 07/31/2018 1.446611 383,932.23 101.164000 SUNGARD 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 10 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 25 06/08/2015 .145000 2,499,507.48 99.995000 SUNGARD 0.00 82008 RM GOV FEDERAL HOME 3130A2DC7 06/13/2014 .125000 2,500,000.00 2,499,875.00 980.91 367.52 82012 RM GOV FEDERAL HOME 3130A2C61 06/13/2014 .375000 2,500,000.00 2,498,475.00 2,890.62 3,425.17 82038 RM GOV FHLB NOTES 313379DT3 07/15/2014 1.250000 6,205,000.00 6,237,141.90 24,346.01 65,028.40 06/10/2016 .475000 2,495,049.83 99.939000 SUNGARD 0.00 81990 PW GOV FEDERAL HOME 3130A1QG6 05/07/2014 .125000 1,605,000.00 1,605,032.10 891.67 33.70 11/28/2016 .750000 7,142,857.14 100.097000 SUNGARD 0.00 04/21/2015 .125103 1,604,998.40 100.002000 SUNGARD 0.00 06/19/2017 .850065 2,888,800.00 100.645000 SUNGARD 0.00 82000 RM GOV FHLB NOTES 313379VE6 06/02/2014 1.010000 2,875,000.00 2,893,543.75 8,227.29 4,743.75 82072 CCCSIG GOV FHLB 3130A2T97 08/07/2014 .500000 50,000.00 50,002.00 2.09 81.60 82039 CLT GOV FHLB NOTES 3130A2LC8 07/17/2014 .125000 250,000.00 249,975.00 70.31 87.50 06/08/2018 1.390090 6,172,113.50 100.518000 SUNGARD 0.00 07/10/2015 .170949 249,887.50 99.990000 SUNGARD 0.00 06/08/2018 1.410094 2,982,000.00 100.518000 SUNGARD 0.00 82053 RM GOV FHLB NOTES 313379DT3 07/28/2014 1.250000 3,000,000.00 3,015,540.00 11,770.83 33,540.00 06/10/2016 .760030 1,996,647.80 102.025000 SUNGARD -63,274.05 80662 RM GOV FHLB NOTES 313373SZ6 06/20/2012 2.125000 2,840,000.00 2,897,510.00 18,607.92 0.00 81856 GOV FHLB CALLABLE N 3130A0Z45 02/28/2014 .750000 7,142,857.14 7,149,785.71 18,303.56 6,928.57 80648 RM GOV FHLB NOTES 313373SZ6 06/11/2012 2.125000 1,895,000.00 1,933,373.75 12,416.20 0.00 06/10/2016 .745089 2,993,104.40 102.025000 SUNGARD -95,594.40 81500 GOV FHLB CALLABLE N 313383EX5 06/18/2013 .810000 5,000,000.00 5,000,250.00 12,150.00 37,750.00 06/13/2017 1.002401 4,962,500.00 100.005000 SUNGARD 0.00 80907 WT GOV FHLB NOTES 313380EC7 10/10/2012 .750000 170,000.00 169,615.80 81.47 0.00 09/08/2017 .790076 169,671.90 99.774000 SUNGARD -56.10 Inv Type: 22 FEDERAL HOME LOAN BANKS 82460 CCCSIG GOV US TREAS 912828F39 03/27/2015 1.750000 360,000.00 366,861.60 17.21 1,433.47 03/31/2018 1.076208 3,465,410.16 99.555000 SUNGARD 0.00 82403 CCCSIG GOV US TREAS 912828UU2 02/27/2015 .750000 3,500,000.00 3,484,425.00 71.72 19,014.84 09/30/2019 1.403864 365,428.13 101.906000 SUNGARD 0.00 02/28/2019 1.336788 125,185.55 100.750000 SUNGARD 0.00 03/31/2017 .622165 4,372,719.53 100.836000 SUNGARD 0.00 82461 CCCSIG GOV US TREAS 912828SM3 03/27/2015 1.000000 4,340,000.00 4,376,282.40 118.58 3,562.87 .824645 25,045,210.69 100.439869 -19,550.05 Subtotal .920261 25,010,000.00 25,120,011.25 34,087.38 94,591.37 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 25 82316 CCCCD GOV FHLB NOTE 3130A2T97 01/21/2015 .500000 765,000.00 765,030.60 31.88 0.00 12/09/2016 .571735 6,298,138.31 101.716000 SUNGARD -15,659.10 09/28/2016 .470201 765,382.50 100.004000 SUNGARD -351.90 09/28/2016 .470153 11,475,735.00 100.004000 SUNGARD -5,276.20 82321 CCCCD GOV FHLB NOTE 3130A2T97 01/21/2015 .500000 11,470,000.00 11,470,458.80 477.92 0.00 82315 CCCCD GOV FHLB NOTE 313371PV2 01/21/2015 1.625000 6,165,000.00 6,270,791.40 31,167.50 0.00 82280 RM GOV FHLB NOTES 3130A3HF4 12/29/2014 1.125000 4,500,000.00 4,526,505.00 19,828.13 33,705.00 12/08/2017 1.180284 4,499,690.63 100.589000 SUNGARD 0.00 01/06/2017 .750000 10,000,000.00 100.378000 SUNGARD 0.00 82281 GOV FHLB NOTES 3130A3UR3 01/06/2015 .750000 10,000,000.00 10,037,800.00 17,708.33 37,800.00 05/18/2016 .370828 462,495.40 105.617000 SUNGARD -3,784.00 12/09/2016 .571735 19,691,259.69 101.716000 SUNGARD -48,958.50 82322 CCCCD GOV FHLB NOTE 313371PV2 01/21/2015 1.625000 19,275,000.00 19,605,759.00 97,445.84 0.00 82324 CCCSIG GOV FHLB NOT 3130A3J70 01/22/2015 .625000 2,090,000.00 2,091,985.50 4,862.16 0.00 82342 CCCSIG GOV FHLB NOT 3133XFJF4 01/29/2015 5.375000 430,000.00 454,153.10 8,538.79 0.00 11/23/2016 .556000 2,094,986.85 100.095000 SUNGARD -642.84 82166 CCCSIG GOV FHLB NOT 3130A2T97 10/29/2014 .500000 1,440,000.00 1,440,057.60 60.00 0.00 09/19/2017 1.200000 5,000,000.00 100.809000 SUNGARD 0.00 09/28/2016 .482109 1,440,489.60 100.004000 SUNGARD -432.00 10/14/2016 .572077 10,013,845.83 100.137000 SUNGARD 0.00 82187 GOV FHLB NOTES 3130A3CE2 11/05/2014 .625000 10,000,000.00 10,013,700.00 28,993.05 3,500.00 09/28/2016 .605937 49,920.40 100.004000 SUNGARD 0.00 08/15/2017 1.000000 10,000,000.00 100.350000 SUNGARD 0.00 82093 DCD GOV FHL B NOTES 3130A2WK8 08/29/2014 .125000 1,400,000.00 1,399,664.00 160.42 501.20 82122 GOV FHLB NOTES 3130A33J1 09/19/2014 1.200000 5,000,000.00 5,040,450.00 2,000.00 40,450.00 08/28/2015 .185049 1,399,162.80 99.976000 SUNGARD 0.00 82189 RM GOV FHLB NOTES 3130A3EW0 11/07/2014 .500000 2,500,000.00 2,500,000.00 3,645.82 6,275.00 12/12/2016 .670252 3,502,065.00 100.151000 SUNGARD 0.00 82256 RM GOV FHLB NOTES 3130A3Q64 12/12/2014 .700000 3,500,000.00 3,505,285.00 7,418.06 3,220.00 82271 GOV FHLB NOTES 3130A3Q64 12/23/2014 .700000 5,000,000.00 5,007,550.00 10,597.22 14,400.00 82275 GOV FHLB NOTES 3130A3TA2 12/30/2014 1.000000 10,000,000.00 10,035,000.00 12,777.78 35,000.00 12/12/2016 .770206 4,994,219.44 100.151000 SUNGARD 0.00 82196 RM GOV FHLB NOTES 3130A3E75 11/18/2014 .160000 370,000.00 369,633.70 197.33 0.00 12/16/2016 .620043 2,493,725.00 100.000000 SUNGARD 0.00 12/01/2015 .215107 369,789.10 99.901000 SUNGARD -155.40 12/12/2016 .720127 4,993,050.00 100.225000 SUNGARD 0.00 82255 GOV FHLB NOTES 3130A3PC2 12/12/2014 .650000 5,000,000.00 5,011,250.00 9,840.28 18,200.00 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 12 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 25 79947 RM GOV FNMA NOTES 31398A3T7 10/13/2011 2.000000 3,605,000.00 3,635,534.35 2,002.78 0.00 08/25/2015 .850175 2,838,471.72 100.824000 SUNGARD -124,289.64 80020 WT GOV FNMA NOTES 3135G0CM3 11/09/2011 1.250000 173,000.00 174,930.68 18.02 1,193.70 09/21/2015 1.140004 3,724,073.15 100.847000 SUNGARD -88,538.80 79870 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 2,692,000.00 2,714,182.08 6,057.00 0.00 04/15/2015 1.555194 4,980,101.80 100.190000 SUNGARD -565,730.40 79569 RM GOV FNMA NOTES 31359MA45 05/16/2011 5.000000 4,406,000.00 4,414,371.40 101,582.78 0.00 08/25/2015 .850175 946,860.18 100.824000 SUNGARD -41,460.66 79869 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 898,000.00 905,399.52 2,020.50 0.00 80118 RM GOV FNMA NOTES 31398A4M1 12/09/2011 1.625000 6,000,000.00 6,047,940.00 41,979.17 0.00 09/28/2016 1.160000 173,736.98 101.116000 SUNGARD 0.00 10/26/2015 .893123 6,167,100.00 100.799000 SUNGARD -119,160.00 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO 05/29/2015 .110898 4,999,518.75 99.993000 SUNGARD 0.00 82459 MTC GOV FHLB DISC N 313384GE3 03/27/2015 .055000 5,000,000.00 4,999,650.00 30.56 131.25 82408 GOV FHLB NOTES 3130A4GJ5 03/04/2015 1.125000 10,000,000.00 10,050,000.00 10,625.00 59,300.00 09/28/2016 .530086 3,873,178.75 100.004000 SUNGARD 0.00 04/25/2018 1.155323 9,992,887.50 100.500000 SUNGARD 0.00 03/06/2017 .802655 9,984,300.00 100.105000 SUNGARD 0.00 82419 GOV FHLB NOTES 3130A4K27 03/09/2015 .720000 10,000,000.00 10,010,500.00 5,000.00 26,800.00 09/28/2016 .615106 1,966,375.20 100.004000 SUNGARD 0.00 82390 CCCSIG GOV FHLB NOT 3130A2T97 02/19/2015 .500000 1,970,000.00 1,970,078.80 82.08 3,703.60 82400 RM GOV FHLB NOTES 3133782M2 02/25/2015 1.500000 5,000,000.00 5,030,600.00 4,791.67 14,000.00 82405 CCCSIG GOV FHLB NOT 3130A2T97 03/03/2015 .500000 3,875,000.00 3,875,155.00 161.46 1,976.25 03/08/2019 1.415035 5,016,600.00 100.612000 SUNGARD 0.00 03/24/2017 .840000 1,600,000.00 100.179000 SUNGARD 0.00 82450 CCCSIG GOV FHLB 3130A4QV7 03/24/2015 .840000 1,600,000.00 1,602,864.00 261.33 2,864.00 03/24/2017 .840000 165,000.00 100.179000 SUNGARD 0.00 82451 CCCCD GOV FHLB 3130A4QV7 03/24/2015 .840000 165,000.00 165,295.35 26.95 295.35 03/10/2017 .739127 3,008,447.50 100.501000 SUNGARD 0.00 82437 RM GOV FHLB NOTES 3133782N0 03/16/2015 .875000 3,000,000.00 3,015,030.00 1,531.25 7,020.00 03/18/2016 .330364 1,997,394.00 100.091000 SUNGARD -578.55 82438 RM GOV FHLB NOTES 313382K85 03/16/2015 .450000 1,995,000.00 1,996,815.45 324.20 0.00 Subtotal .945012 177,542,857.14 178,461,182.31 389,323.89 461,127.86 .756988 178,304,795.20 100.517241 -234,763.04 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 13 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 5 of 25 81889 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 377,000.00 385,697.39 824.69 7,298.72 12/09/2016 .700000 5,000,000.00 99.962000 SUNGARD -1,900.00 02/19/2019 1.795148 378,398.67 102.307000 SUNGARD 0.00 02/19/2019 1.795148 6,984,817.89 102.307000 SUNGARD 0.00 81890 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 6,959,000.00 7,119,544.13 15,222.82 134,726.24 81728 GOV FEDERAL NATL MO 3136G1Y78 12/09/2013 .700000 5,000,000.00 4,998,100.00 10,888.89 0.00 81629 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 975,000.00 985,881.00 101.56 0.00 09/28/2016 .748553 238,393.71 101.116000 SUNGARD -771.11 09/28/2016 .740949 989,630.95 101.116000 SUNGARD -3,749.95 09/28/2016 .740950 111,612.84 101.116000 SUNGARD -385.24 81630 CCCCD GOV FNMA NOTE 3135G0CM3 10/03/2013 1.250000 110,000.00 111,227.60 11.46 0.00 08/28/2017 1.054521 9,940,800.00 100.125000 SUNGARD 0.00 81941 GOV FNMA NOTE 3135G0MZ3 04/17/2014 .875000 10,000,000.00 10,012,500.00 8,020.83 71,700.00 81999 MDUSD GOV FNMA NOTE 3135G0ZB2 05/21/2014 .750000 49,000.00 49,105.35 164.35 91.63 82005 CCCCD GOV FNMA 3135G0YT4 06/05/2014 1.625000 115,000.00 116,826.20 643.68 1,153.45 04/20/2017 .740235 49,013.72 100.215000 SUNGARD 0.00 02/08/2018 .970000 164,242.02 99.935000 SUNGARD 0.00 81230 WT GOV FNMA NOTES 3135G0TG8 02/21/2013 .875000 165,000.00 164,892.75 212.55 650.73 81361 RM GOV FEDERAL NATL 3135G0JA2 04/15/2013 1.125000 3,900,000.00 3,935,295.00 18,768.76 0.00 81449 GOV FNMA CALLABLE M 3136G1M63 05/22/2013 .750000 10,000,000.00 9,948,300.00 26,875.00 0.00 04/27/2017 .600233 3,981,432.00 100.905000 SUNGARD -46,137.00 80281 RM GOV FNMA NOTES 3135G0AL7 01/23/2012 2.250000 4,035,000.00 4,106,823.00 4,035.00 0.00 81628 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 235,000.00 237,622.60 24.48 0.00 03/15/2016 1.000170 4,239,211.35 101.780000 SUNGARD -132,388.35 09/28/2016 .615791 4,821,797.78 101.116000 SUNGARD -66,312.30 80833 RM GOV FNMA NOTES 3135G0CM3 09/14/2012 1.250000 4,703,000.00 4,755,485.48 489.90 0.00 05/22/2018 .750000 10,000,000.00 99.483000 SUNGARD -51,700.00 81503 GOV FNMA CALLABLE N 3136G1NU9 06/19/2013 1.000000 5,000,000.00 5,004,900.00 14,166.67 7,400.00 05/27/2015 .306208 2,898,887.76 100.061000 SUNGARD -9,126.08 06/19/2017 1.012787 4,997,500.00 100.098000 SUNGARD 0.00 05/21/2018 1.459815 159,529.36 99.762000 SUNGARD 0.00 81538 WT GOV FNMA NOTES 3135G0WJ8 07/17/2013 .875000 164,000.00 163,609.68 518.19 4,080.32 05/21/2018 1.190082 196,976.00 99.762000 SUNGARD 0.00 81478 AUHSD GOV FNMA NOTE 3135G0WJ8 06/07/2013 .875000 200,000.00 199,524.00 631.94 2,548.00 81484 GOV FNMA CALLABLE M 3136G1MU0 06/12/2013 .850000 5,000,000.00 5,004,900.00 12,868.06 6,950.00 81485 RM GOV FNMA NOTES 3135G0KM4 06/14/2013 .500000 2,888,000.00 2,889,761.68 4,973.78 0.00 06/12/2018 .860449 4,997,950.00 100.098000 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 14 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 6 of 25 02/25/2018 .920628 444,396.70 100.999250 BOOK 0.00 82344 CCCSIG GOV FNMA ACE 3136AMKW8 01/30/2015 1.626000 440,000.00 444,396.70 596.20 0.00 .920628 444,396.70 100.999250 0.00 Subtotal 1.626000 440,000.00 444,396.70 596.20 0.00 Inv Type: 26 AGENCY ABS FXD-M 30/360 07/05/2016 .397750 12,437,968.13 99.939000 SUNGARD -3,483.20 82320 CCCCD GOV FNMA 3135G0XP3 01/21/2015 .375000 12,440,000.00 12,432,411.60 11,144.16 0.00 07/05/2016 .397750 5,634,079.62 99.939000 SUNGARD -1,577.80 82381 RM GOV FNMA NOTES 3136FTS67 02/09/2015 1.700000 6,000,000.00 6,098,460.00 9,633.33 11,280.00 01/21/2020 1.627650 170,399.95 100.691000 SUNGARD 0.00 82436 WT GOV FNMA NOTES 3135G0A78 03/16/2015 1.625000 170,000.00 171,174.70 537.15 1,196.80 02/27/2019 1.329281 6,087,180.00 101.641000 SUNGARD 0.00 82314 CCCCD GOV FNMA 3135G0XP3 01/21/2015 .375000 5,635,000.00 5,631,562.65 5,048.02 0.00 04/27/2017 .895628 558,307.80 100.905000 SUNGARD 0.00 82114 CCCSIG GOV FNMA NOT 3135G0JA2 09/08/2014 1.125000 555,000.00 560,022.75 2,670.93 1,714.95 04/27/2017 .895628 200,944.18 100.905000 SUNGARD 0.00 82115 CCCCD GOV FNMA NOTE 3135G0JA2 09/08/2014 1.125000 200,000.00 201,810.00 962.50 865.82 09/27/2017 1.117972 129,535.90 100.378000 SUNGARD 0.00 82086 CCCSIG GOV FNMA NOT 3135G0ZL0 08/25/2014 1.000000 765,000.00 767,891.70 85.00 5,216.36 11/27/2018 1.489435 115,672.75 101.588000 SUNGARD 0.00 82087 CCCCD GOV FNMA NOTE 3135G0ZL0 08/25/2014 1.000000 130,000.00 130,491.40 14.44 955.50 09/27/2017 1.117972 762,675.34 100.378000 SUNGARD 0.00 82119 WT GOV FNMA NOTES 3135G0ZG1 09/12/2014 1.750000 166,000.00 168,662.64 153.32 3,764.88 11/27/2018 1.385424 126,187.50 101.588000 SUNGARD 0.00 82257 RM GOV FNMA NOTES 3135G0YT4 12/12/2014 1.625000 6,010,000.00 6,105,438.80 33,639.30 38,944.80 11/26/2019 1.612998 100,687.03 101.472000 SUNGARD 0.00 82156 CCCCD GOV FNMA 3135G0YT4 10/23/2014 1.625000 125,000.00 126,985.00 699.65 797.50 82236 CCCCD GOV FNMA BENC 3135G0ZY2 12/03/2014 1.750000 100,000.00 101,472.00 607.64 819.00 11/27/2018 1.380107 6,070,563.27 101.588000 SUNGARD 0.00 09/12/2019 1.889799 164,897.76 101.604000 SUNGARD 0.00 Subtotal 1.321380 109,945,000.00 110,578,737.13 338,298.30 303,348.40 .928446 111,539,637.11 100.576413 -1,256,710.53 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 7 of 25 82185 RM GOV FFCB NOTES 3133EDYB2 11/04/2014 1.500000 2,000,000.00 2,015,240.00 6,250.00 24,940.00 10/10/2017 1.156802 9,998,000.00 100.706000 SUNGARD 0.00 01/16/2019 1.620035 1,990,300.00 100.762000 SUNGARD 0.00 11/14/2016 .600000 10,000,666.67 99.989000 SUNGARD -1,100.00 82195 GOV FFCB NOTES 3133EEBU3 11/18/2014 .600000 10,000,000.00 9,998,900.00 22,833.34 0.00 81930 RM GOV FEDERAL FARM 3133EDJC7 04/14/2014 .150000 249,000.00 248,997.51 177.41 0.00 81958 GOV FEDERAL FARM CR 3133EDKJ0 05/01/2014 .700000 5,000,000.00 5,008,250.00 14,583.33 8,250.00 82137 GOV FFCB NOTES 3133EDXA5 10/10/2014 1.150000 10,000,000.00 10,070,600.00 54,625.00 72,600.00 11/01/2016 .700000 5,000,000.00 100.165000 SUNGARD 0.00 82323 CCCCD GOV FFCB AGEN 3133EEKM1 01/21/2015 .300000 10,160,000.00 10,163,860.80 846.67 4,836.16 03/21/2016 .308272 3,039,708.16 100.038000 SUNGARD 0.00 12/01/2016 .590074 4,999,000.00 100.027000 SUNGARD 0.00 82218 GOV FFCB NOTES 3133EEDQ0 12/01/2014 .580000 5,000,000.00 5,001,350.00 9,666.67 2,350.00 82259 GOV FFCB NOTES 3133EEFA3 12/15/2014 .720000 10,000,000.00 10,007,600.00 21,200.00 7,600.00 82318 CCCCD GOV FFCB AGEN 3133EEKM1 01/21/2015 .300000 3,040,000.00 3,041,155.20 253.33 1,447.04 12/15/2016 .720000 10,000,000.00 100.076000 SUNGARD 0.00 08/11/2016 .580087 9,997,500.00 100.004000 SUNGARD 0.00 80718 RM GOV FFCB NOTES 3133EAXG8 07/23/2012 .650000 2,494,000.00 2,499,012.94 3,557.41 149.64 03/28/2016 .790000 3,996,818.30 100.688000 SUNGARD -12,594.14 81102 GOV FFCB CALLABLE N 3133EC5B6 12/28/2012 .640000 10,000,000.00 9,988,900.00 21,688.89 0.00 07/12/2016 .600206 2,498,863.30 100.201000 SUNGARD 0.00 80543 RM GOV FFCB NOTES 3133EAJU3 04/20/2012 1.050000 3,957,000.00 3,984,224.16 346.25 0.00 04/10/2015 .130060 249,049.05 99.999000 SUNGARD -51.54 03/28/2016 .810254 4,077,652.80 100.688000 SUNGARD -9,857.60 80522 RM GOV FFCB NOTES 3133EAJU3 04/13/2012 1.050000 4,040,000.00 4,067,795.20 353.50 0.00 11/29/2016 .640000 10,000,000.00 99.889000 SUNGARD -11,100.00 81732 GOV FEDERAL FARM CR 3133EDBM3 12/10/2013 .290000 5,545,000.00 5,542,726.55 4,958.15 3,271.55 12/07/2016 .972048 2,497,134.30 100.539000 SUNGARD 0.00 81841 GOV FFCB CALLABLE 3133EDF31 02/11/2014 .570000 10,000,000.00 10,000,400.00 7,916.67 2,900.00 12/10/2015 .340213 5,539,455.00 99.959000 SUNGARD 0.00 81579 RM GOV FFCB NOTES 3133ECWV2 08/20/2013 .875000 2,505,000.00 2,518,501.95 6,940.93 21,367.65 05/17/2017 .790074 198,914.00 100.002000 SUNGARD 0.00 81479 AUHSD GOV FFCB NOTE 3133ECPT5 06/07/2013 .650000 200,000.00 200,004.00 483.89 1,090.00 05/28/2015 .280483 99,940.00 100.023000 SUNGARD 0.00 81480 AUHSD GOV FFCB NOTE 3133ECQF4 06/07/2013 .250000 100,000.00 100,023.00 85.42 83.00 Inv Type: 27 FEDERAL FARM CREDIT BANKS Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 16 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 8 of 25 09/18/2015 .420000 10,000,000.00 100.100000 SUNGARD 0.00 81293 GOV FHLMC NOTES 3134G36F2 03/22/2013 .420000 10,000,000.00 10,010,000.00 1,516.67 10,000.00 81634 CCCCD GOV FHLMC NOT 3137EADS5 10/03/2013 .875000 265,000.00 266,484.00 1,075.64 678.40 81847 RM GOV FHLMC NOTE3S 3137EADC0 02/25/2014 1.000000 3,870,000.00 3,897,477.00 2,472.50 2,012.40 10/14/2016 .773322 265,805.60 100.560000 SUNGARD 0.00 80411 WT GOV FHLMC NOT 3137EADC0 03/12/2012 1.000000 170,000.00 171,207.00 108.61 2,194.70 03/08/2017 1.120062 169,012.30 100.710000 SUNGARD 0.00 09/29/2017 .764157 45,263.53 100.310000 SUNGARD -124.03 80900 CCCCD GOV FHLMC 3137EADL0 10/05/2012 1.000000 45,000.00 45,139.50 2.50 0.00 81869 RM GOV FEDERAL HOME 3137EADP1 03/14/2014 .875000 7,061,000.00 7,049,631.79 4,118.93 91,157.51 03/08/2017 .780254 3,895,464.60 100.710000 SUNGARD 0.00 03/07/2018 1.250049 6,958,474.28 99.839000 SUNGARD 0.00 03/07/2018 1.279731 154,538.24 99.839000 SUNGARD 0.00 81870 WT GOV FEDERAL HOME 3137EADP1 03/12/2014 .875000 157,000.00 156,747.23 91.58 2,208.99 78867 WT GOV FHLMC NOTES 3137EACM9 09/14/2010 1.750000 170,000.00 171,154.30 173.54 506.60 01/19/2016 2.330564 172,267.00 103.509000 SUNGARD -11,828.05 79343 WT GOV FHLMC NOTES 3134A4ZT4 02/25/2011 4.750000 155,000.00 160,438.95 1,472.50 0.00 09/10/2015 1.670070 170,647.70 100.679000 SUNGARD 0.00 Inv Type: 29 FHLMC NOTES 12/14/2015 .220438 11,616,881.67 99.857222 SUNGARD 0.00 82345 CCCCD GOV FHLMC DIS 313396QM8 01/23/2015 .220000 11,640,000.00 11,623,380.67 4,837.07 1,661.93 82363 CCCCD GOV FHLMC DIS 313396QM8 01/23/2015 .220000 11,540,000.00 11,523,523.44 4,795.51 1,647.65 12/14/2015 .220438 11,517,080.28 99.857222 SUNGARD 0.00 Subtotal .220000 23,180,000.00 23,146,904.11 9,632.58 3,309.58 .220438 23,133,961.95 99.857222 0.00 Inv Type: 28 FHLMC DISCOUNT NOTES 03/21/2016 .308272 10,159,024.64 100.038000 SUNGARD 0.00 82380 GOV FFCB NOTES 3133EEKB5 02/09/2015 1.000000 10,000,000.00 10,006,900.00 19,166.66 35,000.00 82382 RM GOV FFCB NOTES 3133EELZ1 02/09/2015 1.000000 5,000,000.00 4,985,700.00 277.76 5,700.00 01/22/2018 1.096935 9,976,622.22 100.069000 SUNGARD 0.00 03/29/2018 1.130145 4,980,000.00 99.714000 SUNGARD 0.00 Subtotal .724467 109,290,000.00 109,450,141.31 196,211.28 191,585.04 .729845 109,298,648.44 100.146529 -34,703.28 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 9 of 25 08/08/2018 1.200000 110,000.00 100.100000 SUNGARD 0.00 82317 CCCCD GOV FREDDIE M 3137EADC0 01/21/2015 1.000000 19,555,000.00 19,693,840.50 12,493.47 0.00 03/08/2017 .643501 19,702,249.15 100.710000 SUNGARD -8,408.65 82313 AUHSD GOV FHLMC NOT 3134G3ZW3 01/21/2015 1.200000 110,000.00 110,110.00 194.33 110.00 01/27/2017 .586812 1,372,798.06 99.828000 SUNGARD -163.06 82312 AUHSD GOV FHLMC NOT 3134G3ZW3 01/21/2015 1.200000 2,486,000.00 2,488,486.00 4,391.93 2,486.00 08/08/2018 1.200000 2,486,000.00 100.100000 SUNGARD 0.00 82319 CCCCD GOV FHLMC 3137EADC0 01/21/2015 1.000000 9,485,000.00 9,552,343.50 6,059.86 0.00 07/28/2017 .853802 95,460.22 100.746000 SUNGARD 0.00 82447 CCCSIG GOV FHLMC 3137EADJ5 03/20/2015 1.000000 4,305,000.00 4,337,115.30 7,533.75 17,478.30 07/28/2017 .853802 4,325,855.33 100.746000 SUNGARD 0.00 82446 CCCCD GOV FHLMC 3137EADJ5 03/20/2015 1.000000 95,000.00 95,708.70 166.25 385.70 03/08/2017 .643501 9,556,422.05 100.710000 SUNGARD -4,078.55 82343 CCCSIG GOV FHLMC 3137EADC0 01/29/2015 1.000000 985,000.00 991,993.50 629.31 246.25 03/08/2017 .672177 991,747.25 100.710000 SUNGARD 0.00 82305 CCCSIG GOV FHLMC RE 3137EADU0 01/16/2015 .500000 1,375,000.00 1,372,635.00 1,432.29 0.00 82054 GOV FHLMC CALLABLE 3134G5CE3 07/28/2014 1.000000 10,000,000.00 10,023,900.00 17,500.00 23,900.00 09/29/2017 1.070130 9,977,700.00 100.310000 SUNGARD 0.00 82076 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 75,000.00 75,559.50 131.25 563.70 07/28/2017 1.000000 10,000,000.00 100.239000 SUNGARD 0.00 82026 GOV FHLMC NOTES 3137EADL0 07/03/2014 1.000000 10,000,000.00 10,031,000.00 555.56 53,300.00 04/07/2017 .996560 10,001,000.00 100.012000 SUNGARD 0.00 81940 GOV FEDERAL HOME LN 3134G4Z76 04/16/2014 1.000000 10,000,000.00 10,001,200.00 48,333.33 200.00 06/29/2017 .945000 2,488,088.17 100.557000 SUNGARD 0.00 82009 RM GOV FHLMC 3137EADH9 06/13/2014 1.000000 2,484,000.00 2,497,835.88 6,348.00 9,747.71 07/28/2017 1.002272 464,974.04 100.746000 SUNGARD 0.00 82080 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 810,000.00 816,042.60 1,417.50 6,087.96 07/28/2017 1.001893 809,954.64 100.746000 SUNGARD 0.00 82081 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 465,000.00 468,468.90 813.75 3,494.86 09/29/2017 1.033085 4,994,900.00 100.310000 SUNGARD 0.00 82077 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 40,000.00 40,298.40 70.00 300.63 07/28/2017 1.001893 74,995.80 100.746000 SUNGARD 0.00 82078 GOV FHLMC NOTES 3137EADL0 08/11/2014 1.000000 5,000,000.00 5,015,500.00 277.78 20,600.00 07/28/2017 1.002272 39,997.77 100.746000 SUNGARD 0.00 Subtotal .938428 99,163,000.00 99,540,317.55 119,380.83 247,659.71 .845620 99,323,615.73 100.380502 -24,602.34 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 10 of 25 81632 CCCSIG MUNI UNIV OF 91412GSX4 10/02/2013 .907000 415,000.00 415,000.00 1,421.97 0.00 12/01/2018 1.638640 427,550.12 109.628236 BOOK 0.00 81633 CCCCD MUNI UNIV OF 91412GSZ9 10/02/2013 2.054000 195,000.00 195,000.00 1,513.11 0.00 05/15/2016 .907000 415,000.00 100.000000 BOOK 0.00 81512 AUHSD MUNI SOUTH BE 836496NW5 06/27/2013 5.000000 505,000.00 547,506.38 5,330.56 0.00 01/01/2018 1.301222 696,925.06 116.154177 BOOK 0.00 81514 AUHSD MUNI WICOMICO 967545R89 06/27/2013 3.500000 390,000.00 427,550.12 4,550.00 0.00 01/15/2016 1.616968 547,506.38 108.417105 BOOK 0.00 05/15/2018 2.054000 195,000.00 100.000000 BOOK 0.00 05/02/2016 .780000 1,000,000.00 100.000000 BOOK 0.00 82302 CCCSIG MUNI ORANGE 68428LDJ0 01/13/2015 .780000 1,000,000.00 1,000,000.00 1,690.00 0.00 10/01/2017 1.090000 110,000.00 100.000000 BOOK 0.00 82387 CCCSIG MUNI MS ST T 605581FX0 02/18/2015 1.090000 110,000.00 110,000.00 143.21 0.00 11/01/2016 1.090101 125,586.25 100.469000 BOOK 0.00 81693 CCCCD MUNI CA ST TA 13063CFD7 11/05/2013 1.250000 125,000.00 125,586.25 651.04 0.00 11/01/2016 1.090101 793,705.10 100.469000 BOOK 0.00 81694 CCCSIG MUNI CA ST T 13063CFD7 11/05/2013 1.250000 790,000.00 793,705.10 4,114.58 0.00 05/15/2016 .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 3,087.05 0.00 05/15/2017 .966000 175,000.00 100.000000 BOOK 0.00 81278 CCCCD MUNI UNIV OF 91412GPY5 03/14/2013 .966000 175,000.00 175,000.00 638.63 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 1,028.13 0.00 81314 CCCCD MUNI CA ST TX 13063BN73 03/27/2013 1.050000 120,000.00 120,405.60 406.00 0.00 81509 AUHSD MUNI CHICAGO 167486JC4 06/27/2013 5.000000 390,000.00 421,318.77 4,875.00 0.00 01/01/2017 1.618751 189,542.34 111.495494 BOOK 0.00 81510 AUHSD MUNI WASHINGT 93974B3K6 06/27/2013 5.000000 600,000.00 696,925.06 7,500.00 0.00 01/01/2017 2.592295 421,318.77 108.030454 BOOK 0.00 81319 CCCSIG MUNI CA ST T 13063BN73 03/27/2013 1.050000 550,000.00 551,859.00 1,860.83 0.00 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 2,125.00 0.00 02/01/2016 .929226 551,859.00 100.338000 BOOK 0.00 Subtotal 2.133314 7,225,000.00 7,456,851.62 40,935.11 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 19 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 11 of 25 82413 PW CP TOYOTA MOTOR 89236B4N1 03/05/2015 .250000 1,200,000.00 1,198,725.00 225.00 0.00 07/24/2015 .290000 2,250,000.00 99.933500 SUNGARD -1,496.25 82273 CCCSD CP TOYOTA MOT 89236B4C5 12/26/2014 .290000 2,250,000.00 2,248,503.75 1,740.00 0.00 09/01/2015 .250000 1,200,000.00 99.893750 SUNGARD -1,275.00 .276087 3,450,000.00 99.919674 -2,771.25 Subtotal .276087 3,450,000.00 3,447,228.75 1,965.00 0.00 Inv Type: 70 COMM PAPER INTEREST BEARING 82448 CCCSIG AB CITIBANK 17305EFN0 03/20/2015 1.020000 600,000.00 599,179.69 663.00 0.00 02/22/2019 1.083588 599,655.69 99.863282 BOOK 0.00 1.083588 599,655.69 99.863282 0.00 Subtotal 1.020000 600,000.00 599,179.69 663.00 0.00 Inv Type: 53 CREDIT ABS FXD-SA 30/360 06/15/2017 .704310 419,978.08 99.994781 BOOK 0.00 82409 CCCSIG AB TOYOTA AU 89236WAB4 03/04/2015 .710000 630,000.00 629,994.02 335.48 0.00 07/17/2017 .710792 629,994.02 99.999051 BOOK 0.00 82341 CCCSIG CORP HONDA A 43814KAB7 01/28/2015 .700000 420,000.00 419,978.08 130.67 0.00 Subtotal .706000 1,050,000.00 1,049,972.10 466.15 0.00 .708199 1,049,972.10 99.997343 0.00 Inv Type: 50 AUTO ABS FXD-M 30/360 82186 PW GOV FHLB DISC NO 313384FF1 11/05/2014 .085000 1,625,000.00 1,624,952.60 564.01 86.89 05/06/2015 .085037 1,624,301.70 99.997083 SUNGARD 0.00 82131 RM GOV FHLB DISC 313384LP2 09/30/2014 .150000 295,000.00 294,866.43 224.94 66.78 09/11/2015 .150216 294,574.71 99.954722 SUNGARD 0.00 02/09/2016 .290853 994,076.57 99.791000 SUNGARD 0.00 82383 RM GOV FHLB DISCOUN 313384SW0 02/10/2015 .290000 997,000.00 994,916.27 401.57 438.13 .161865 2,912,952.98 99.922362 0.00 Subtotal .161532 2,917,000.00 2,914,735.30 1,190.52 591.80 Inv Type: 43 FHLB DISCOUNT NOTES 1.186443 7,456,851.62 103.209019 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 12 of 25 82244 CP BNP PARIBAS 0556N1RE5 12/09/2014 .250000 25,000,000.00 24,998,645.83 19,618.06 902.77 04/14/2015 .250219 24,978,125.00 99.994583 SUNGARD 0.00 04/14/2015 .250219 24,978,125.00 99.994583 SUNGARD 0.00 04/14/2015 .260235 24,977,430.56 99.994583 SUNGARD 0.00 82245 CP BNP PARIBAS 0556N1RE5 12/10/2014 .260000 25,000,000.00 24,998,645.83 20,222.22 993.05 04/15/2015 .160094 24,985,333.33 99.994167 SUNGARD 0.00 82242 CP GE ELECTRIC CAPI 36959JRF2 12/05/2014 .160000 25,000,000.00 24,998,541.67 13,000.00 97.23 82243 CP CREDIT SUISSE NY 2254EBRE3 12/09/2014 .250000 25,000,000.00 24,998,645.83 19,618.06 902.77 04/15/2015 .160093 24,985,444.44 99.994167 SUNGARD 0.00 82248 CP CREDIT AGRICOLE 22533URE5 12/11/2014 .250000 25,000,000.00 24,998,645.83 19,270.84 902.77 82253 CP UBS FINANCE DE 90262DTR6 12/12/2014 .290000 25,000,000.00 24,988,784.72 22,152.78 5,902.77 82249 CP SOCIETE GENERALE 83369CTB0 12/11/2014 .290000 20,000,000.00 19,992,505.56 17,883.33 3,944.45 04/14/2015 .250215 24,978,472.22 99.994583 SUNGARD 0.00 06/11/2015 .290426 19,970,677.78 99.962528 SUNGARD 0.00 05/27/2015 .220223 24,974,638.89 99.976667 SUNGARD 0.00 82252 CP TOYOTA MOTOR CRE 89233HST2 12/12/2014 .220000 25,000,000.00 24,994,166.67 16,805.55 2,722.23 05/26/2015 .260508 1,005,036.35 99.977083 SUNGARD 0.00 82092 RM CP TOYOTA MOTOR 89233HSS4 08/29/2014 .260000 1,007,000.00 1,006,769.23 1,563.65 169.23 04/10/2015 .200157 24,980,416.67 99.996250 SUNGARD 0.00 82198 CP UBS FINANCE DE 90262DRA5 11/20/2014 .200000 25,000,000.00 24,999,062.50 18,333.33 312.50 05/19/2015 .260508 1,996,100.00 99.980000 SUNGARD 0.00 82075 PW CP TOYOTA MOTOR 89233HSB1 08/14/2014 .250000 500,000.00 499,916.67 798.61 55.56 82240 CP GE CAPITAL CORP 36959JRF2 12/04/2014 .160000 25,000,000.00 24,998,541.67 13,111.11 97.23 82085 PW CP TOYOTA MOTOR 89233HSK1 08/22/2014 .260000 2,000,000.00 1,999,600.00 3,206.67 293.33 05/11/2015 .250470 499,062.50 99.983333 SUNGARD 0.00 82199 CP UBS FINANCE DE 90262DRD9 11/20/2014 .190000 20,000,000.00 19,999,000.00 13,933.33 266.67 04/24/2015 .280327 24,970,833.33 99.990417 SUNGARD 0.00 82211 CP CREDIT SUISSE NY 2254EBRQ6 11/25/2014 .280000 25,000,000.00 24,997,604.17 24,694.45 2,076.39 05/11/2015 .230244 19,978,788.89 99.983333 SUNGARD 0.00 82215 CP SOCIETE GENERALE 83369CSB1 11/26/2014 .230000 20,000,000.00 19,996,666.67 16,100.00 1,777.78 05/08/2015 .200182 24,977,222.22 99.984583 SUNGARD 0.00 82209 CP CREDIT SUISSE NY 2254EBRV5 11/25/2014 .270000 30,000,000.00 29,996,500.00 28,575.00 2,800.00 04/13/2015 .190145 19,984,800.00 99.995000 SUNGARD 0.00 82210 CP UNION BANK OF CA 62478YS82 11/25/2014 .200000 25,000,000.00 24,996,145.83 17,638.89 1,284.72 04/29/2015 .270314 29,965,125.00 99.988333 SUNGARD 0.00 Inv Type: 71 COMMERCIAL PAPER DISCOUNT Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 21 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 13 of 25 82392 CP UNION BANK OF CA 62478YUD8 02/20/2015 .220000 20,000,000.00 19,987,983.33 4,888.89 572.22 09/21/2015 .350822 1,990,325.60 99.879861 SUNGARD 0.00 07/13/2015 .220192 19,982,522.22 99.939917 SUNGARD 0.00 08/24/2015 .260340 499,346.39 99.899306 SUNGARD 0.00 82399 PW CP GE CAPITAL CO 36959JVQ3 02/24/2015 .260000 500,000.00 499,496.53 130.00 20.14 82362 CCCCD CP JP MORGAN 46640QWM9 01/23/2015 .350000 1,995,000.00 1,992,603.23 1,318.92 958.71 82360 CCCCD CP GECC 36959JWM1 01/23/2015 .300000 1,995,000.00 1,992,603.23 1,130.50 479.35 09/21/2015 .300603 1,990,993.38 99.879861 SUNGARD 0.00 09/21/2015 .310645 1,990,859.82 99.879861 SUNGARD 0.00 82361 CCCCD CP TOYOTA MOT 89233HWM2 01/23/2015 .310000 1,995,000.00 1,992,603.23 1,168.18 575.23 04/08/2015 .120009 777,911.83 99.997083 SUNGARD -4.54 07/28/2015 .270298 29,966,925.00 99.931167 SUNGARD 0.00 82407 CP BNP PARIBAS 0556NIUU8 03/03/2015 .270000 30,000,000.00 29,979,350.00 6,525.00 5,900.00 82414 PW CP UNION BANK OF 62478YR83 03/05/2015 .120000 500,000.00 499,985.42 45.00 0.00 82415 PW CP UNION BANK OF 62478YR83 03/05/2015 .120000 778,000.00 777,977.31 70.02 0.00 04/08/2015 .120021 499,943.33 99.997083 SUNGARD -2.91 82279 CP UNION BANK OF CA 62478YTS7 12/31/2014 .240000 25,000,000.00 24,988,652.78 15,166.67 2,986.11 06/24/2015 .240280 9,988,333.33 99.955667 SUNGARD 0.00 06/26/2015 .240284 24,970,500.00 99.954611 SUNGARD 0.00 04/08/2015 .180081 399,820.00 99.997083 SUNGARD 0.00 82286 PW CP UNION BANK OF 62478YR83 01/08/2015 .180000 400,000.00 399,988.33 166.00 2.33 06/25/2015 .290456 24,960,729.17 99.955139 SUNGARD 0.00 06/22/2015 .290351 3,116,230.00 99.956722 SUNGARD 0.00 82277 CP BNP PARIBAS 0556N1TQ6 12/31/2014 .330000 25,000,000.00 24,988,916.67 20,854.17 8,166.67 82278 CP UNION BANK OF CA 62478YTQ1 12/31/2014 .240000 10,000,000.00 9,995,566.67 6,066.67 1,166.67 06/24/2015 .330530 24,959,895.83 99.955667 SUNGARD 0.00 82354 CCCCD CP BANK OF TO 06538CTN1 01/23/2015 .290000 3,950,000.00 3,948,290.53 2,163.72 899.73 09/21/2015 .300604 3,942,067.08 99.879861 SUNGARD 0.00 82357 CCCCD CP GECC 36959JWM1 01/23/2015 .300000 3,950,000.00 3,945,254.51 2,238.33 949.10 82358 CCCCD CP BNP PARIBA 0556N1TN3 01/23/2015 .260000 3,950,000.00 3,948,290.53 1,939.89 629.81 82359 CCCCD CP BANK OF TO 06538CTN1 01/23/2015 .290000 3,120,000.00 3,118,649.73 1,709.07 710.66 06/22/2015 .260282 3,945,720.83 99.956722 SUNGARD 0.00 82355 CCCCD CP JP MORGAN 46640QWM9 01/23/2015 .350000 3,950,000.00 3,945,254.51 2,611.39 1,898.19 06/22/2015 .290351 3,945,227.08 99.956722 SUNGARD 0.00 09/21/2015 .350822 3,940,744.93 99.879861 SUNGARD 0.00 09/21/2015 .310645 3,941,802.65 99.879861 SUNGARD 0.00 82356 CCCCD CP TOYOTA MOT 89233HWM2 01/23/2015 .310000 3,950,000.00 3,945,254.51 2,312.95 1,138.91 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 14 of 25 82435 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 4,000,000.00 3,998,501.11 485.56 315.55 06/11/2015 .230132 5,696,722.50 99.962528 SUNGARD 0.00 06/11/2015 .230132 3,997,700.00 99.962528 SUNGARD 0.00 09/10/2015 .260336 499,357.22 99.887500 SUNGARD 0.00 82439 PW CP TOYOTA MOTOR 89233HWA8 03/16/2015 .260000 500,000.00 499,437.50 57.78 22.50 82434 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 5,700,000.00 5,697,864.08 691.92 449.66 82432 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 1,300,000.00 1,299,512.86 157.81 102.55 06/11/2015 .230132 399,770.00 99.962528 SUNGARD 0.00 06/11/2015 .230132 1,299,252.50 99.962528 SUNGARD 0.00 06/11/2015 .230132 3,398,045.00 99.962528 SUNGARD 0.00 82433 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 3,400,000.00 3,398,725.94 412.72 268.22 07/29/2015 .310358 24,971,152.78 99.930583 SUNGARD 0.00 82440 CP ABBEY NATIONAL N 0027A1UV9 03/17/2015 .310000 25,000,000.00 24,982,645.83 3,229.17 8,263.88 82441 CP ABBEY NATIONAL N 0027A1UW7 03/17/2015 .310000 25,000,000.00 24,979,166.67 3,229.17 5,000.00 82442 CP SOCIETE GENERALE 83369CUX0 03/17/2015 .290000 25,000,000.00 24,978,993.06 3,020.83 3,361.12 07/30/2015 .310361 24,970,937.50 99.916667 SUNGARD 0.00 06/11/2015 .230132 2,098,792.50 99.962528 SUNGARD 0.00 82423 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 2,100,000.00 2,099,213.08 254.92 165.66 82424 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 3,600,000.00 3,598,651.00 437.00 284.00 82425 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 2,050,000.00 2,049,231.82 248.85 161.72 06/11/2015 .230132 3,597,930.00 99.962528 SUNGARD 0.00 82421 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 5,200,000.00 5,198,051.44 631.22 410.22 82431 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 400,000.00 399,850.11 48.56 31.55 06/11/2015 .230132 5,197,010.00 99.962528 SUNGARD 0.00 06/11/2015 .230132 1,099,367.50 99.962528 SUNGARD 0.00 82422 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 1,100,000.00 1,099,587.81 133.53 86.78 06/11/2015 .230132 2,048,821.25 99.962528 SUNGARD 0.00 82429 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 20,500,000.00 20,492,318.19 2,488.47 1,617.22 06/11/2015 .230132 799,540.00 99.962528 SUNGARD 0.00 06/11/2015 .230132 20,488,212.50 99.962528 SUNGARD 0.00 06/11/2015 .230132 5,596,780.00 99.962528 SUNGARD 0.00 82430 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 5,600,000.00 5,597,901.56 679.78 441.78 06/11/2015 .230132 2,898,332.50 99.962528 SUNGARD 0.00 82426 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 2,900,000.00 2,898,913.31 352.03 228.78 82427 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 4,000,000.00 3,998,501.11 485.56 315.55 82428 PW CP ABBEY NATL N 0027A1TB5 03/13/2015 .230000 800,000.00 799,700.22 97.11 63.11 06/11/2015 .230132 3,997,700.00 99.962528 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 15 of 25 82239 YCD UBS AG STAMFORD 90267RD30 12/04/2014 .210000 25,000,000.00 25,001,353.55 17,208.33 1,353.55 05/29/2015 .235000 30,000,000.00 100.025389 SUNGARD 0.00 04/15/2015 .210000 25,000,000.00 100.005414 SUNGARD 0.00 04/15/2015 .190001 25,000,909.00 100.004998 SUNGARD 0.00 82241 YCD STANDARD CHARTE 85325B3U6 12/05/2014 .200000 25,000,000.00 25,001,249.42 16,250.00 340.42 05/14/2015 .280000 30,000,000.00 100.024433 SUNGARD 0.00 82213 YCD BNP PARIBAS 05572NWJ1 11/26/2014 .280000 30,000,000.00 30,007,329.76 29,400.00 7,329.76 82214 NCD UNION BANK OF C 62478TCJ6 11/26/2014 .240000 25,000,000.00 25,006,218.86 21,000.00 6,218.86 82217 YCD UBS AG STAMFORD 90267RD22 12/01/2014 .235000 30,000,000.00 30,007,616.75 23,695.83 7,616.75 05/26/2015 .240000 25,000,000.00 100.024875 SUNGARD 0.00 82246 YCD UBS AG STAMFORD 90267RD55 12/10/2014 .290000 25,000,000.00 25,010,349.01 22,555.56 10,349.01 82250 YCD STANDARD CHARTE 85325B4D3 12/11/2014 .270000 25,000,000.00 25,006,330.46 20,812.50 6,330.46 06/10/2015 .290000 25,000,000.00 100.041396 SUNGARD 0.00 05/18/2015 .270000 25,000,000.00 100.025322 SUNGARD 0.00 82251 YCD STANDARD CHARTE 85325B4E1 12/11/2014 .270000 25,000,000.00 25,006,330.46 20,812.50 5,234.49 82031 RM YCD BNP PARIBAS 05572NVB9 07/10/2014 .500000 1,020,000.00 1,020,960.02 3,754.17 960.02 04/28/2015 .250000 25,000,000.00 100.013216 SUNGARD 0.00 82212 YCD STANDARD CHARTE 85325B3P7 11/26/2014 .250000 25,000,000.00 25,003,304.00 21,875.00 3,304.00 07/06/2015 .500000 1,020,000.00 100.094119 SUNGARD 0.00 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT 07/29/2015 .250231 24,976,909.72 99.930583 SUNGARD 0.00 82445 CP SOCIETE GENERALE 83369CUX0 03/19/2015 .260000 25,000,000.00 24,978,993.06 2,347.22 840.28 07/31/2015 .260252 24,975,805.56 99.915972 SUNGARD 0.00 82444 CP SANDARD CHARTER 85324UUV3 03/18/2015 .250000 25,000,000.00 24,982,645.83 2,430.56 3,305.55 07/31/2015 .290318 24,972,611.11 99.915972 SUNGARD 0.00 82443 CP ABBEY NATIONAL N 0027A1UW7 03/18/2015 .320000 25,000,000.00 24,979,166.67 3,111.11 5,833.34 07/30/2015 .320382 24,970,222.22 99.916667 SUNGARD 0.00 07/30/2015 .250217 24,978,298.61 99.916667 SUNGARD 0.00 82464 CP STANDARD CHARTER 85324UUX9 03/27/2015 .250000 25,000,000.00 24,978,993.06 868.06 0.00 07/31/2015 .250219 24,978,125.00 99.915972 SUNGARD 0.00 82462 CP STANDARD CHARTER 85324UUV3 03/27/2015 .250000 25,000,000.00 24,982,645.83 868.06 3,305.55 07/29/2015 .250215 24,978,472.22 99.930583 SUNGARD 0.00 82463 CP STANDARD CHARTER 85324UUW1 03/27/2015 .250000 25,000,000.00 24,979,166.67 868.06 0.00 .252592 796,881,398.84 99.957814 -7.45 Subtotal .252326 797,690,000.00 797,353,487.55 384,666.31 87,429.85 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 16 of 25 82296 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 1,400,000.00 1,400,060.65 614.44 60.65 04/13/2015 .200000 1,650,000.00 100.004332 SUNGARD 0.00 04/13/2015 .200000 1,400,000.00 100.004332 SUNGARD 0.00 04/13/2015 .200000 900,000.00 100.004332 SUNGARD 0.00 82297 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 900,000.00 900,038.99 395.00 38.99 82295 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 1,650,000.00 1,650,071.48 724.17 71.48 82293 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 525,000.00 525,022.74 230.42 22.74 04/13/2015 .200000 525,000.00 100.004332 SUNGARD 0.00 04/13/2015 .200000 325,000.00 100.004332 SUNGARD 0.00 82294 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 325,000.00 325,014.08 142.64 14.08 04/13/2015 .200000 300,000.00 100.004332 SUNGARD 0.00 04/13/2015 .200000 3,900,000.00 100.004332 SUNGARD 0.00 82298 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 3,900,000.00 3,900,168.95 1,711.67 168.95 82299 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 1,000,000.00 1,000,043.32 438.89 43.32 82300 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 300,000.00 300,013.00 131.67 13.00 04/13/2015 .200000 1,000,000.00 100.004332 SUNGARD 0.00 82263 YCD BNP PARIBAS 05572NWT9 12/17/2014 .280000 30,000,000.00 30,009,828.86 24,500.00 9,828.86 05/28/2015 .305000 30,000,674.07 100.037039 SUNGARD 0.00 05/29/2015 .280000 30,000,000.00 100.032763 SUNGARD 0.00 12/22/2015 .400000 500,000.00 100.103035 SUNGARD 0.00 82270 PW NCD UNION BANK O 62478TCZ0 12/22/2014 .400000 500,000.00 500,515.18 555.56 515.18 05/18/2015 .260000 25,001,095.97 100.025322 SUNGARD 0.00 04/13/2015 .200000 8,500,000.00 100.004332 SUNGARD 0.00 82254 YCD RABOBANK NEDERL 21684BWK6 12/12/2014 .250000 30,000,000.00 30,012,742.91 22,916.67 11,086.77 82262 YCD ABBEY NATL TREA 00279H4F0 12/17/2014 .310000 30,000,000.00 30,011,111.77 27,125.00 10,437.70 06/29/2015 .240000 30,001,656.14 100.042476 SUNGARD 0.00 82272 CCCSD NCD UNION BAN 62478TDB2 12/26/2014 .280000 2,250,000.00 2,250,933.13 1,680.00 933.13 07/08/2015 .290000 2,000,000.00 100.038457 SUNGARD 0.00 82289 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 2,000,000.00 2,000,769.14 1,321.11 769.14 82291 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 1,300,000.00 1,300,056.32 570.56 56.32 82292 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 8,500,000.00 8,500,368.22 3,730.56 368.22 04/13/2015 .200000 1,300,000.00 100.004332 SUNGARD 0.00 82287 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 4,300,000.00 4,301,653.66 2,840.39 1,653.66 07/24/2015 .280000 2,250,000.00 100.041473 SUNGARD 0.00 07/08/2015 .290000 4,300,000.00 100.038457 SUNGARD 0.00 07/08/2015 .290000 1,100,000.00 100.038457 SUNGARD 0.00 82288 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 1,100,000.00 1,100,423.03 726.61 423.03 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 17 of 25 82340 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 750,000.00 750,081.64 288.75 81.64 04/28/2015 .220000 800,000.00 100.010886 SUNGARD 0.00 04/28/2015 .220000 750,000.00 100.010886 SUNGARD 0.00 07/24/2015 .340000 25,000,000.00 100.060640 SUNGARD 0.00 82372 YCD ABBEY NATL TREA 00279H4N3 02/03/2015 .340000 25,000,000.00 25,015,160.01 13,458.33 15,160.01 82339 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 800,000.00 800,087.09 308.00 87.09 82337 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 1,000,000.00 1,000,108.86 385.00 108.86 04/28/2015 .220000 500,000.00 100.010886 SUNGARD 0.00 04/28/2015 .220000 1,000,000.00 100.010886 SUNGARD 0.00 04/28/2015 .220000 750,000.00 100.010886 SUNGARD 0.00 82338 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 750,000.00 750,081.64 288.75 81.64 06/30/2015 .230000 30,000,000.00 100.020201 SUNGARD 0.00 82373 NCD BANK OF AMERICA 06052TLS7 02/04/2015 .230000 30,000,000.00 30,006,060.37 10,733.33 6,060.37 82374 YCD SOCIETE GENERAL 83368N4K4 02/04/2015 .240000 30,000,000.00 30,006,818.24 11,200.00 6,818.24 82379 YCD CREDIT AGRICOLE 22533MYB1 02/05/2015 .270000 30,000,000.00 30,009,191.82 12,375.00 9,191.82 06/30/2015 .240000 30,000,000.00 100.022727 SUNGARD 0.00 02/02/2016 .400000 500,000.00 99.999784 SUNGARD -1.08 82328 PW NCD UNION BANK O 62478TEC9 02/02/2015 .400000 500,000.00 499,998.92 322.22 0.00 82329 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 700,000.00 700,076.20 269.50 76.20 82330 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 8,700,000.00 8,700,947.07 3,349.50 947.07 04/28/2015 .220000 700,000.00 100.010886 SUNGARD 0.00 82301 PW NCD BANK OF AMER 06052TLM0 01/12/2015 .200000 1,200,000.00 1,200,051.98 526.67 51.98 82336 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 500,000.00 500,054.43 192.50 54.43 04/13/2015 .200000 1,200,000.00 100.004332 SUNGARD 0.00 07/10/2015 .270000 25,000,000.00 100.033634 SUNGARD 0.00 82325 YCD BNP PARIBAS 05572NXA9 01/30/2015 .270000 25,000,000.00 25,008,408.39 11,437.50 8,408.39 04/28/2015 .220000 8,700,000.00 100.010886 SUNGARD 0.00 82334 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 700,000.00 700,076.20 269.50 76.20 04/28/2015 .220000 3,600,000.00 100.010886 SUNGARD 0.00 04/28/2015 .220000 700,000.00 100.010886 SUNGARD 0.00 04/28/2015 .220000 450,000.00 100.010886 SUNGARD 0.00 82335 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 450,000.00 450,048.99 173.25 48.99 04/28/2015 .220000 1,550,000.00 100.010886 SUNGARD 0.00 82331 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 1,550,000.00 1,550,168.73 596.75 168.73 82332 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 1,200,000.00 1,200,130.63 462.00 130.63 82333 PW YCD BNP PARIBAS 05572NWY8 01/28/2015 .220000 3,600,000.00 3,600,391.89 1,386.00 391.89 04/28/2015 .220000 1,200,000.00 100.010886 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 18 of 25 81269 CORP GENERAL ELEC C 36962GU51 03/08/2013 .451100 10,000,000.00 10,013,600.00 10,400.58 61,150.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 04/24/2015 .140000 3,000,000.00 100.004000 SUNGARD 0.00 82458 YCD SOCIETE GENERAL 83369TRU3 03/25/2015 .260000 25,000,000.00 25,009,237.85 1,263.89 9,237.85 07/30/2015 .260000 25,000,000.00 100.036951 SUNGARD 0.00 82456 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 7,000,000.00 7,000,279.98 190.56 279.98 04/24/2015 .140000 7,000,000.00 100.004000 SUNGARD 0.00 82457 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 3,000,000.00 3,000,119.99 81.67 119.99 08/10/2015 .250000 25,000,000.00 100.036646 SUNGARD 0.00 82467 YCD SOCIETE GENERAL 83369TRZ2 03/30/2015 .250000 25,000,000.00 25,008,398.46 347.22 6,705.34 07/30/2015 .230000 25,001,693.12 100.033594 SUNGARD 0.00 82465 YCD NORDEA BANK FIN 65558LCS9 03/30/2015 .195000 20,000,000.00 20,003,323.10 216.67 3,323.10 08/11/2015 .195000 20,000,000.00 100.016615 SUNGARD 0.00 82466 YCD SOCIETE GENERAL 83369TSA6 03/30/2015 .250000 25,000,000.00 25,009,161.53 347.22 9,161.53 05/01/2015 .160000 2,644,000.00 100.006888 SUNGARD 0.00 82411 HR NCD UNION BANK O 62478TEQ8 03/05/2015 .160000 2,644,000.00 2,644,182.11 317.28 182.11 05/01/2015 .160000 4,680,000.00 100.006888 SUNGARD 0.00 82412 HR NCD UNION BANK O 62478TEQ8 03/05/2015 .160000 4,680,000.00 4,680,322.34 561.60 322.34 05/01/2015 .160000 3,190,000.00 100.006888 SUNGARD 0.00 82406 YCD CREDIT SUISSE 22549VW66 03/03/2015 .290000 25,000,000.00 25,011,463.81 5,840.28 11,463.81 07/01/2015 .270000 30,000,000.00 100.030639 SUNGARD 0.00 82410 HR NCD UNION BANK O 62478TEQ8 03/05/2015 .160000 3,190,000.00 3,190,219.72 382.80 219.72 07/27/2015 .290000 25,000,000.00 100.045855 SUNGARD 0.00 82449 NCD BANK OF AMERICA 06052TMH0 03/24/2015 .240000 25,000,000.00 25,007,558.10 1,333.33 7,558.10 82454 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 1,300,000.00 1,300,052.00 35.39 52.00 04/24/2015 .140000 1,300,000.00 100.004000 SUNGARD 0.00 04/24/2015 .140000 1,300,000.00 100.004000 SUNGARD 0.00 04/24/2015 .140000 4,000,000.00 100.004000 SUNGARD 0.00 82455 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 4,000,000.00 4,000,159.99 108.89 159.99 82453 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 1,300,000.00 1,300,052.00 35.39 52.00 82452 SO YCD BNP PARIBAS 05572NXL5 03/25/2015 .140000 2,100,000.00 2,100,083.99 57.17 83.99 07/30/2015 .240000 25,000,000.00 100.030232 SUNGARD 0.00 04/24/2015 .140000 2,100,000.00 100.004000 SUNGARD 0.00 Subtotal .251580 692,584,000.00 692,772,435.79 366,861.16 182,408.57 .249486 692,590,028.30 100.027208 -1.08 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: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 19 of 25 02/09/2018 1.579059 244,659.45 101.216000 SUNGARD 0.00 81217 CCCCD CORP BERKSHIR 084670BH0 02/11/2013 1.550000 245,000.00 247,979.20 548.53 3,319.75 81242 CCCSIG CORP PEPSICO 713448CE6 02/28/2013 .700000 515,000.00 515,957.90 350.54 1,138.15 81243 CCCCD CORP CATERPLL 14912L5N7 02/28/2013 .700000 100,000.00 100,198.00 68.07 322.00 02/26/2016 .711836 514,819.75 100.186000 SUNGARD 0.00 81054 CCCCD CORP CHEVRON 166764AA8 12/05/2012 1.104000 105,000.00 105,093.45 373.52 93.45 12/05/2017 1.104000 105,000.00 100.089000 SUNGARD 0.00 01/08/2016 1.000000 5,000,000.00 100.404000 SUNGARD 0.00 81198 CORP GENERAL ELECTR 36962G6R0 02/04/2013 1.000000 5,000,000.00 5,020,200.00 11,527.78 20,200.00 81244 CCCCD CORP PEPSICO 713448CE6 02/28/2013 .700000 100,000.00 100,186.00 68.07 221.00 02/26/2016 .741951 99,876.00 100.198000 SUNGARD 0.00 02/26/2016 .711836 99,965.00 100.186000 SUNGARD 0.00 05/03/2018 1.076001 174,354.25 99.417000 SUNGARD -374.50 81413 CCCCD CORP APPLE IN 037833AJ9 05/03/2013 1.000000 175,000.00 173,979.75 719.44 0.00 10/25/2015 .937036 5,099,100.00 100.622000 SUNGARD -68,000.00 80448 CORP WALMART STORES 931142CX9 03/23/2012 1.500000 5,000,000.00 5,031,100.00 32,500.00 0.00 02/15/2017 1.203989 239,140.80 100.732000 SUNGARD 0.00 80654 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 240,000.00 241,756.80 345.00 2,616.00 02/15/2017 1.165961 134,748.90 100.732000 SUNGARD 0.00 80653 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 135,000.00 135,988.20 194.06 1,239.30 Inv Type: 75 CORPORATE NOTES 82130 CCCSIG YCD TORONTO 89112UXV8 09/29/2014 .900000 2,025,000.00 2,025,000.00 9,315.00 0.00 09/29/2016 .900000 2,025,000.00 100.000000 BOOK 0.00 .900000 2,025,000.00 100.000000 0.00 Subtotal .900000 2,025,000.00 2,025,000.00 9,315.00 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM 01/08/2016 .929365 9,952,450.00 100.136000 SUNGARD 0.00 81655 CCCSIG CORP GECC FL 36962G7A6 07/12/2013 .902100 2,700,000.00 2,718,063.00 5,345.00 18,063.00 81794 CCCSIG CORP BERKSHI 084664CA7 01/10/2014 .402100 500,000.00 500,085.00 441.19 85.00 07/12/2016 .902100 2,700,000.00 100.669000 SUNGARD 0.00 01/10/2017 .402100 500,000.00 100.017000 SUNGARD 0.00 Subtotal .541821 13,200,000.00 13,231,748.00 16,186.77 79,298.00 .903724 13,152,450.00 100.240515 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 28 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 20 of 25 81991 CCCSIG CORP APPLE I 037833AM2 05/06/2014 1.050000 1,500,000.00 1,507,440.00 6,387.50 8,235.00 05/22/2017 1.200940 991,068.00 101.559000 SUNGARD -867.75 05/05/2017 1.068012 1,499,205.00 100.496000 SUNGARD 0.00 09/08/2017 1.433868 809,198.10 100.442000 SUNGARD 0.00 82116 CCCSIG CORP WELLS F 94974BGB0 09/09/2014 1.400000 810,000.00 813,580.20 724.50 4,382.10 81956 CCCSIG CORP TOYOTA 89233P6D3 04/28/2014 1.750000 975,000.00 990,200.25 6,114.06 0.00 81899 CORP WELLS FARGO &94974BFG0 04/07/2014 1.500000 5,000,000.00 5,023,950.00 15,625.00 64,050.00 12/15/2017 1.510075 5,179,629.78 100.504000 SUNGARD 0.00 01/16/2018 1.720116 4,959,900.00 100.479000 SUNGARD 0.00 04/21/2017 1.005095 369,944.50 100.447000 SUNGARD 0.00 81948 CCCSIG CORP WAL-MAR 931142DN0 04/22/2014 1.000000 370,000.00 371,653.90 1,644.44 1,709.40 11/15/2017 1.345000 350,000.00 100.815000 SUNGARD 0.00 82197 CCCSIG CORP CHEVRON 166764AL4 11/18/2014 1.345000 350,000.00 352,852.50 1,739.16 2,852.50 82203 CCCSIG CORP JOHNSON 478160BL7 11/21/2014 1.125000 1,130,000.00 1,136,147.20 4,590.63 7,039.90 82258 CORP CHEVRON CORP 166764AA8 12/15/2014 1.104000 10,000,000.00 10,008,900.00 35,573.34 51,390.00 11/21/2017 1.151867 1,129,107.30 100.544000 SUNGARD 0.00 05/17/2016 .813862 589,890.91 100.324000 SUNGARD 0.00 81445 CCCSIG CORP TOYOTA 89236TAL9 05/17/2013 .800000 590,000.00 591,911.60 1,756.89 2,020.69 81472 CCCSIG CORP PFIZER 717081DD2 06/03/2013 .900000 1,800,000.00 1,804,176.00 3,420.00 7,056.00 81501 CORP GENERAL ELECTR 36962G6R0 06/18/2013 1.000000 5,000,000.00 5,020,200.00 11,527.78 23,850.00 01/15/2017 .945019 1,797,120.00 100.232000 SUNGARD 0.00 81432 CORP JP MORGAN CHAS 46623EJW0 05/07/2013 .800000 10,000,000.00 10,001,000.00 35,111.11 0.00 81813 CORP INTEL STRUCTUR 458140AL4 01/27/2014 1.350000 5,211,000.00 5,237,263.44 20,713.74 57,633.66 04/23/2015 .759826 10,007,800.00 100.010000 SUNGARD -6,800.00 05/17/2016 .813862 189,922.10 100.324000 SUNGARD 0.00 81444 CCCCD CORP TOYOTA M 89236TAL9 05/17/2013 .800000 190,000.00 190,615.60 565.78 693.50 01/08/2016 1.028965 4,996,350.00 100.404000 SUNGARD 0.00 81703 CORP TOYOTA MTR CRD 89233P6S0 11/15/2013 1.250000 5,000,000.00 5,014,850.00 30,555.56 70,350.00 08/15/2016 1.018105 354,325.50 100.447000 SUNGARD 0.00 10/05/2017 1.545080 4,944,500.00 100.297000 SUNGARD 0.00 12/06/2018 1.750063 6,368,460.84 101.390000 SUNGARD 0.00 81789 CORP MICROSOFT CORP 594918AV6 01/10/2014 1.625000 6,406,000.00 6,495,043.40 33,253.37 126,582.56 07/20/2016 1.283025 1,168,876.80 100.551000 SUNGARD 0.00 81542 CCCSIG CORP WELLS F 94974BFL9 07/29/2013 1.250000 1,170,000.00 1,176,446.70 2,884.38 7,569.90 81577 CCCSIG CORP BERKSHI 084664BX8 08/15/2013 .950000 985,000.00 989,402.95 1,195.68 4,925.00 81650 CCCSIG CORP BERKSHI 084664BX8 10/15/2013 .950000 355,000.00 356,586.85 430.93 2,261.35 08/15/2016 .967967 984,477.95 100.447000 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 29 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 21 of 25 82368 CCCCD CORP JOHN DEE 24422ERF8 01/23/2015 1.850000 1,950,000.00 1,982,136.00 1,603.33 0.00 07/22/2016 .490189 2,002,736.17 101.817000 SUNGARD -7,016.80 09/15/2016 .616979 1,989,273.00 101.648000 SUNGARD -7,137.00 05/18/2016 .435141 1,999,440.34 100.140000 SUNGARD -4,139.20 82369 CCCCD CORP MERCK &58933YAD7 01/23/2015 .700000 1,990,000.00 1,992,786.00 5,146.36 0.00 82367 CCCCD CORP IBM CORP 459200GX3 01/23/2015 1.950000 1,960,000.00 1,995,613.20 7,325.50 0.00 82365 CCCCD CORP EI DU PO 263534CD9 01/23/2015 1.950000 1,975,000.00 1,998,008.75 8,130.41 0.00 01/15/2016 .489343 2,003,960.08 101.165000 SUNGARD -5,095.50 07/20/2016 .787164 1,998,804.02 100.551000 SUNGARD -2,659.90 82366 CCCCD CORP WELLS FA 94974BFL9 01/23/2015 1.250000 1,985,000.00 1,995,937.35 4,893.58 0.00 02/06/2018 1.228864 1,874,266.00 99.753000 SUNGARD 0.00 09/19/2016 .840060 1,966,245.75 102.811000 SUNGARD -7,696.20 82370 CCCCD CORP AMERICAN 0258M0DC0 01/23/2015 2.800000 1,905,000.00 1,958,549.55 1,777.99 0.00 82371 CCCCD CORP US BANK 90331HMC4 01/23/2015 1.100000 1,980,000.00 1,986,177.60 3,690.50 0.00 82375 CCCSIG CORP IBM COR 459200HZ7 02/06/2015 1.125000 1,880,000.00 1,875,356.40 3,231.25 1,090.40 01/30/2017 .828281 1,990,751.40 100.312000 SUNGARD -4,573.80 82347 CCCCD CORP GECC 36962G6R0 01/23/2015 1.000000 1,590,000.00 1,596,423.60 3,665.83 0.00 05/18/2016 .435141 1,597,542.78 100.140000 SUNGARD -3,307.20 01/08/2016 .475357 1,598,628.40 100.404000 SUNGARD -1,542.30 09/15/2016 .616979 1,591,418.40 101.648000 SUNGARD -5,709.60 82348 CCCCD CORP JOHN DEE 24422ERF8 01/23/2015 1.850000 1,560,000.00 1,585,708.80 1,282.67 0.00 12/05/2017 1.250044 9,960,576.67 100.089000 SUNGARD 0.00 01/08/2016 .475357 2,000,799.07 100.404000 SUNGARD -1,930.30 82290 CCCSIG CORP TOYOTA 89236TCA1 01/12/2015 1.450000 220,000.00 221,408.00 700.03 1,709.40 82346 CCCCD CORP MERCK &58933YAD7 01/23/2015 .700000 1,590,000.00 1,592,226.00 4,111.91 0.00 01/12/2018 1.496870 219,698.60 100.640000 SUNGARD 0.00 82349 CCCCD CORP IBM CORP 459200GX3 01/23/2015 1.950000 1,565,000.00 1,593,436.05 5,849.19 0.00 07/20/2016 .787164 1,601,057.13 100.551000 SUNGARD -2,130.60 82352 CCCCD CORP WELLS FA 94974BFL9 01/23/2015 1.250000 1,590,000.00 1,598,760.90 3,919.80 0.00 82353 CCCCD CORP US BANK 90331HMC4 01/23/2015 1.100000 1,585,000.00 1,589,945.20 2,954.26 0.00 82364 CCCCD CORP GE CAPIT 36962G6R0 01/23/2015 1.000000 1,990,000.00 1,998,039.60 4,588.06 0.00 01/30/2017 .828281 1,593,606.55 100.312000 SUNGARD -3,661.35 82350 CCCCD CORP EI DU PO 263534CD9 01/23/2015 1.950000 1,580,000.00 1,598,407.00 6,504.34 0.00 07/22/2016 .490189 1,599,123.52 101.817000 SUNGARD -5,602.70 01/15/2016 .489343 1,603,168.07 101.165000 SUNGARD -4,076.40 09/19/2016 .840060 1,574,028.75 102.811000 SUNGARD -6,161.00 82351 CCCCD CORP AMERICAN 0258M0DC0 01/23/2015 2.800000 1,525,000.00 1,567,867.75 1,423.33 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 30 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 22 of 25 06/10/2016 .458028 2,448,520.20 99.939600 BOOK 0.00 82011 CCCSIG YCD BK NOVA 06417HMU7 06/13/2014 .417600 2,450,000.00 2,448,520.20 625.24 0.00 82010 CCCSIG YCD NORDEA B 65558ET57 06/13/2014 .420600 1,950,000.00 1,950,000.00 432.89 0.00 06/13/2016 .420600 1,950,000.00 100.000000 BOOK 0.00 .441435 4,398,520.20 99.966368 0.00 Subtotal .418930 4,400,000.00 4,398,520.20 1,058.13 0.00 Inv Type: 80 YCD / NCD QTR FLTR 05/06/2016 .716250 2,000,000.00 100.000000 BOOK 0.00 81996 CCCSIG YCD RABOBANK 21684BPV0 05/13/2014 .716250 2,000,000.00 2,000,000.00 5,769.79 0.00 09/11/2017 1.430018 1,996,780.00 99.839000 BOOK 0.00 82118 CCCSIG NCD US BANK 90333VPF1 09/11/2014 1.375000 2,000,000.00 1,996,780.00 1,527.78 0.00 1.072846 3,996,780.00 99.919500 0.00 Subtotal 1.045360 4,000,000.00 3,996,780.00 7,297.57 0.00 Inv Type: 79 YCD/NCD 30/360 03/02/2018 1.365000 1,065,000.00 100.487000 SUNGARD 0.00 82404 CCCSIG CORP CHEVRON 166764AV2 03/03/2015 1.365000 1,065,000.00 1,070,186.55 1,130.68 5,186.55 03/06/2018 1.305000 1,565,000.00 100.576000 SUNGARD 0.00 82416 CCCSIG CORP EXXON M 30231GAL6 03/06/2015 1.305000 1,565,000.00 1,574,014.40 1,418.28 9,014.40 02/06/2018 1.274939 4,978,881.25 99.753000 SUNGARD 0.00 82386 CORP IBM CORP 459200HZ7 02/11/2015 1.125000 5,000,000.00 4,987,650.00 8,593.75 9,550.00 82376 CCCCD CORP IBM CORP 459200HZ7 02/06/2015 1.125000 160,000.00 159,604.80 275.00 92.80 02/06/2018 1.228864 159,512.00 99.753000 SUNGARD 0.00 03/02/2018 1.372881 9,999,975.00 100.487000 SUNGARD 0.00 82420 CCCCD CORP AMERICAN 02665WAT8 03/13/2015 1.500000 130,000.00 130,731.90 97.50 906.10 03/13/2018 1.545883 129,825.80 100.563000 SUNGARD 0.00 82417 CCCCD CORP EXXON MO 30231GAL6 03/06/2015 1.305000 125,000.00 125,720.00 113.28 720.00 03/06/2018 1.305000 125,000.00 100.576000 SUNGARD 0.00 82418 CORP CHEVRON CORP 166764AV2 03/09/2015 1.365000 10,000,000.00 10,048,700.00 10,616.67 51,000.00 1.088470 117,189,759.68 100.561105 -148,482.10 Subtotal 1.293565 116,922,000.00 117,578,055.29 353,552.36 551,020.86 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 31 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 23 of 25 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 17.35 0.00 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 17.35 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 04/01/2015 .000000 28,092.20 100.000000 BOOK 0.00 81524 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 537,226.12 537,226.12 0.00 0.00 04/01/2015 .000000 537,226.12 100.000000 BOOK 0.00 81525 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 28,092.20 28,092.20 0.00 0.00 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 Grand Total Count 361 .491347 2,191,202,511.23 2,194,134,338.74 2,271,704.89 2,202,371.04 .438458 2,193,362,289.32 100.133800 -1,721,591.12 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 32 Note: Grand Total does not include Retirement investments, if any. Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 24 of 25 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 % MBS/ABS 2,090.00 2,094.02 2,093.55 99.98 %0.00 0.86 % CORPORATE NOTES 130,122.00 130,342.21 130,809.80 100.36 %481.84 1.07 % NCD/YCD 703,009.00 703,010.33 703,192.74 100.03 %182.41 0.26 % COMMERCIAL PAPER 801,140.00 800,331.40 800,800.72 100.06 %84.65 0.25 % MUNICIPALS 7,225.00 7,456.85 7,456.85 100.00 %0.00 1.19 % U.S. AGENCIES 522,037.86 524,513.61 524,092.02 99.92 %-343.16 0.78 % U.S. TREASURIES 25,010.00 25,045.21 25,120.01 100.30 %75.04 0.82 % Totals(000's)2,191,202.51 2,193,362.29 2,194,134.34 100.04 %480.78 0.44 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Asset Allocation Page 33 Inventory by Market Value Contra Costa County As Of Date: 03/31/2015 Run: 05/07/2015 01:04:55 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 25 of 25 Page 34 Page 35 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF MARCH 31, 2015 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 946,331.16 946,694.29 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 11,811,694.04 11,816,226.52 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 8,118,627.04 8,121,742.38 BYRON UNION SCHOOL DISTRICT 75-07-017 165,115.60 165,178.96 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 191,960.39 192,034.05 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 31,000,000.00 31,011,895.57 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 614,251.58 614,487.29 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,019,186.40 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,278,892.07 1,279,382.82 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,226,353.87 2,227,208.18 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,041,480.17 2,042,263.54 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,414.08 72,441.87 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,006,877.16 1,007,263.53 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 2,390.22 2,391.14 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 3,970,287.37 3,971,810.88 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 995,802.88 996,185.00 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 5,821,222.59 5,823,456.36 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 7,307,055.92 7,309,859.84 MORAGA ORINDA FIRE DISTRICT 17-07-003 23,977.70 23,986.90 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,605,038.15 14,610,642.51 MT VIEW SANITARY DISTRICT 70-07-008 8,830,623.77 8,834,012.33 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,621.03 246,715.67 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,389,223.56 7,392,059.01 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 13,809,631.11 13,814,930.25 RECLAMATION DISTRICT 800 60-07-003 4,927,761.62 4,929,652.54 REDEVELOPMENT AGENCY 65-07-015 6,967.63 6,970.30 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 105,585.53 105,626.05 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 238,964.97 239,056.67 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 9,970,272.19 9,974,098.06 TOTAL 187,725,423.40 187,797,458.90 Page 36 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 (Q1 Y2015)01/01/2015 - 03/31/2015Dated: 04/03/2015Locked DownPage 37 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))10Trading Activity (WC-Contra Costa County (19529))14Transaction Detail (WC-Contra Costa County (19529))19MMF Transaction Detail (WC-Contra Costa County (19529))24Roll Forward (WC-Contra Costa County (19529))29Shock Analysis (WC-Contra Costa County (19529))33Table of ContentsDated: 04/03/2015Page 38 Cash and Fixed Income SummaryRisk MetricValueCash-1,769,909.94MMFund2,121,663.53Fixed Income43,970,554.12Duration0.712Convexity0.00WAL0.895Years to Final Maturity1.15Years to Effective Maturity0.797Yield0.459Book Yield0.501Avg Credit RatingAA+/Aa1/AA+Balance SheetBook Value + Accrued44,314,631.84Net Unrealized Gain/Loss7,675.87Market Value + Accrued44,322,307.71Issuer ConcentrationIssuer Concentration% of Base MarketValue + AccruedGovernment of the United States13.684%Federal Home Loan Mortgage Corp11.301%Federal Farm Credit Banks Funding Corporation9.488%Federal Home Loan Banks Office of Finance7.953%Wells Fargo Funds Trust4.787%Federal National Mortgage Association, Inc.2.293%The Boeing Company1.798%Caterpillar Inc.1.786%Orange, County of1.784%Ohio, State of1.779%Other43.348%---100.00%Asset ClassMarket SectorSecurity TypeRisk SummaryWC-Contra Costa County (19529)01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20151Page 39 Credit Duration Heat MapRating0 - 1 1 - 2 2 - 3 3 - 4 4 - 5 5 - 7 7 - 10 10 - 15 15 - 30AAA 46.563% 12.318% 0.00% 0.00% 1.129% 0.00% 0.00% 0.00% 0.00%AA16.529% 6.931% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%A12.665% 3.864% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BBB0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%BB0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%B0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CCC0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%CC0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%C0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%NA0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%Time To MaturityCredit RatingDurationRisk SummaryWC-Contra Costa County (19529)01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20152Page 40 MMF Asset AllocationIndustry SectorIndustry GroupIndustry SubgroupCurrencyCountryRisk SummaryWC-Contra Costa County (19529)01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20153Page 41 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 Date03/01/201503/31/20150.052%0.003%0.048%Quarter to Date01/01/201503/31/20150.173%0.047%0.126%Year to Date01/01/201503/31/20150.173%0.047%0.126%Prior Month02/01/201502/28/20150.006%0.012%-0.006%Prior Quarter10/01/201412/31/20140.081%0.013%0.068%Prior Year01/01/201412/31/20140.319%0.12%0.199%Trailing Month03/01/201503/31/20150.052%0.003%0.048%Trailing Quarter01/01/201503/31/20150.173%0.047%0.126%Trailing Year04/01/201403/31/20150.379%0.123%0.256%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill---11/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Gross of FeesWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/20154Page 42 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 Date03/01/201503/31/20150.042%0.003%0.039%Quarter to Date01/01/201503/31/20150.144%0.047%0.097%Year to Date01/01/201503/31/20150.144%0.047%0.097%Prior Month02/01/201502/28/2015-0.003%0.012%-0.015%Prior Quarter10/01/201412/31/20140.052%0.013%0.039%Prior Year01/01/201412/31/20140.203%0.12%0.083%Trailing Month03/01/201503/31/20150.042%0.003%0.039%Trailing Quarter01/01/201503/31/20150.144%0.047%0.097%Trailing Year04/01/201403/31/20150.263%0.123%0.14%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill---11/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Net of FeesWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/20155Page 43 Balance SheetWC-Contra Costa CountyAs of:12/31/201403/31/2015Book Value44,208,529.6844,201,511.45Accrued Balance135,271.84113,120.39Book Value + Accrued44,343,801.5344,314,631.84Net Unrealized Gain/Loss-17,563.647,675.87Market Value + Accrued44,326,237.8944,322,307.71Income StatementWC-Contra Costa CountyBegin DateEnd Date01/01/201503/31/2015Net Amortization/Accretion Income-67,877.83Interest Income119,108.94Dividend Income0.00Misc Income0.00Income Subtotal119,108.94Net Realized Gain/Loss0.02Impairment Loss0.00Net Gain/Loss0.02Expense-12,534.06Net Income38,697.07Transfers In/Out-67,866.74Change in Unrealized Gain/Loss25,239.50Statement of Cash FlowsWC-Contra Costa CountyBegin DateEnd Date01/01/201503/31/2015Net Income38,697.07Amortization/Accretion on MS67,877.83Change in Accrued on MS46,117.45Net Gain/Loss on MS-0.02Change in Unrealized G/L on CE0.00Subtotal113,995.26Purchases of MS-13,048,589.67Purchased Accrued of MS-25,653.50Sales of MS2,229,501.29Sold Accrued of MS1,687.50Maturities of MS10,570,000.00Net Purchases/Sales-273,054.38Transfers of Cash & CE-67,866.74Total Change in Cash & CE-188,228.79Beginning Cash & CE539,982.39Ending Cash & CE351,753.59GAAP FinancialsWC-Contra Costa County (19529)01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20156Page 44 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 09/01/20150.000.000.00138.25 0.00138.25 12/23/20140258M0DA4750,000.00 AMER EXPRESS CREDIT CO2.75 09/15/2015 09/15/20150.000.00-4,150.795,156.25 0.001,005.46 06/30/201402666QK690.00 AMERICAN HONDA FINANCE1.45 02/27/2015 02/27/20150.000.00-928.261,578.89 0.00650.63 06/06/201303255LGX1750,000.00 ANAHEIM FING AUTH-B1.00 05/01/2016 05/01/20160.000.000.001,875.00 0.001,875.00 11/14/201406050TLU4500,000.00 BANK OF AMERICA NA0.727 02/14/2017 02/14/20170.000.000.00893.27 0.00893.27 02/14/201406406HBN80.00 BANK OF NEW YORK MELLON3.10 01/15/2015 01/15/20150.000.00-724.46904.17 0.00179.71 07/26/201306406HBX6750,000.00 BANK OF NEW YORK MELLON2.30 07/28/2016 07/28/20160.000.00-2,369.133,354.17 0.00985.04 01/21/201505531FAG8750,000.00 BB&T CORPORATION3.20 03/15/2016 02/16/20160.000.000.000.00 0.000.00 04/06/2015084664CD1750,000.00 BERKSHIRE HATHAWAY FIN0.553 01/12/2018 01/12/20180.000.000.00876.06 0.00876.06 01/15/201505578XAB40.00 BMWOT 2013-A A20.41 02/25/2016 03/25/20150.000.000.3534.37 0.0034.71 11/06/201305578XAB40.00 BMWOT 2013-A A20.41 02/25/2016 03/25/20150.000.010.084.36 0.004.45 11/06/2013097023BC8750,000.00 BOEING CO3.75 11/20/2016 11/20/20160.000.00-3,830.995,078.12 0.001,247.14 01/26/201513063BN650.00 CALIFORNIA ST-TXBL0.85 02/01/2015 02/01/20150.000.000.00531.25 0.00531.25 09/11/2013CCYUSD0.46 Cash0.00 03/31/2015 03/31/2015-67,866.740.000.000.00 -12,534.06-12,534.06 ---14912L4X6775,000.00 CATERPILLAR FINANCIAL SE2.05 08/01/2016 08/01/20160.000.00-2,668.273,971.88 0.001,303.61 11/04/2014161571FY5750,000.00 CHAIT 2013-A4 A40.274 05/15/2017 04/18/20150.000.000.00503.78 0.00503.78 05/23/201322546QAE70.00 CREDIT SUISSE NEW YORK3.50 03/23/2015 03/23/20150.000.00-1,480.001,993.06 0.00513.06 08/20/20133136FPET01,000,000.00 FANNIE MAE2.00 03/10/2016 03/10/20160.000.00-273.60277.78 0.004.18 03/26/20153135G0TR40.00 FANNIE MAE0.65 01/15/2016 01/15/20160.000.000.000.00 0.000.00 04/11/20143135G0TR40.00 FANNIE MAE0.65 01/15/2016 01/15/20160.000.00-157.06252.78 0.0095.72 04/11/2014313384SS91,000,000.00 FED HOME LN DISCOUNT NT0.00 02/05/2016 02/05/20160.000.00375.000.00 0.00375.00 02/06/20153133EDGC01,000,000.00 FEDERAL FARM CREDIT BANK0.25 11/04/2015 11/04/20150.000.00323.39625.00 0.00948.39 03/24/20143133EDXG21,000,000.00 FEDERAL FARM CREDIT BANK0.67 10/14/2016 10/14/20150.000.00-253.521,675.00 0.001,421.48 10/24/20143133EDQW51,000,000.00 FEDERAL FARM CREDIT BANK0.29 01/21/2016 01/21/20160.000.00171.75563.89 0.00735.64 08/01/20143133EDQW50.00 FEDERAL FARM CREDIT BANK0.29 01/21/2016 01/21/20160.000.0049.07161.11 0.00210.18 08/01/20143133ECHB30.00 FEDERAL FARM CREDIT BANK0.45 03/07/2016 03/07/20160.000.000.00262.50 0.00262.50 05/07/20143133EDGM8200,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 04/08/20150.000.0019.4538.89 0.0058.34 03/24/20143133EDGM80.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 04/08/20150.000.0063.90136.11 0.00200.01 03/24/20143133EDGM81,000,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 04/08/20150.000.0051.99194.44 0.00246.44 03/14/20143133EDGM80.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 04/08/20150.000.00170.84680.56 0.00851.39 03/14/2014313373SZ61,000,000.00 FEDERAL HOME LOAN BANK2.125 06/10/2016 06/10/20160.000.00-3,973.995,312.50 0.001,338.51 07/16/20143130A3XU31,000,000.00 FEDERAL HOME LOAN BANK0.25 01/22/2016 01/22/20160.000.0023.11444.44 0.00467.55 01/27/20153130A4KE1500,000.00 FEDERAL HOME LOAN BANK0.33 04/01/2016 04/01/20160.000.000.000.00 0.000.00 04/01/201531679KAB6613,429.63 FITAT 2014-2 A2A0.45 04/17/2017 09/08/20150.000.0121.14784.93 0.00806.07 06/11/20143134G36G00.00 FREDDIE MAC0.35 03/18/2015 03/18/20150.000.00-223.82748.61 0.00524.79 12/18/20133137EADD81,000,000.00 FREDDIE MAC0.50 04/17/2015 04/17/20150.000.00-562.991,250.00 0.00687.01 01/10/20143128X33E10.00 FREDDIE MAC5.05 01/26/2015 01/26/20150.000.00-1,640.681,753.47 0.00112.80 03/21/20143134G54C61,000,000.00 FREDDIE MAC0.50 05/20/2016 05/20/20150.000.00-308.221,250.00 0.00941.78 05/20/20143134G53J21,000,000.00 FREDDIE MAC0.55 05/20/2016 05/20/20150.000.000.001,375.00 0.001,375.00 08/07/20143134G4TH11,000,000.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-18.30750.00 0.00731.70 01/13/20143134G4XC71,000,000.00 FREDDIE MAC0.67 09/19/2016 06/19/20150.000.002.72260.55 0.00263.27 03/17/20153134G4DE50.00 FREDDIE MAC0.31 01/09/2015 01/09/20150.000.000.00103.33 0.00103.33 07/09/201336164EAB1400,000.00 GEET 2015-1 A20.89 11/24/2017 05/01/20160.000.001.91267.00 0.00268.91 03/04/201536962G6Q2750,000.00 GENERAL ELEC CAP CORP0.851 01/08/2016 01/08/20160.000.00-380.791,471.70 0.001,090.91 09/23/201336962G6Q20.00 GENERAL ELEC CAP CORP0.851 01/08/2016 01/08/20160.000.00-32.11121.42 0.0089.31 09/23/201343814EAB10.00 HAROT 2013-2 A20.37 10/16/2015 01/16/20150.00-0.000.000.37 0.000.38 04/24/201343814GAB6162,120.30 HAROT 2014-2 A20.39 09/19/2016 07/15/20150.000.003.74183.62 0.00187.35 05/21/201443814KAB7335,000.00 HAROT 2015-1 A20.70 06/15/2017 02/17/20160.000.001.95410.38 0.00412.33 01/28/20154197915E4750,000.00 HAWAII-TXBL-REF-ES0.731 08/01/2016 08/01/20160.000.000.001,370.62 0.001,370.62 11/25/201441284AAB4213,488.67 HDMOT 2014-1 A2A0.49 04/15/2018 10/09/20150.00-0.003.87294.20 0.00298.07 04/16/201441284BAB2500,000.00 HDMOT 2015-1 A2A0.80 01/15/2019 04/15/20170.000.000.32700.00 0.00700.31 01/28/2015Income DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20157Page 45 IdentifierBase Current Units DescriptionCoupon Final Maturity EffectiveMaturityTransfers In/Out Net RealizedGain/LossNet Amortization/Accretion IncomeInterest/DividendIncomeBaseExpenseBase Net Income Settle Date40428HPG10.00 HSBC USA INC2.375 02/13/2015 02/13/20150.000.00-1,351.171,939.58 0.00588.42 08/20/2013459200HD6750,000.00 IBM CORP0.75 05/11/2015 05/11/20150.000.00-455.821,406.25 0.00950.43 06/14/201347787VAB7457,801.92 JDOT 2014-A A20.45 09/15/2016 07/18/20150.00-0.017.70634.01 0.00641.70 04/09/201424422ESA80.00 JOHN DEERE CAPITAL CORP0.30 01/12/2015 01/12/20150.000.000.0060.50 0.0060.50 03/11/201346625HHW3750,000.00 JPMORGAN CHASE & CO2.60 01/15/2016 01/15/20160.000.00-2,486.073,791.67 0.001,305.59 01/21/201554438CQZ8750,000.00 LOS ANGELES CCD-H-TXL0.297 08/01/2015 08/01/20150.000.000.00513.56 0.00513.56 01/08/20155446462Q4400,000.00 LOS ANGELES SD-L-TXBL0.486 01/01/2016 01/01/20160.000.000.00486.00 0.00486.00 08/19/20145446462Q40.00 LOS ANGELES SD-L-TXBL0.486 01/01/2016 01/01/20160.000.000.000.00 0.000.00 08/19/201458768EAC3488,246.82 MBALT 2014-A A2A0.48 06/15/2016 06/22/20150.00-0.005.00709.23 0.00714.22 04/09/201459217GAM10.00 MET LIFE GLOB FUNDING I2.00 01/09/2015 01/09/20150.000.00-181.33271.11 0.0089.78 05/21/2013605581FW2300,000.00 MISSISSIPPI ST-B-TXBL0.64 10/01/2016 10/01/20160.000.000.00229.33 0.00229.33 02/18/201555292LAB00.00 MTBAT 2013-1A A20.66 02/16/2016 02/15/20150.000.010.1021.57 0.0021.67 09/19/201365477WAB2750,000.00 NAROT 2014-B A20.60 06/15/2017 12/19/20150.000.005.801,125.00 0.001,130.80 12/10/201464952WBE20.00 NEW YORK LIFE GLOBAL FDG1.30 01/12/2015 01/12/20150.000.00-81.50198.61 0.00117.11 07/11/2013677520FR4750,000.00 OH ST-TXB-DEV ASST-A5.39 10/01/2015 10/01/20150.000.00-9,271.8110,106.25 0.00834.44 07/11/201468428LDH40.00 ORANGE CNTY -TXBL-A0.68 02/01/2016 02/01/20160.000.000.00166.60 0.00166.60 01/13/201568428LDH4490,000.00 ORANGE CNTY -TXBL-A0.68 02/01/2016 02/01/20160.000.000.00555.33 0.00555.33 01/13/201568428LDH4300,000.00 ORANGE CNTY -TXBL-A0.68 02/01/2016 02/01/20160.000.000.00192.67 0.00192.67 02/27/201569371RK96500,000.00 PACCAR FINANCIAL CORP0.70 11/16/2015 11/16/20150.000.000.000.00 0.000.00 04/02/201569371RK96205,000.00 PACCAR FINANCIAL CORP0.70 11/16/2015 11/16/20150.000.00-122.06358.75 0.00236.69 12/23/2014CCYUSD-1,769,976.24 Payable0.00 03/31/2015 03/31/20150.000.000.000.00 0.000.00 ---70659PAE1750,000.00 PENAR 2013-1A A10.567 11/18/2017 11/17/20150.000.000.001,049.42 0.001,049.42 11/21/201369349LAL2750,000.00 PNC BANK NA0.573 04/29/2016 04/29/20160.000.00-230.811,061.96 0.00831.15 11/25/201474005PAR50.00 PRAXAIR INC4.625 03/30/2015 03/30/20150.000.00-6,424.007,432.12 0.001,008.12 08/22/201374153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.527 08/19/2015 08/19/20150.000.00-130.23384.88 0.00254.65 01/30/201474153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.527 08/19/2015 08/19/20150.000.000.00481.10 0.00481.10 08/23/201374256LAC3250,000.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-347.07625.00 0.00277.93 06/30/201474254PYF3500,000.00 PRINCIPAL LIFE INC FDG5.55 04/27/2015 04/27/20150.000.00-6,183.406,937.50 0.00754.10 11/22/2013CCYUSD65.84 Receivable0.00 03/31/2015 03/31/20150.000.000.000.00 0.000.00 ---762494QV7250,000.00 RIALTO USD-TXBL1.258 02/01/2017 02/01/20170.000.000.0043.68 0.0043.68 03/26/201576912TJC8125,000.00 RIVERSIDE PUB FIN-REF1.00 09/01/2016 09/01/20160.000.006.0717.36 0.0023.43 03/26/2015857477AH6300,000.00 STATE STREET CORP2.875 03/07/2016 03/07/20160.000.00-457.88551.04 0.0093.16 03/03/2015857477AH6285,000.00 STATE STREET CORP2.875 03/07/2016 03/07/20160.000.00-157.93182.08 0.0024.15 03/23/2015857477AH60.00 STATE STREET CORP2.875 03/07/2016 03/07/20160.000.00-95.39119.79 0.0024.40 03/03/201589236VAB619,671.51 TAOT 2013-B A20.48 02/15/2016 04/15/20150.000.010.6230.42 0.0031.05 09/18/201389236VAB60.00 TAOT 2013-B A20.48 02/15/2016 04/15/20150.00-0.001.0276.74 0.0077.75 09/18/201389236WAB4600,000.00 TAOT 2015-A A20.71 07/17/2017 03/02/20160.000.000.30319.50 0.00319.80 03/04/201589233P4B9750,000.00 TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 06/17/20150.000.00-5,269.746,000.00 0.00730.26 07/10/201491412GUT0250,000.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00396.25 0.00396.25 04/10/201490331HMR1300,000.00 US BANK NA CINCINNATI0.556 01/26/2018 12/26/20170.000.000.00296.59 0.00296.59 01/27/2015912828WQ91,000,000.00 US TREASURY N/B0.50 06/30/2016 06/30/20160.000.00-101.131,243.09 0.001,141.96 07/01/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-2,728.463,314.92 0.00586.46 12/31/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-2,753.593,314.92 0.00561.33 07/31/2014912828PS30.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-1,376.791,630.43 0.00253.64 07/31/2014912828PS30.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-1,364.231,630.43 0.00266.21 12/31/2014912828RF91,000,000.00 US TREASURY N/B1.00 08/31/2016 08/31/20160.000.00-1,390.512,471.78 0.001,081.27 10/31/2014912828UP30.00 US TREASURY N/B0.25 02/28/2015 02/28/20150.000.0024.40400.55 0.00424.96 08/20/2013912828B820.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00304.70407.35 0.00712.04 03/20/2014912828B821,000,000.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00160.10210.60 0.00370.69 03/20/2014912828QX11,000,000.00 US TREASURY N/B1.50 07/31/2016 07/31/20160.000.00-2,615.893,709.01 0.001,093.12 11/06/201490290KAB1287,101.72 USAOT 2014-1 A20.38 10/17/2016 06/06/20150.000.004.52362.55 0.00367.07 02/28/2014Income DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20158Page 46 * 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 Date92867GAC797,003.91 VALET 2012-1 A30.85 08/22/2016 06/04/20150.000.01-128.95295.71 0.00166.77 10/08/2013928668AD4500,000.00 VOLKSWAGEN GROUP AMERICA0.482 05/23/2016 05/23/20160.000.000.00578.41 0.00578.41 05/23/20149499173972,121,663.53 WFA HERITAGE MONEY MARK-I0.03 03/31/2015 03/31/20150.000.000.00154.65 0.00154.65 ------43,980,618.07 ------ 05/24/2016 01/16/2016-67,866.740.02-67,877.83119,108.94 -12,534.0638,697.07 ---Income DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/20159Page 47 CESTIdentifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued949917397 WFA HERITAGE MONEY MARK-I2,121,663.53 CashAAA 0.03 03/31/201503/31/20150.000.002,121,663.532,121,663.530.00 1.000.002,121,663.532,121,663.53CCYUSD Payable-1,769,976.24 CashAAA 0.00 03/31/201503/31/20150.000.00-1,769,976.24-1,769,976.240.00 1.000.00 -1,769,976.24 -1,769,976.24CCYUSD Receivable65.84 CashAAA 0.00 03/31/201503/31/20150.000.0065.8465.840.00 1.000.0065.8465.84CCYUSD Cash0.46 CashAAA 0.00 03/31/201503/31/20150.000.000.460.460.00 1.000.000.460.46------351,753.59 CashAAA --- 03/31/201503/31/20150.000.00351,753.59351,753.590.00 1.000.00351,753.59351,753.59Identifier 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 +Accrued857477AH6 STATE STREET CORP285,000.00 Financial AA- 2.875 03/07/201603/07/20160.610.542291,141.75290,983.82148.53 102.152546.25291,132.34291,678.60857477AH6 STATE STREET CORP300,000.00 Financial AA- 2.875 03/07/201603/07/20160.5380.542307,059.00306,505.73-50.63 102.152575.00306,455.10307,030.10677520FR4 OH ST-TXB-DEV ASST-A750,000.00 Municipal AA 5.39 10/01/201510/01/20150.3510.531796,050.00768,852.68-477.68 102.45 20,212.50768,375.00788,587.503133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 11/04/201511/04/20150.3820.265997,880.00999,220.27671.73 99.989 1,020.83999,892.001,000,912.8336962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+ 0.851 01/08/201601/08/20160.6420.276753,840.00751,293.761,989.74 100.438 1,471.69753,283.50754,755.1974153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial AA- 0.527 08/19/201508/19/20150.3570.406300,819.00300,202.58-64.28 100.046179.96300,138.30300,318.2674153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA- 0.527 08/19/201508/19/20150.5320.406375,000.00375,000.00172.88 100.046224.94375,172.88375,397.823137EADD8 FREDDIE MAC1,000,000.00 Agency AAA 0.50 04/17/201504/17/20150.2720.0981,002,890.001,000,100.0987.91 100.019 2,277.781,000,188.001,002,465.78912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3350.2571,018,007.811,013,869.65739.35 101.461 3,314.921,014,609.001,017,923.92912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3150.2571,025,195.311,013,997.39611.61 101.461 3,314.921,014,609.001,017,923.923133EDQW5 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.29 01/21/201601/21/20160.380.299998,680.00999,276.21636.79 99.991563.89999,913.001,000,476.89912828B82 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/29/201602/29/20160.440.267996,328.13998,275.101,646.90 99.992217.39999,922.001,000,139.393130A3XU3 FEDERAL HOME LOAN BANK1,000,000.00 Agency A-1+ 0.25 01/22/201601/22/20160.2630.261999,870.00999,893.11-0.11 99.989472.22999,893.001,000,365.2269371RK96 PACCAR FINANCIAL CORP500,000.00 Industrial A+ 0.70 11/16/201511/16/20150.4070.495500,910.00500,910.00-257.00 100.131 1,322.22500,653.00501,975.2269371RK96 PACCAR FINANCIAL CORP205,000.00 Industrial A+ 0.70 11/16/201511/16/20150.4570.495205,444.85205,310.58-42.85 100.131538.12205,267.73205,805.8689236VAB6 TAOT 2013-B A219,671.51 Asset Backed AAA 0.48 02/15/201604/15/20150.4840.45619,670.4319,671.49-0.09 99.9994.2019,671.4019,675.593136FPET0 FANNIE MAE1,000,000.00 Agency AAA 2.00 03/10/201603/10/20160.3260.3831,015,960.001,015,686.40-469.40 101.522 1,166.671,015,217.001,016,383.673133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AAA 0.35 03/10/201604/08/20150.520.35199,336.00199,681.43322.97 100.00240.83200,004.40200,045.233133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.35 03/10/201604/08/20150.4410.35998,200.00999,148.28873.72 100.002204.171,000,022.001,000,226.1746625HHW3 JPMORGAN CHASE & CO750,000.00 Financial A+ 2.60 01/15/201601/15/20160.860.86762,750.00760,263.9392.07 101.381 4,116.67760,356.00764,472.67Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201510Page 48 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 +Accrued89233P4B9 TOYOTA MOTOR CREDIT CORP750,000.00 Industrial AA- 3.20 06/17/201506/17/20150.3410.375770,025.00754,508.5554.45 100.608 6,933.33754,563.00761,496.3374254PYF3 PRINCIPAL LIFE INC FDG500,000.00 Financial A+ 5.55 04/27/201504/27/20150.520.12535,795.00501,786.31-73.81 100.342 11,870.83501,712.50513,583.3368428LDH4 ORANGE CNTY -TXBL-A490,000.00 Municipal AA 0.68 02/01/201602/01/20160.680.753490,000.00490,000.00-362.60 99.926721.93489,637.40490,359.3368428LDH4 ORANGE CNTY -TXBL-A300,000.00 Municipal AA 0.68 02/01/201602/01/20160.680.753300,000.00300,000.00-222.00 99.926442.00299,778.00300,220.00459200HD6 IBM CORP750,000.00 Industrial AA- 0.75 05/11/201505/11/20150.5020.363753,525.00750,202.5997.41 100.04 2,187.50750,300.00752,487.50010775AK0 ALAMEDA CA CMNTY IMPT100,000.00 Municipal A+ 0.553 09/01/201509/01/20150.5530.616100,000.00100,000.00-26.00 99.97446.0899,974.00100,020.080258M0DA4 AMER EXPRESS CREDIT CO750,000.00 Financial A+ 2.75 09/15/201509/15/20150.4910.588770,385.00757,702.02-422.52 100.971916.67757,279.50758,196.1754438CQZ8 LOS ANGELES CCD-H-TXL750,000.00 Municipal AA+ 0.297 08/01/201508/01/20150.2970.267750,000.00750,000.0075.00 100.01513.56750,075.00750,588.5674256LAC3 PRINCIPAL LFE GLB FND II250,000.00 Financial A+ 1.00 12/11/201512/11/20150.4340.531252,040.00250,979.51-130.26 100.34763.89250,849.25251,613.1405531FAG8 BB&T CORPORATION750,000.00 Financial A+ 3.20 03/15/201602/16/20160.6620.00766,320.00766,320.00-529.50 102.105 1,400.00765,790.50767,190.503134G4TH1 FREDDIE MAC1,000,000.00 Agency AAA 0.30 07/08/201507/08/20150.2930.2041,000,110.001,000,019.93241.07 100.026691.671,000,261.001,000,952.67313384SS9 FED HOME LN DISCOUNT NT1,000,000.00 Agency A-1+ 0.00 02/05/201602/05/20160.2540.243997,472.22997,847.2285.78 99.7930.00997,933.00997,933.005446462Q4 LOS ANGELES SD-L-TXBL400,000.00 Municipal AA 0.486 01/01/201601/01/20160.4860.539400,000.00400,000.00-216.00 99.946486.00399,784.00400,270.00------21,224,671.51 ---AA+ --- 11/21/201511/01/20150.4250.3521,450,704.5021,337,508.635,203.16 --- 68,758.64 21,342,711.80 21,411,470.43Identifier 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 +Accrued084664CD1 BERKSHIRE HATHAWAY FIN750,000.00 Financial AA 0.553 01/12/201801/12/20180.5620.494750,000.00750,000.001,230.75 100.164876.06751,230.75752,106.81912828WQ9 US TREASURY N/B1,000,000.00 Government AAA 0.50 06/30/201606/30/20160.4590.3691,000,820.311,000,512.411,128.59 100.164 1,256.911,001,641.001,002,897.91097023BC8 BOEING CO750,000.00 Industrial A3.75 11/20/201611/20/20160.8490.773789,135.00785,304.011,232.24 104.872 10,234.38786,536.25796,770.623134G4XC7 FREDDIE MAC1,000,000.00 Agency AAA 0.67 09/19/201606/19/20150.6770.524999,900.00999,902.72857.28 100.076223.331,000,760.001,000,983.33928668AD4 VOLKSWAGEN GROUP AMERICA500,000.00 Industrial A 0.482 05/23/201605/23/20160.4880.586500,000.00500,000.00-598.50 99.88247.44499,401.50499,648.94313373SZ6 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA 2.125 06/10/201606/10/20160.500.3931,030,688.001,019,251.751,000.25 102.025 6,552.081,020,252.001,026,804.0814912L4X6 CATERPILLAR FINANCIAL SE775,000.00 Industrial A2.05 08/01/201608/01/20160.6430.725793,855.75789,467.93-555.13 101.795 2,647.92788,912.80791,560.7206050TLU4 BANK OF AMERICA NA500,000.00 Financial A 0.727 02/14/201702/14/20170.740.736500,000.00500,000.00-294.00 99.941434.24499,706.00500,140.24161571FY5 CHAIT 2013-A4 A4750,000.00 Asset Backed AAA 0.274 05/15/201704/18/20150.2720.259750,000.00750,000.000.00 100.0091.50750,000.00750,091.5090331HMR1 US BANK NA CINCINNATI300,000.00 Financial AA- 0.556 01/26/201812/26/20170.5650.515300,000.00300,000.00580.50 100.194296.59300,580.50300,877.0941284BAB2 HDMOT 2015-1 A2A500,000.00 Asset Backed AAA 0.80 01/15/201904/15/20170.8020.772499,995.95499,996.2765.73 100.012177.78500,062.00500,239.7843814GAB6 HAROT 2014-2 A2162,120.30 Asset Backed AAA 0.39 09/19/201607/15/20150.400.538162,107.64162,114.21-62.81 99.95822.83162,051.40162,074.23Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201511Page 49 SummaryIdentifier 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 +Accrued89236WAB4 TAOT 2015-A A2600,000.00 Asset Backed AAA 0.71 07/17/201703/02/20160.7120.672599,994.30599,994.60263.40 100.043319.50600,258.00600,577.5047787VAB7 JDOT 2014-A A2457,801.92 Asset Backed AAA 0.45 09/15/201607/18/20150.4550.561457,784.02457,794.95-144.10 99.96791.56457,650.85457,742.41762494QV7 RIALTO USD-TXBL250,000.00 Municipal AA 1.258 02/01/201702/01/20171.2581.203250,000.00250,000.00295.00 100.11843.68250,295.00250,338.68605581FW2 MISSISSIPPI ST-B-TXBL300,000.00 Municipal AA+ 0.64 10/01/201610/01/20160.640.786300,000.00300,000.00-690.00 99.77229.33299,310.00299,539.333130A4KE1 FEDERAL HOME LOAN BANK500,000.00 Agency AAA 0.33 04/01/201604/01/20160.3450.00499,923.19499,923.19-27.19 99.979100.83499,896.00499,996.8341284AAB4 HDMOT 2014-1 A2A213,488.67 Asset Backed AAA 0.49 04/15/201810/09/20150.4980.696213,474.22213,481.15-217.71 99.89446.49213,263.44213,309.9390290KAB1 USAOT 2014-1 A2287,101.72 Asset Backed AAA 0.38 10/17/201606/06/20150.3860.472287,090.46287,098.85-45.65 99.98348.49287,053.20287,101.69912828RF9 US TREASURY N/B1,000,000.00 Government AAA 1.00 08/31/201608/31/20160.4320.4361,010,351.561,008,003.15277.85 100.828869.571,008,281.001,009,150.5703255LGX1 ANAHEIM FING AUTH-B750,000.00 Municipal AA- 1.00 05/01/201605/01/20161.001.108750,000.00750,000.00-1,020.00 99.864 2,854.17748,980.00751,834.1743814KAB7 HAROT 2015-1 A2335,000.00 Asset Backed AAA 0.70 06/15/201702/17/20160.7060.711334,982.51334,984.466.49 99.997104.22334,990.96335,095.1870659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA 0.567 11/18/201711/17/20150.5640.48750,000.00750,000.00408.75 100.054165.38750,408.75750,574.1276912TJC8 RIVERSIDE PUB FIN-REF125,000.00 Municipal A1.00 09/01/201609/01/20161.3011.308124,468.75124,474.82-46.07 99.54317.36124,428.75124,446.113134G54C6 FREDDIE MAC1,000,000.00 Agency AAA 0.50 05/20/201605/20/20150.3750.5091,001,250.001,000,167.81-154.81 100.001 1,819.441,000,013.001,001,832.44912828QX1 US TREASURY N/B1,000,000.00 Government AAA 1.50 07/31/201607/31/20160.4340.4221,018,398.441,014,154.88454.12 101.461 2,486.191,014,609.001,017,095.1991412GUT0 UNIV OF CALIFORNIA-AN250,000.00 Municipal AA 0.634 05/15/201605/15/20160.6340.63250,000.00250,000.00-45.00 99.982598.78249,955.00250,553.784197915E4 HAWAII-TXBL-REF-ES750,000.00 Municipal AA 0.731 08/01/201608/01/20160.7310.71750,000.00750,000.007.50 100.001 1,918.88750,007.50751,926.3892867GAC7 VALET 2012-1 A397,003.91 Asset Backed AAA 0.85 08/22/201606/04/20150.530.41197,295.6897,053.2922.89 100.07425.1997,076.1897,101.3769349LAL2 PNC BANK NA750,000.00 Financial A 0.573 04/29/201604/29/20160.4490.586750,397.50750,071.81-148.31 99.99739.61749,923.50750,663.1165477WAB2 NAROT 2014-B A2750,000.00 Asset Backed AAA 0.60 06/15/201712/19/20150.6070.64749,959.73749,967.89-145.64 99.976200.00749,822.25750,022.2506406HBX6 BANK OF NEW YORK MELLON750,000.00 Financial AA- 2.30 07/28/201607/28/20160.6440.815768,750.00766,380.87-1,447.62 101.991 3,018.75764,933.25767,952.0036164EAB1 GEET 2015-1 A2400,000.00 Asset Backed AAA 0.89 11/24/201705/01/20160.9010.862399,957.00399,958.91203.89 100.041267.00400,162.80400,429.8058768EAC3 MBALT 2014-A A2A488,246.82 Asset Backed AAA 0.48 06/15/201606/22/20150.4840.52488,233.93488,242.71-39.83 99.991104.16488,202.88488,307.043133EDXG2 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.67 10/14/201610/14/20150.5670.6841,001,000.001,000,552.11-225.11 100.033 3,108.061,000,327.001,003,435.0631679KAB6 FITAT 2014-2 A2A613,429.63 Asset Backed AAA 0.45 04/17/201709/08/20150.4640.548613,362.21613,394.49-220.05 99.958122.69613,174.44613,297.123134G53J2 FREDDIE MAC1,000,000.00 Agency AAA 0.55 05/20/201605/20/20150.550.1541,000,000.001,000,000.00565.00 100.056 2,001.391,000,565.001,002,566.39------22,404,192.97 ---AA+ --- 11/23/201604/02/20160.5820.5722,543,176.1622,512,249.232,472.71 --- 44,361.75 22,514,721.93 22,559,083.69Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201512Page 50 * 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 +Accrued------43,980,618.07 ---AA+ --- 05/24/201601/16/20160.5010.45944,345,634.2544,201,511.457,675.87 --- 113,120.39 44,209,187.32 44,322,307.71Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201513Page 51 * Does not Lock Down.Principal PaydownTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount03/25/201503/25/2015Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-12,760.56---0.00-12,760.560.00-0.00 0.0012,760.5602/25/201502/25/2015Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-29,612.70---0.00-29,612.710.000.01 0.0029,612.7101/25/201501/25/2015Principal Paydown 05578XAB4BMWOT 2013-A A20.41 02/25/2016 Direct0.00-30,387.91---0.00-30,387.910.000.00 0.0030,387.9101/15/201501/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-9,695.22---0.00-9,695.220.000.00 0.009,695.2202/15/201502/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-64,613.36---0.00-64,613.360.000.00 0.0064,613.3603/15/201503/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-62,261.80---0.00-62,261.800.000.00 0.0062,261.8003/15/201503/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-18,578.83---0.00-18,578.830.00-0.00 0.0018,578.8301/15/201501/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-18,343.19---0.00-18,343.190.00-0.00 0.0018,343.1902/15/201502/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-17,478.64---0.00-17,478.640.000.00 0.0017,478.6401/16/201501/16/2015Principal Paydown 43814EAB1HAROT 2013-2 A20.37 10/16/2015 Direct0.00-2,442.73---0.00-2,442.730.00-0.00 0.002,442.7302/18/201502/18/2015Principal Paydown 43814GAB6HAROT 2014-2 A20.39 09/19/2016 Direct0.00-18,612.10---0.00-18,612.100.00-0.00 0.0018,612.1003/18/201503/18/2015Principal Paydown 43814GAB6HAROT 2014-2 A20.39 09/19/2016 Direct0.00-19,267.60---0.00-19,267.600.000.00 0.0019,267.6002/15/201502/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-91,133.29---0.00-91,133.290.00-0.00 0.0091,133.2901/15/201501/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-82,693.48---0.00-82,693.480.00-0.00 0.0082,693.4803/15/201503/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-58,790.19---0.00-58,790.190.00-0.00 0.0058,790.1902/15/201502/15/2015Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-13,713.60---0.00-13,713.600.00-0.00 0.0013,713.6001/15/201501/15/2015Principal Paydown 55292LAB0MTBAT 2013-1A A20.66 02/16/2016 Direct0.00-40,942.19---0.00-40,942.200.000.01 0.0040,942.2003/15/201503/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-68,338.43---0.00-68,338.430.00-0.00 0.0068,338.4301/15/201501/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-75,234.14---0.00-75,234.140.00-0.00 0.0075,234.1402/15/201502/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-71,354.71---0.00-71,354.710.000.00 0.0071,354.7102/15/201502/15/2015Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-48,389.49---0.00-48,389.500.000.01 0.0048,389.5003/15/201503/15/2015Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-45,898.27---0.00-45,898.270.000.00 0.0045,898.2701/15/201501/15/2015Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-52,933.45---0.00-52,933.450.00-0.00 0.0052,933.4502/15/201502/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-65,316.71---0.00-65,316.710.000.00 0.0065,316.7101/15/201501/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-70,042.30---0.00-70,042.300.000.00 0.0070,042.3003/15/201503/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-62,891.59---0.00-62,891.590.00-0.00 0.0062,891.5903/20/201503/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-23,651.19---0.00-23,651.200.000.01 0.0023,651.2001/20/201501/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-24,208.35---0.00-24,208.350.000.00 0.0024,208.3502/20/201502/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-29,915.23---0.00-29,915.230.00-0.00 0.0029,915.23Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201514Page 52 BuyTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount------Principal Paydown --------- ---Direct0.00-1,229,501.27---0.00-1,229,501.290.000.02 0.00 1,229,501.29Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount03/31/201504/06/2015Buy05531FAG8BB&T CORPORATION3.20 03/15/2016 APX Asset750,000.00750,000.00102.1760.00766,320.001,400.000.00 0.00-767,720.0001/15/201501/21/2015Buy06406HBX6BANK OF NEW YORK MELLON2.30 07/28/2016 APX Asset750,000.00750,000.00102.500.00768,750.008,289.580.00 0.00-777,039.5801/13/201501/15/2015Buy084664CD1BERKSHIRE HATHAWAY FIN0.553 01/12/2018 Goldman Sachs & Co. (AU)750,000.00750,000.00100.000.00750,000.000.000.00 0.00-750,000.0001/21/201501/26/2015Buy097023BC8BOEING CO3.75 11/20/2016 Citigroup Global Markets (AU)750,000.00750,000.00105.2180.00789,135.005,156.250.00 0.00-794,291.2501/26/201501/27/2015Buy3130A3XU3FEDERAL HOME LOAN BANK0.25 01/22/2016 APX Asset1,000,000.001,000,000.0099.9870.00999,870.0027.780.00 0.00-999,897.7803/31/201504/01/2015Buy3130A4KE1FEDERAL HOME LOAN BANK0.33 04/01/2016 APX Asset500,000.00500,000.0099.9850.00499,923.19100.830.00 0.00-500,024.0202/05/201502/06/2015Buy313384SS9FED HOME LN DISCOUNT NT0.00 02/05/2016 APX Asset1,000,000.001,000,000.0099.7470.00997,472.220.000.00 0.00-997,472.2203/13/201503/17/2015Buy3134G4XC7FREDDIE MAC0.67 09/19/2016 APX Asset1,000,000.001,000,000.0099.990.00999,900.003,312.780.00 0.00 -1,003,212.7803/25/201503/26/2015Buy3136FPET0FANNIE MAE2.00 03/10/2016 FIRST TENNESSEE BANK N ABOND1,000,000.001,000,000.00101.5960.001,015,960.00888.890.00 0.00 -1,016,848.8902/24/201503/04/2015Buy36164EAB1GEET 2015-1 A20.89 11/24/2017 Bank of America400,000.00400,000.0099.9890.00399,957.000.000.00 0.00-399,957.0001/22/201501/28/2015Buy41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019 McDowell-LOOP500,000.00500,000.0099.9990.00499,995.950.000.00 0.00-499,995.9501/21/201501/28/2015Buy43814KAB7HAROT 2015-1 A20.70 06/15/2017 Bank of America335,000.00335,000.0099.9950.00334,982.510.000.00 0.00-334,982.5101/15/201501/21/2015Buy46625HHW3JPMORGAN CHASE & CO2.60 01/15/2016 Brownstone Investment GroupLLC750,000.00750,000.00101.700.00762,750.00325.000.00 0.00-763,075.0002/04/201502/18/2015Buy605581FW2MISSISSIPPI ST-B-TXBL0.64 10/01/2016 Merrill Lynch & Co. (AE)300,000.00300,000.00100.000.00300,000.000.000.00 0.00-300,000.0002/27/201502/27/2015Buy68428LDH4ORANGE CNTY -TXBL-A0.68 02/01/2016 RAYMOND JAMES &ASSOCIATES300,000.00300,000.00100.000.00300,000.00249.330.00 0.00-300,249.3301/09/201501/13/2015Buy68428LDH4ORANGE CNTY -TXBL-A0.68 02/01/2016 J.P. Morgan Securities Inc. (AU)490,000.00490,000.00100.000.00490,000.000.000.00 0.00-490,000.0003/31/201504/02/2015Buy69371RK96PACCAR FINANCIAL CORP0.70 11/16/2015 BB & T CAPITAL MARKETS500,000.00500,000.00100.1820.00500,910.001,322.220.00 0.00-502,232.2203/11/201503/26/2015Buy762494QV7RIALTO USD-TXBL1.258 02/01/2017 Piper Jaffray Inc250,000.00250,000.00100.000.00250,000.000.000.00 0.00-250,000.0003/16/201503/26/2015Buy76912TJC8RIVERSIDE PUB FIN-REF1.00 09/01/2016 Citigroup Global Markets (AU)125,000.00125,000.0099.5750.00124,468.750.000.00 0.00-124,468.7503/18/201503/23/2015Buy857477AH6STATE STREET CORP2.875 03/07/2016 BB & T CAPITAL MARKETS285,000.00285,000.00102.1550.00291,141.75364.170.00 0.00-291,505.9202/27/201503/03/2015Buy857477AH6STATE STREET CORP2.875 03/07/2016 BB & T CAPITAL MARKETS300,000.00300,000.00102.3530.00307,059.004,216.670.00 0.00-311,275.6702/24/201503/04/2015Buy89236WAB4TAOT 2015-A A20.71 07/17/2017 J.P. Morgan Securities Inc. (AU)600,000.00600,000.0099.9990.00599,994.300.000.00 0.00-599,994.3001/22/201501/27/2015Buy90331HMR1US BANK NA CINCINNATI0.556 01/26/2018 Piper Jaffray Inc300,000.00300,000.00100.000.00300,000.000.000.00 0.00-300,000.0003/16/201503/16/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct241,071.83241,071.831.00241,071.83241,071.830.000.00 0.00-241,071.8303/16/201503/16/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct18,673.5918,673.591.0018,673.5918,673.590.000.00 0.00-18,673.5903/16/201503/16/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct68,756.4868,756.481.0068,756.4868,756.480.000.00 0.00-68,756.4803/18/201503/18/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct328.42328.421.00328.42328.420.000.00 0.00-328.42Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201515Page 53 Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount03/18/201503/18/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct1,021,076.551,021,076.551.00 1,021,076.551,021,076.550.000.00 0.00 -1,021,076.5503/10/201503/10/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct2,100.002,100.001.002,100.002,100.000.000.00 0.00-2,100.0003/09/201503/09/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct4,312.504,312.501.004,312.504,312.500.000.00 0.00-4,312.5002/27/201502/27/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct705,075.00705,075.001.00705,075.00705,075.000.000.00 0.00-705,075.0003/02/201503/02/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct1,007,647.161,007,647.161.00 1,007,647.161,007,647.160.000.00 0.00 -1,007,647.1602/23/201502/23/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct570.00570.001.00570.00570.000.000.00 0.00-570.0002/23/201502/23/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct18,619.6418,619.641.0018,619.6418,619.640.000.00 0.00-18,619.6402/26/201502/26/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct29,627.1929,627.191.0029,627.1929,627.190.000.00 0.00-29,627.1902/19/201502/19/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct865.69865.691.00865.69865.690.000.00 0.00-865.6902/20/201502/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct30,021.8930,021.891.0030,021.8930,021.890.000.00 0.00-30,021.8902/20/201502/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct310.54310.541.00310.54310.540.000.00 0.00-310.5402/17/201502/17/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct288,891.51288,891.511.00288,891.51288,891.510.000.00 0.00-288,891.5102/17/201502/17/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct13,909.0313,909.031.0013,909.0313,909.030.000.00 0.00-13,909.0302/18/201502/18/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct337.13337.131.00337.13337.130.000.00 0.00-337.1303/30/201503/30/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct665,031.25665,031.251.00665,031.25665,031.250.000.00 0.00-665,031.2503/25/201503/25/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct12,760.5612,760.561.0012,760.5612,760.560.000.00 0.00-12,760.5603/23/201503/23/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct4,375.004,375.001.004,375.004,375.000.000.00 0.00-4,375.0003/19/201503/19/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct3,350.003,350.001.003,350.003,350.000.000.00 0.00-3,350.0003/20/201503/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct23,736.6523,736.651.0023,736.6523,736.650.000.00 0.00-23,736.6502/13/201502/13/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct708,312.50708,312.501.00708,312.50708,312.500.000.00 0.00-708,312.5002/02/201502/02/2015Buy949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct788,677.35788,677.351.00788,677.35788,677.350.000.00 0.00-788,677.3501/29/201501/29/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct1,059.151,059.151.001,059.151,059.150.000.00 0.00-1,059.1501/22/201501/22/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct1,687.501,687.501.001,687.501,687.500.000.00 0.00-1,687.5001/22/201501/22/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct1,000,000.001,000,000.001.00 1,000,000.001,000,000.000.000.00 0.00 -1,000,000.0001/20/201501/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct0.750.751.000.750.750.000.00 0.00-0.7501/20/201501/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct24,711.6524,711.651.0024,711.6524,711.650.000.00 0.00-24,711.6501/15/201501/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct53,000.2153,000.211.0053,000.2153,000.210.000.00 0.00-53,000.2101/15/201501/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct75,515.4175,515.411.0075,515.4175,515.410.000.00 0.00-75,515.4101/15/201501/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct1,219,140.551,219,140.551.00 1,219,140.551,219,140.550.000.00 0.00 -1,219,140.5501/16/201501/16/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct21,332.8021,332.801.0021,332.8021,332.800.000.00 0.00-21,332.8001/12/201501/12/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct1,163,250.001,163,250.001.00 1,163,250.001,163,250.000.000.00 0.00 -1,163,250.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201516Page 54 SellMaturityTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount01/09/201501/09/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct2,118,425.002,118,425.001.00 2,118,425.002,118,425.000.000.00 0.00 -2,118,425.0001/02/201501/02/2015Buy949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct736.45736.451.00736.45736.450.000.00 0.00-736.45------Buy--------- ------24,272,296.9324,272,296.93--- 11,337,296.9324,385,886.6025,653.500.00 0.00 -24,411,540.10Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount01/15/201501/15/2015Sell3135G0TR4FANNIE MAE0.65 01/15/2016 Not Provided-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0003/17/201503/17/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-1,002,684.78-1,002,684.781.00 -1,002,684.78-1,002,684.780.000.00 0.00 1,002,684.7803/04/201503/04/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-999,951.30-999,951.301.00-999,951.30-999,951.300.000.00 0.00999,951.3003/03/201503/03/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-311,275.67-311,275.671.00-311,275.67-311,275.670.000.00 0.00311,275.6702/27/201502/27/2015Sell949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct-300,249.33-300,249.331.00-300,249.33-300,249.330.000.00 0.00300,249.3302/19/201502/19/2015Sell949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct-84.68-84.681.00-84.68-84.680.000.00 0.0084.6802/20/201502/20/2015Sell949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct-4,132.16-4,132.161.00-4,132.16-4,132.160.000.00 0.004,132.1602/18/201502/18/2015Sell949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct-228,140.22-228,140.221.00-228,140.22-228,140.220.000.00 0.00228,140.2203/26/201503/26/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-1,391,313.28-1,391,313.281.00 -1,391,313.28-1,391,313.280.000.00 0.00 1,391,313.2803/23/201503/23/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-41,505.92-41,505.921.00-41,505.92-41,505.920.000.00 0.0041,505.9203/20/201503/20/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015 Direct-4,201.23-4,201.231.00-4,201.23-4,201.230.000.00 0.004,201.2302/06/201502/06/2015Sell949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015 Direct-997,472.22-997,472.221.00-997,472.22-997,472.220.000.00 0.00997,472.2201/27/201501/27/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-1,269,485.01-1,269,485.011.00 -1,269,485.01-1,269,485.010.000.00 0.00 1,269,485.0101/26/201501/26/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-281,666.25-281,666.251.00-281,666.25-281,666.250.000.00 0.00281,666.2501/28/201501/28/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-826,353.46-826,353.461.00-826,353.46-826,353.460.000.00 0.00826,353.4601/21/201501/21/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-1,538,664.58-1,538,664.581.00 -1,538,664.58-1,538,664.580.000.00 0.00 1,538,664.5801/20/201501/20/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-4,135.67-4,135.671.00-4,135.67-4,135.670.000.00 0.004,135.6701/16/201501/16/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-67,866.74-67,866.741.00-67,866.74-67,866.740.000.00 0.0067,866.7401/13/201501/13/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-489,505.00-489,505.001.00-489,505.00-489,505.000.000.00 0.00489,505.0001/08/201501/08/2015Sell949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015 Direct-746,904.18-746,904.181.00-746,904.18-746,904.180.000.00 0.00746,904.18------Sell--------- -------11,505,591.68-11,505,591.68--- -10,505,591.68-11,505,591.680.000.00 0.00 11,505,591.68Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount02/27/201502/27/2015Maturity02666QK69AMERICAN HONDA FINANCE1.45 02/27/2015 Maturity-700,000.00-700,000.00100.000.00-700,000.000.000.00 0.00700,000.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201517Page 55 Call RedemptionSummary * 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/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount01/15/201501/15/2015Maturity06406HBN8BANK OF NEW YORK MELLON3.10 01/15/2015 Maturity-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.0002/01/201502/01/2015Maturity13063BN65CALIFORNIA ST-TXBL0.85 02/01/2015 Maturity-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.0003/23/201503/23/2015Maturity22546QAE7CREDIT SUISSE NEW YORK3.50 03/23/2015 Maturity-250,000.00-250,000.00100.000.00-250,000.000.000.00 0.00250,000.0001/12/201501/12/2015Maturity24422ESA8JOHN DEERE CAPITAL CORP0.30 01/12/2015 Maturity-660,000.00-660,000.00100.000.00-660,000.000.000.00 0.00660,000.0001/26/201501/26/2015Maturity3128X33E1FREDDIE MAC5.05 01/26/2015 Maturity-500,000.00-500,000.00100.000.00-500,000.000.000.00 0.00500,000.0003/18/201503/18/2015Maturity3134G36G0FREDDIE MAC0.35 03/18/2015 Maturity-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0001/09/201501/09/2015Maturity3134G4DE5FREDDIE MAC0.31 01/09/2015 Maturity-1,500,000.00-1,500,000.00100.000.00-1,500,000.000.000.00 0.00 1,500,000.0002/13/201502/13/2015Maturity40428HPG1HSBC USA INC2.375 02/13/2015 Maturity-700,000.00-700,000.00100.000.00-700,000.000.000.00 0.00700,000.0001/09/201501/09/2015Maturity59217GAM1MET LIFE GLOB FUNDING I2.00 01/09/2015 Maturity-610,000.00-610,000.00100.000.00-610,000.000.000.00 0.00610,000.0001/12/201501/12/2015Maturity64952WBE2NEW YORK LIFE GLOBAL FDG1.30 01/12/2015 Maturity-500,000.00-500,000.00100.000.00-500,000.000.000.00 0.00500,000.0003/30/201503/30/2015Maturity74005PAR5PRAXAIR INC4.625 03/30/2015 Maturity-650,000.00-650,000.00100.000.00-650,000.000.000.00 0.00650,000.0002/28/201502/28/2015Maturity912828UP3US TREASURY N/B0.25 02/28/2015 Maturity-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.00------Maturity--------- ---Maturity-9,570,000.00-9,570,000.00100.000.00-9,570,000.000.000.00 0.00 9,570,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount01/22/201501/22/2015Call Redemption 3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016 Redemption-1,000,000.00-1,000,000.00100.000.00-1,000,000.00-1,687.500.00 0.00 1,001,687.5001/22/201501/22/2015Call Redemption 3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016 Redemption-1,000,000.00-1,000,000.00100.000.00-1,000,000.00-1,687.500.00 0.00 1,001,687.50Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount------------------ ------2,196,705.25967,203.98---831,705.251,080,793.6323,966.000.02 0.00 -1,104,759.63Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201518Page 56 * Does not Lock Down.PayableReceivableSettledEntry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount03/31/2015 04/06/2015 Buy750,000.00 05531FAG8BB&T CORPORATION3.20 03/15/2016102.176-767,720.0003/31/2015 04/01/2015 Buy500,000.00 3130A4KE1FEDERAL HOME LOAN BANK0.33 04/01/201699.985-500,024.0203/31/2015 04/02/2015 Buy500,000.00 69371RK96PACCAR FINANCIAL CORP0.70 11/16/2015100.182-502,232.2203/31/2015 ---Buy1,750,000.00 --------- -------1,769,976.24Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount03/31/2015 03/31/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015---65.8403/31/2015 03/31/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/2015---65.84Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount03/01/2015 03/01/2015 Coupon0.00 010775AK0ALAMEDA CA CMNTY IMPT0.553 09/01/2015---104.4603/15/2015 03/15/2015 Coupon0.00 0258M0DA4AMER EXPRESS CREDIT CO2.75 09/15/2015---10,312.5002/27/2015 02/27/2015 Coupon0.00 02666QK69AMERICAN HONDA FINANCE1.45 02/27/2015---5,075.0002/27/2015 02/27/2015 Maturity-700,000.00 02666QK69AMERICAN HONDA FINANCE1.45 02/27/2015100.00700,000.0003/25/2015 03/25/2015 Principal Paydown-12,760.56 05578XAB4BMWOT 2013-A A20.41 02/25/2016---12,760.5603/25/2015 03/25/2015 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---4.3602/25/2015 02/25/2015 Principal Paydown-29,612.70 05578XAB4BMWOT 2013-A A20.41 02/25/2016---29,612.7102/25/2015 02/25/2015 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---14.4801/25/2015 01/25/2015 Principal Paydown-30,387.91 05578XAB4BMWOT 2013-A A20.41 02/25/2016---30,387.9101/25/2015 01/25/2015 Coupon0.00 05578XAB4BMWOT 2013-A A20.41 02/25/2016---24.8602/17/2015 02/17/2015 Coupon0.00 06050TLU4BANK OF AMERICA NA0.727 02/14/2017---927.8301/15/2015 01/15/2015 Coupon0.00 06406HBN8BANK OF NEW YORK MELLON3.10 01/15/2015---11,625.0001/15/2015 01/15/2015 Maturity-750,000.00 06406HBN8BANK OF NEW YORK MELLON3.10 01/15/2015100.00750,000.0001/15/2015 01/21/2015 Buy750,000.00 06406HBX6BANK OF NEW YORK MELLON2.30 07/28/2016102.50-777,039.5801/28/2015 01/28/2015 Coupon0.00 06406HBX6BANK OF NEW YORK MELLON2.30 07/28/2016---8,625.0001/13/2015 01/15/2015 Buy750,000.00 084664CD1BERKSHIRE HATHAWAY FIN0.553 01/12/2018100.00-750,000.0001/21/2015 01/26/2015 Buy750,000.00 097023BC8BOEING CO3.75 11/20/2016105.218-794,291.2502/01/2015 02/01/2015 Maturity-750,000.00 13063BN65CALIFORNIA ST-TXBL0.85 02/01/2015100.00750,000.0002/01/2015 02/01/2015 Coupon0.00 13063BN65CALIFORNIA ST-TXBL0.85 02/01/2015---3,187.5002/01/2015 02/01/2015 Coupon0.00 14912L4X6CATERPILLAR FINANCIAL SE2.05 08/01/2016---7,943.7501/15/2015 01/15/2015 Coupon0.00 161571FY5CHAIT 2013-A4 A40.266 05/15/2017---168.4302/17/2015 02/17/2015 Coupon0.00 161571FY5CHAIT 2013-A4 A40.273 05/15/2017---183.2203/16/2015 03/16/2015 Coupon0.00 161571FY5CHAIT 2013-A4 A40.274 05/15/2017---153.0003/23/2015 03/23/2015 Maturity-250,000.00 22546QAE7CREDIT SUISSE NEW YORK3.50 03/23/2015100.00250,000.0003/23/2015 03/23/2015 Coupon0.00 22546QAE7CREDIT SUISSE NEW YORK3.50 03/23/2015---4,375.0001/12/2015 01/12/2015 Coupon0.00 24422ESA8JOHN DEERE CAPITAL CORP0.30 01/12/2015---495.0001/12/2015 01/12/2015 Maturity-660,000.00 24422ESA8JOHN DEERE CAPITAL CORP0.30 01/12/2015100.00660,000.0001/26/2015 01/26/2015 Maturity-500,000.00 3128X33E1FREDDIE MAC5.05 01/26/2015100.00500,000.0001/26/2015 01/26/2015 Coupon0.00 3128X33E1FREDDIE MAC5.05 01/26/2015---12,625.0001/26/2015 01/27/2015 Buy1,000,000.00 3130A3XU3FEDERAL HOME LOAN BANK0.25 01/22/201699.987-999,897.7802/05/2015 02/06/2015 Buy1,000,000.00 313384SS9FED HOME LN DISCOUNT NT0.00 02/05/201699.747-997,472.2201/22/2015 01/22/2015 Call Redemption-1,000,000.00 3133ECHB3FEDERAL FARM CREDIT BANK0.45 03/07/2016100.001,001,687.5003/10/2015 03/10/2015 Coupon0.00 3133EDGM8FEDERAL FARM CREDIT BANK0.35 03/10/2016---2,100.00Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201519Page 57 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount01/21/2015 01/21/2015 Coupon0.00 3133EDQW5FEDERAL FARM CREDIT BANK0.29 01/21/2016---1,450.0003/18/2015 03/18/2015 Coupon0.00 3134G36G0FREDDIE MAC0.35 03/18/2015---1,750.0003/18/2015 03/18/2015 Maturity-1,000,000.00 3134G36G0FREDDIE MAC0.35 03/18/2015100.001,000,000.0001/09/2015 01/09/2015 Coupon0.00 3134G4DE5FREDDIE MAC0.31 01/09/2015---2,325.0001/09/2015 01/09/2015 Maturity-1,500,000.00 3134G4DE5FREDDIE MAC0.31 01/09/2015100.001,500,000.0001/08/2015 01/08/2015 Coupon0.00 3134G4TH1FREDDIE MAC0.30 07/08/2015---1,500.0003/19/2015 03/19/2015 Coupon0.00 3134G4XC7FREDDIE MAC0.67 09/19/2016---3,350.0003/13/2015 03/17/2015 Buy1,000,000.00 3134G4XC7FREDDIE MAC0.67 09/19/201699.99-1,003,212.7801/15/2015 01/15/2015 Sell-1,000,000.00 3135G0TR4FANNIE MAE0.65 01/15/2016100.001,000,000.0001/15/2015 01/15/2015 Coupon0.00 3135G0TR4FANNIE MAE0.65 01/15/2016---3,250.0003/25/2015 03/26/2015 Buy1,000,000.00 3136FPET0FANNIE MAE2.00 03/10/2016101.596-1,016,848.8901/15/2015 01/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---281.2501/15/2015 01/15/2015 Principal Paydown-9,695.22 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---9,695.2202/15/2015 02/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---277.6102/15/2015 02/15/2015 Principal Paydown-64,613.36 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---64,613.3603/15/2015 03/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---253.3803/15/2015 03/15/2015 Principal Paydown-62,261.80 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---62,261.8002/24/2015 03/04/2015 Buy400,000.00 36164EAB1GEET 2015-1 A20.89 11/24/201799.989-399,957.0001/08/2015 01/08/2015 Coupon0.00 36962G6Q2GENERAL ELEC CAP CORP0.851 01/08/2016---1,595.8202/13/2015 02/13/2015 Coupon0.00 40428HPG1HSBC USA INC2.375 02/13/2015---8,312.5002/13/2015 02/13/2015 Maturity-700,000.00 40428HPG1HSBC USA INC2.375 02/13/2015100.00700,000.0003/15/2015 03/15/2015 Principal Paydown-18,578.83 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---18,578.8303/15/2015 03/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---94.7601/15/2015 01/15/2015 Principal Paydown-18,343.19 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---18,343.1901/15/2015 01/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---109.3902/15/2015 02/15/2015 Principal Paydown-17,478.64 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---17,478.6402/15/2015 02/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---101.9001/22/2015 01/28/2015 Buy500,000.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/201999.999-499,995.9502/15/2015 02/15/2015 Coupon0.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019---188.8903/15/2015 03/15/2015 Coupon0.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019---333.3301/16/2015 01/16/2015 Principal Paydown-2,442.73 43814EAB1HAROT 2013-2 A20.37 10/16/2015---2,442.7301/16/2015 01/16/2015 Coupon0.00 43814EAB1HAROT 2013-2 A20.37 10/16/2015---0.7502/18/2015 02/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0002/18/2015 02/18/2015 Principal Paydown-18,612.10 43814GAB6HAROT 2014-2 A20.39 09/19/2016---18,612.1001/18/2015 01/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---65.0003/18/2015 03/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---58.9503/18/2015 03/18/2015 Principal Paydown-19,267.60 43814GAB6HAROT 2014-2 A20.39 09/19/2016---19,267.6003/15/2015 03/15/2015 Coupon0.00 43814KAB7HAROT 2015-1 A20.70 06/15/2017---195.4202/15/2015 02/15/2015 Coupon0.00 43814KAB7HAROT 2015-1 A20.70 06/15/2017---110.7401/21/2015 01/28/2015 Buy335,000.00 43814KAB7HAROT 2015-1 A20.70 06/15/201799.995-334,982.5101/15/2015 01/21/2015 Buy750,000.00 46625HHW3JPMORGAN CHASE & CO2.60 01/15/2016101.70-763,075.0002/15/2015 02/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---227.9002/15/2015 02/15/2015 Principal Paydown-91,133.29 47787VAB7JDOT 2014-A A20.45 09/15/2016---91,133.2901/15/2015 01/15/2015 Principal Paydown-82,693.48 47787VAB7JDOT 2014-A A20.45 09/15/2016---82,693.4801/15/2015 01/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---258.9103/15/2015 03/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---193.7203/15/2015 03/15/2015 Principal Paydown-58,790.19 47787VAB7JDOT 2014-A A20.45 09/15/2016---58,790.1901/01/2015 01/01/2015 Coupon0.00 5446462Q4LOS ANGELES SD-L-TXBL0.486 01/01/2016---712.8002/15/2015 02/15/2015 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---7.5402/15/2015 02/15/2015 Principal Paydown-13,713.60 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---13,713.6001/15/2015 01/15/2015 Principal Paydown-40,942.19 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---40,942.20Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201520Page 58 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount01/15/2015 01/15/2015 Coupon0.00 55292LAB0MTBAT 2013-1A A20.66 02/16/2016---30.0603/15/2015 03/15/2015 Principal Paydown-68,338.43 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---68,338.4303/15/2015 03/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---222.6301/15/2015 01/15/2015 Principal Paydown-75,234.14 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---75,234.1401/15/2015 01/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---281.2702/15/2015 02/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---251.1802/15/2015 02/15/2015 Principal Paydown-71,354.71 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---71,354.7101/09/2015 01/09/2015 Coupon0.00 59217GAM1MET LIFE GLOB FUNDING I2.00 01/09/2015---6,100.0001/09/2015 01/09/2015 Maturity-610,000.00 59217GAM1MET LIFE GLOB FUNDING I2.00 01/09/2015100.00610,000.0002/04/2015 02/18/2015 Buy300,000.00 605581FW2MISSISSIPPI ST-B-TXBL0.64 10/01/2016100.00-300,000.0001/12/2015 01/12/2015 Maturity-500,000.00 64952WBE2NEW YORK LIFE GLOBAL FDG1.30 01/12/2015100.00500,000.0001/12/2015 01/12/2015 Coupon0.00 64952WBE2NEW YORK LIFE GLOBAL FDG1.30 01/12/2015---3,250.0003/15/2015 03/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---375.0001/15/2015 01/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---437.5002/15/2015 02/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---375.0002/27/2015 02/27/2015 Buy300,000.00 68428LDH4ORANGE CNTY -TXBL-A0.68 02/01/2016100.00-300,249.3301/09/2015 01/13/2015 Buy490,000.00 68428LDH4ORANGE CNTY -TXBL-A0.68 02/01/2016100.00-490,000.0001/29/2015 01/29/2015 Coupon0.00 69349LAL2PNC BANK NA0.573 04/29/2016---1,059.1503/18/2015 03/18/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.567 11/18/2017---328.4202/18/2015 02/18/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.563 11/18/2017---337.1301/19/2015 01/19/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.552 11/18/2017---379.5003/30/2015 03/30/2015 Coupon0.00 74005PAR5PRAXAIR INC4.625 03/30/2015---15,031.2503/30/2015 03/30/2015 Maturity-650,000.00 74005PAR5PRAXAIR INC4.625 03/30/2015100.00650,000.0002/19/2015 02/19/2015 Coupon0.00 74153WCA5PRICOA GLOBAL FUNDING 10.527 08/19/2015---865.6903/11/2015 03/26/2015 Buy250,000.00 762494QV7RIALTO USD-TXBL1.258 02/01/2017100.00-250,000.0003/16/2015 03/26/2015 Buy125,000.00 76912TJC8RIVERSIDE PUB FIN-REF1.00 09/01/201699.575-124,468.7503/18/2015 03/23/2015 Buy285,000.00 857477AH6STATE STREET CORP2.875 03/07/2016102.155-291,505.9203/07/2015 03/07/2015 Coupon0.00 857477AH6STATE STREET CORP2.875 03/07/2016---4,312.5002/27/2015 03/03/2015 Buy300,000.00 857477AH6STATE STREET CORP2.875 03/07/2016102.353-311,275.6702/15/2015 02/15/2015 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---45.5802/15/2015 02/15/2015 Principal Paydown-48,389.49 89236VAB6TAOT 2013-B A20.48 02/15/2016---48,389.5003/15/2015 03/15/2015 Principal Paydown-45,898.27 89236VAB6TAOT 2013-B A20.48 02/15/2016---45,898.2703/15/2015 03/15/2015 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---26.2301/15/2015 01/15/2015 Principal Paydown-52,933.45 89236VAB6TAOT 2013-B A20.48 02/15/2016---52,933.4501/15/2015 01/15/2015 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---66.7602/24/2015 03/04/2015 Buy600,000.00 89236WAB4TAOT 2015-A A20.71 07/17/201799.999-599,994.3002/15/2015 02/15/2015 Principal Paydown-65,316.71 90290KAB1USAOT 2014-1 A20.38 10/17/2016---65,316.7102/15/2015 02/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---131.5101/15/2015 01/15/2015 Principal Paydown-70,042.30 90290KAB1USAOT 2014-1 A20.38 10/17/2016---70,042.3001/15/2015 01/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---153.6903/15/2015 03/15/2015 Principal Paydown-62,891.59 90290KAB1USAOT 2014-1 A20.38 10/17/2016---62,891.5903/15/2015 03/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---110.8301/22/2015 01/27/2015 Buy300,000.00 90331HMR1US BANK NA CINCINNATI0.556 01/26/2018100.00-300,000.0002/28/2015 02/28/2015 Coupon0.00 912828B82US TREASURY N/B0.25 02/29/2016---1,250.0001/31/2015 01/31/2015 Coupon0.00 912828PS3US TREASURY N/B2.00 01/31/2016---20,000.0001/31/2015 01/31/2015 Coupon0.00 912828QX1US TREASURY N/B1.50 07/31/2016---7,500.0002/28/2015 02/28/2015 Coupon0.00 912828RF9US TREASURY N/B1.00 08/31/2016---5,000.0002/28/2015 02/28/2015 Maturity-1,000,000.00 912828UP3US TREASURY N/B0.25 02/28/2015100.001,000,000.0002/28/2015 02/28/2015 Coupon0.00 912828UP3US TREASURY N/B0.25 02/28/2015---1,250.0002/23/2015 02/23/2015 Coupon0.00 928668AD4VOLKSWAGEN GROUP AMERICA0.482 05/23/2016---570.0003/20/2015 03/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---85.46Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201521Page 59 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount03/20/2015 03/20/2015 Principal Paydown-23,651.19 92867GAC7VALET 2012-1 A30.85 08/22/2016---23,651.2001/20/2015 01/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---123.8001/20/2015 01/20/2015 Principal Paydown-24,208.35 92867GAC7VALET 2012-1 A30.85 08/22/2016---24,208.3502/20/2015 02/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---106.6502/20/2015 02/20/2015 Principal Paydown-29,915.23 92867GAC7VALET 2012-1 A30.85 08/22/2016---29,915.2303/16/2015 03/16/2015 Buy241,071.83 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-241,071.8303/16/2015 03/16/2015 Buy68,756.48 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-68,756.4803/16/2015 03/16/2015 Buy18,673.59 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-18,673.5903/18/2015 03/18/2015 Buy328.42 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-328.4203/18/2015 03/18/2015 Buy1,021,076.55 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-1,021,076.5503/17/2015 03/17/2015 Sell-1,002,684.78 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.001,002,684.7803/10/2015 03/10/2015 Buy2,100.00 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-2,100.0003/09/2015 03/09/2015 Buy4,312.50 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-4,312.5003/04/2015 03/04/2015 Sell-999,951.30 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00999,951.3003/03/2015 03/03/2015 Sell-311,275.67 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00311,275.6702/27/2015 02/27/2015 Sell-300,249.33 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00300,249.3302/27/2015 02/27/2015 Buy705,075.00 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-705,075.0002/28/2015 02/28/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/2015---42.7003/02/2015 03/02/2015 Buy1,007,647.16 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-1,007,647.1602/23/2015 02/23/2015 Buy18,619.64 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-18,619.6402/23/2015 02/23/2015 Buy570.00 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-570.0002/26/2015 02/26/2015 Buy29,627.19 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-29,627.1902/19/2015 02/19/2015 Buy865.69 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-865.6902/19/2015 02/19/2015 Sell-84.68 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.0084.6802/20/2015 02/20/2015 Buy30,021.89 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-30,021.8902/20/2015 02/20/2015 Sell-4,132.16 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.004,132.1602/20/2015 02/20/2015 Buy310.54 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-310.5402/17/2015 02/17/2015 Buy13,909.03 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-13,909.0302/17/2015 02/17/2015 Buy288,891.51 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-288,891.5102/18/2015 02/18/2015 Sell-228,140.22 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00228,140.2202/18/2015 02/18/2015 Buy337.13 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-337.1303/30/2015 03/30/2015 Buy665,031.25 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-665,031.2503/25/2015 03/25/2015 Buy12,760.56 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-12,760.5603/26/2015 03/26/2015 Sell-1,391,313.28 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.001,391,313.2803/23/2015 03/23/2015 Buy4,375.00 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-4,375.0003/23/2015 03/23/2015 Sell-41,505.92 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.0041,505.9203/19/2015 03/19/2015 Buy3,350.00 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-3,350.0003/20/2015 03/20/2015 Sell-4,201.23 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.004,201.2303/20/2015 03/20/2015 Buy23,736.65 949917397WFA HERITAGE MONEY MARK-I0.03 03/31/20151.00-23,736.6502/13/2015 02/13/2015 Buy708,312.50 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-708,312.5002/06/2015 02/06/2015 Sell-997,472.22 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00997,472.2201/31/2015 01/31/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/2015---46.1002/02/2015 02/02/2015 Buy788,677.35 949917397WFA HERITAGE MONEY MARK-I0.02 03/31/20151.00-788,677.3501/27/2015 01/27/2015 Sell-1,269,485.01 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.001,269,485.0101/26/2015 01/26/2015 Sell-281,666.25 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00281,666.2501/29/2015 01/29/2015 Buy1,059.15 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-1,059.1501/28/2015 01/28/2015 Sell-826,353.46 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00826,353.4601/22/2015 01/22/2015 Buy1,000,000.00 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-1,000,000.0001/22/2015 01/22/2015 Buy1,687.50 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-1,687.5001/21/2015 01/21/2015 Sell-1,538,664.58 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.001,538,664.5801/20/2015 01/20/2015 Buy24,711.65 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-24,711.65Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201522Page 60 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 Amount01/20/2015 01/20/2015 Buy0.75 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-0.7501/20/2015 01/20/2015 Sell-4,135.67 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.004,135.6701/15/2015 01/15/2015 Buy53,000.21 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-53,000.2101/15/2015 01/15/2015 Buy75,515.41 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-75,515.4101/15/2015 01/15/2015 Buy1,219,140.55 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-1,219,140.5501/16/2015 01/16/2015 Sell-67,866.74 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.0067,866.7401/16/2015 01/16/2015 Buy21,332.80 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-21,332.8001/12/2015 01/12/2015 Buy1,163,250.00 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-1,163,250.0001/13/2015 01/13/2015 Sell-489,505.00 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00489,505.0001/08/2015 01/08/2015 Sell-746,904.18 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00746,904.1801/09/2015 01/09/2015 Buy2,118,425.00 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-2,118,425.0001/02/2015 01/02/2015 Buy736.45 949917397WFA HERITAGE MONEY MARK-I0.01 03/31/20151.00-736.4503/20/2015 03/20/2015 Management Fee0.00 CCYUSDUS Dollar0.00 03/31/2015----4,201.2301/16/2015 01/16/2015 Cash Transfer0.00 CCYUSDUS Dollar0.00 03/31/2015----67,866.7401/20/2015 01/20/2015 Management Fee0.00 CCYUSDUS Dollar0.00 03/31/2015----4,200.6702/20/2015 02/20/2015 Management Fee0.00 CCYUSDUS Dollar0.00 03/31/2015----4,132.16----------782,796.02 --------- ------749,976.35Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount---------967,203.98 --------- -------1,019,934.05Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201523Page 61 * Does not Lock Down.PayableReceivableSettledEntry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount03/31/201504/06/2015Buy750,000.00 05531FAG8BBT BB&T CORPORATION-767,720.0003/31/201504/01/2015Buy500,000.00 3130A4KE1FHLB FEDERAL HOME LOAN BANK-500,024.0203/31/201504/02/2015Buy500,000.00 69371RK96PCAR PACCAR FINANCIAL CORP-502,232.2203/31/2015---Buy1,750,000.00 ----------1,769,976.24Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount03/31/201503/31/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I65.8403/31/201503/31/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I65.84Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount03/01/201503/01/2015Coupon0.00 010775AK0ALAGEN ALAMEDA CA CMNTY IMPT104.4603/15/201503/15/2015Coupon0.00 0258M0DA4AXP AMER EXPRESS CREDIT CO10,312.5002/27/201502/27/2015Coupon0.00 02666QK69HNDA AMERICAN HONDA FINANCE5,075.0002/27/201502/27/2015Maturity-700,000.00 02666QK69HNDA AMERICAN HONDA FINANCE700,000.0003/25/201503/25/2015Principal Paydown-12,760.56 05578XAB4BMWOT BMWOT 2013-A A212,760.5603/25/201503/25/2015Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A24.3602/25/201502/25/2015Principal Paydown-29,612.70 05578XAB4BMWOT BMWOT 2013-A A229,612.7102/25/201502/25/2015Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A214.4801/25/201501/25/2015Principal Paydown-30,387.91 05578XAB4BMWOT BMWOT 2013-A A230,387.9101/25/201501/25/2015Coupon0.00 05578XAB4BMWOT BMWOT 2013-A A224.8602/17/201502/17/2015Coupon0.00 06050TLU4BAC BANK OF AMERICA NA927.8301/15/201501/15/2015Coupon0.00 06406HBN8BKBANK OF NEW YORK MELLON11,625.0001/15/201501/15/2015Maturity-750,000.00 06406HBN8BKBANK OF NEW YORK MELLON750,000.0001/15/201501/21/2015Buy750,000.00 06406HBX6BKBANK OF NEW YORK MELLON-777,039.5801/28/201501/28/2015Coupon0.00 06406HBX6BKBANK OF NEW YORK MELLON8,625.0001/13/201501/15/2015Buy750,000.00 084664CD1BRK BERKSHIRE HATHAWAY FIN-750,000.0001/21/201501/26/2015Buy750,000.00 097023BC8BABOEING CO-794,291.2502/01/201502/01/2015Maturity-750,000.00 13063BN65CAS CALIFORNIA ST-TXBL750,000.0002/01/201502/01/2015Coupon0.00 13063BN65CAS CALIFORNIA ST-TXBL3,187.5002/01/201502/01/2015Coupon0.00 14912L4X6CAT CATERPILLAR FINANCIAL SE7,943.7501/15/201501/15/2015Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4168.4302/17/201502/17/2015Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4183.2203/16/201503/16/2015Coupon0.00 161571FY5CHAIT CHAIT 2013-A4 A4153.0003/23/201503/23/2015Maturity-250,000.00 22546QAE7CSCREDIT SUISSE NEW YORK250,000.0003/23/201503/23/2015Coupon0.00 22546QAE7CSCREDIT SUISSE NEW YORK4,375.0001/12/201501/12/2015Coupon0.00 24422ESA8DEJOHN DEERE CAPITAL CORP495.0001/12/201501/12/2015Maturity-660,000.00 24422ESA8DEJOHN DEERE CAPITAL CORP660,000.0001/26/201501/26/2015Maturity-500,000.00 3128X33E1FHLMC FREDDIE MAC500,000.0001/26/201501/26/2015Coupon0.00 3128X33E1FHLMC FREDDIE MAC12,625.0001/26/201501/27/2015Buy1,000,000.00 3130A3XU3FHLB FEDERAL HOME LOAN BANK-999,897.7802/05/201502/06/2015Buy1,000,000.00 313384SS9FHLBDN FED HOME LN DISCOUNT NT-997,472.2201/22/201501/22/2015Call Redemption-1,000,000.00 3133ECHB3FFCB FEDERAL FARM CREDIT BANK1,001,687.5003/10/201503/10/2015Coupon0.00 3133EDGM8FFCB FEDERAL FARM CREDIT BANK2,100.0001/21/201501/21/2015Coupon0.00 3133EDQW5FFCB FEDERAL FARM CREDIT BANK1,450.0003/18/201503/18/2015Coupon0.00 3134G36G0FHLMC FREDDIE MAC1,750.00MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201524Page 62 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount03/18/201503/18/2015Maturity-1,000,000.00 3134G36G0FHLMC FREDDIE MAC1,000,000.0001/09/201501/09/2015Coupon0.00 3134G4DE5FHLMC FREDDIE MAC2,325.0001/09/201501/09/2015Maturity-1,500,000.00 3134G4DE5FHLMC FREDDIE MAC1,500,000.0001/08/201501/08/2015Coupon0.00 3134G4TH1FHLMC FREDDIE MAC1,500.0003/19/201503/19/2015Coupon0.00 3134G4XC7FHLMC FREDDIE MAC3,350.0003/13/201503/17/2015Buy1,000,000.00 3134G4XC7FHLMC FREDDIE MAC-1,003,212.7801/15/201501/15/2015Sell-1,000,000.00 3135G0TR4FNMA FANNIE MAE1,000,000.0001/15/201501/15/2015Coupon0.00 3135G0TR4FNMA FANNIE MAE3,250.0003/25/201503/26/2015Buy1,000,000.00 3136FPET0FNMA FANNIE MAE-1,016,848.8901/15/201501/15/2015Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A281.2501/15/201501/15/2015Principal Paydown-9,695.22 31679KAB6FITAT FITAT 2014-2 A2A9,695.2202/15/201502/15/2015Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A277.6102/15/201502/15/2015Principal Paydown-64,613.36 31679KAB6FITAT FITAT 2014-2 A2A64,613.3603/15/201503/15/2015Coupon0.00 31679KAB6FITAT FITAT 2014-2 A2A253.3803/15/201503/15/2015Principal Paydown-62,261.80 31679KAB6FITAT FITAT 2014-2 A2A62,261.8002/24/201503/04/2015Buy400,000.00 36164EAB1GEET GEET 2015-1 A2-399,957.0001/08/201501/08/2015Coupon0.00 36962G6Q2GEGENERAL ELEC CAP CORP1,595.8202/13/201502/13/2015Coupon0.00 40428HPG1HSBC HSBC USA INC8,312.5002/13/201502/13/2015Maturity-700,000.00 40428HPG1HSBC HSBC USA INC700,000.0003/15/201503/15/2015Principal Paydown-18,578.83 41284AAB4HDMOT HDMOT 2014-1 A2A18,578.8303/15/201503/15/2015Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A94.7601/15/201501/15/2015Principal Paydown-18,343.19 41284AAB4HDMOT HDMOT 2014-1 A2A18,343.1901/15/201501/15/2015Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A109.3902/15/201502/15/2015Principal Paydown-17,478.64 41284AAB4HDMOT HDMOT 2014-1 A2A17,478.6402/15/201502/15/2015Coupon0.00 41284AAB4HDMOT HDMOT 2014-1 A2A101.9001/22/201501/28/2015Buy500,000.00 41284BAB2HDMOT HDMOT 2015-1 A2A-499,995.9502/15/201502/15/2015Coupon0.00 41284BAB2HDMOT HDMOT 2015-1 A2A188.8903/15/201503/15/2015Coupon0.00 41284BAB2HDMOT HDMOT 2015-1 A2A333.3301/16/201501/16/2015Principal Paydown-2,442.73 43814EAB1HAROT HAROT 2013-2 A22,442.7301/16/201501/16/2015Coupon0.00 43814EAB1HAROT HAROT 2013-2 A20.7502/18/201502/18/2015Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0002/18/201502/18/2015Principal Paydown-18,612.10 43814GAB6HAROT HAROT 2014-2 A218,612.1001/18/201501/18/2015Coupon0.00 43814GAB6HAROT HAROT 2014-2 A265.0003/18/201503/18/2015Coupon0.00 43814GAB6HAROT HAROT 2014-2 A258.9503/18/201503/18/2015Principal Paydown-19,267.60 43814GAB6HAROT HAROT 2014-2 A219,267.6003/15/201503/15/2015Coupon0.00 43814KAB7HAROT HAROT 2015-1 A2195.4202/15/201502/15/2015Coupon0.00 43814KAB7---HAROT 2015-1 A2110.7401/21/201501/28/2015Buy335,000.00 43814KAB7---HAROT 2015-1 A2-334,982.5101/15/201501/21/2015Buy750,000.00 46625HHW3JPM JPMORGAN CHASE & CO-763,075.0002/15/201502/15/2015Coupon0.00 47787VAB7JDOT JDOT 2014-A A2227.9002/15/201502/15/2015Principal Paydown-91,133.29 47787VAB7JDOT JDOT 2014-A A291,133.2901/15/201501/15/2015Principal Paydown-82,693.48 47787VAB7JDOT JDOT 2014-A A282,693.4801/15/201501/15/2015Coupon0.00 47787VAB7JDOT JDOT 2014-A A2258.9103/15/201503/15/2015Coupon0.00 47787VAB7JDOT JDOT 2014-A A2193.7203/15/201503/15/2015Principal Paydown-58,790.19 47787VAB7JDOT JDOT 2014-A A258,790.1901/01/201501/01/2015Coupon0.00 5446462Q4LOSSCD LOS ANGELES SD-L-TXBL712.8002/15/201502/15/2015Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A27.5402/15/201502/15/2015Principal Paydown-13,713.60 55292LAB0MTBAT MTBAT 2013-1A A213,713.6001/15/201501/15/2015Principal Paydown-40,942.19 55292LAB0MTBAT MTBAT 2013-1A A240,942.2001/15/201501/15/2015Coupon0.00 55292LAB0MTBAT MTBAT 2013-1A A230.0603/15/201503/15/2015Principal Paydown-68,338.43 58768EAC3MBALT MBALT 2014-A A2A68,338.4303/15/201503/15/2015Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A222.63MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201525Page 63 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount01/15/201501/15/2015Principal Paydown-75,234.14 58768EAC3MBALT MBALT 2014-A A2A75,234.1401/15/201501/15/2015Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A281.2702/15/201502/15/2015Coupon0.00 58768EAC3MBALT MBALT 2014-A A2A251.1802/15/201502/15/2015Principal Paydown-71,354.71 58768EAC3MBALT MBALT 2014-A A2A71,354.7101/09/201501/09/2015Coupon0.00 59217GAM1MET MET LIFE GLOB FUNDING I6,100.0001/09/201501/09/2015Maturity-610,000.00 59217GAM1MET MET LIFE GLOB FUNDING I610,000.0002/04/201502/18/2015Buy300,000.00 605581FW2MSS MISSISSIPPI ST-B-TXBL-300,000.0001/12/201501/12/2015Maturity-500,000.00 64952WBE2NYLIFE NEW YORK LIFE GLOBAL FDG500,000.0001/12/201501/12/2015Coupon0.00 64952WBE2NYLIFE NEW YORK LIFE GLOBAL FDG3,250.0003/15/201503/15/2015Coupon0.00 65477WAB2NAROT NAROT 2014-B A2375.0001/15/201501/15/2015Coupon0.00 65477WAB2NAROT NAROT 2014-B A2437.5002/15/201502/15/2015Coupon0.00 65477WAB2NAROT NAROT 2014-B A2375.0002/27/201502/27/2015Buy300,000.00 68428LDH4ORAGEN ORANGE CNTY -TXBL-A-300,249.3301/09/201501/13/2015Buy490,000.00 68428LDH4ORAGEN ORANGE CNTY -TXBL-A-490,000.0001/29/201501/29/2015Coupon0.00 69349LAL2PNC PNC BANK NA1,059.1503/18/201503/18/2015Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1328.4202/18/201502/18/2015Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1337.1301/19/201501/19/2015Coupon0.00 70659PAE1PENAR PENAR 2013-1A A1379.5003/30/201503/30/2015Coupon0.00 74005PAR5PXPRAXAIR INC15,031.2503/30/201503/30/2015Maturity-650,000.00 74005PAR5PXPRAXAIR INC650,000.0002/19/201502/19/2015Coupon0.00 74153WCA5PRU PRICOA GLOBAL FUNDING 1865.6903/11/201503/26/2015Buy250,000.00 762494QV7RIASCD RIALTO USD-TXBL-250,000.0003/16/201503/26/2015Buy125,000.00 76912TJC8RIVGEN RIVERSIDE PUB FIN-REF-124,468.7503/18/201503/23/2015Buy285,000.00 857477AH6STT STATE STREET CORP-291,505.9203/07/201503/07/2015Coupon0.00 857477AH6STT STATE STREET CORP4,312.5002/27/201503/03/2015Buy300,000.00 857477AH6STT STATE STREET CORP-311,275.6702/15/201502/15/2015Coupon0.00 89236VAB6TAOT TAOT 2013-B A245.5802/15/201502/15/2015Principal Paydown-48,389.49 89236VAB6TAOT TAOT 2013-B A248,389.5003/15/201503/15/2015Principal Paydown-45,898.27 89236VAB6TAOT TAOT 2013-B A245,898.2703/15/201503/15/2015Coupon0.00 89236VAB6TAOT TAOT 2013-B A226.2301/15/201501/15/2015Principal Paydown-52,933.45 89236VAB6TAOT TAOT 2013-B A252,933.4501/15/201501/15/2015Coupon0.00 89236VAB6TAOT TAOT 2013-B A266.7602/24/201503/04/2015Buy600,000.00 89236WAB4TAOT TAOT 2015-A A2-599,994.3002/15/201502/15/2015Principal Paydown-65,316.71 90290KAB1USAOT USAOT 2014-1 A265,316.7102/15/201502/15/2015Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2131.5101/15/201501/15/2015Principal Paydown-70,042.30 90290KAB1USAOT USAOT 2014-1 A270,042.3001/15/201501/15/2015Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2153.6903/15/201503/15/2015Principal Paydown-62,891.59 90290KAB1USAOT USAOT 2014-1 A262,891.5903/15/201503/15/2015Coupon0.00 90290KAB1USAOT USAOT 2014-1 A2110.8301/22/201501/27/2015Buy300,000.00 90331HMR1USB US BANK NA CINCINNATI-300,000.0002/28/201502/28/2015Coupon0.00 912828B82TUS TREASURY N/B1,250.0001/31/201501/31/2015Coupon0.00 912828PS3TUS TREASURY N/B20,000.0001/31/201501/31/2015Coupon0.00 912828QX1TUS TREASURY N/B7,500.0002/28/201502/28/2015Coupon0.00 912828RF9TUS TREASURY N/B5,000.0002/28/201502/28/2015Maturity-1,000,000.00 912828UP3TUS TREASURY N/B1,000,000.0002/28/201502/28/2015Coupon0.00 912828UP3TUS TREASURY N/B1,250.0002/23/201502/23/2015Coupon0.00 928668AD4VWVOLKSWAGEN GROUP AMERICA570.0003/20/201503/20/2015Coupon0.00 92867GAC7VALET VALET 2012-1 A385.4603/20/201503/20/2015Principal Paydown-23,651.19 92867GAC7VALET VALET 2012-1 A323,651.2001/20/201501/20/2015Coupon0.00 92867GAC7VALET VALET 2012-1 A3123.8001/20/201501/20/2015Principal Paydown-24,208.35 92867GAC7VALET VALET 2012-1 A324,208.3502/20/201502/20/2015Coupon0.00 92867GAC7VALET VALET 2012-1 A3106.65MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201526Page 64 Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount02/20/201502/20/2015Principal Paydown-29,915.23 92867GAC7VALET VALET 2012-1 A329,915.2303/16/201503/16/2015Buy241,071.83 949917397SHIXX WFA HERITAGE MONEY MARK-I-241,071.8303/16/201503/16/2015Buy68,756.48 949917397SHIXX WFA HERITAGE MONEY MARK-I-68,756.4803/16/201503/16/2015Buy18,673.59 949917397SHIXX WFA HERITAGE MONEY MARK-I-18,673.5903/18/201503/18/2015Buy328.42 949917397SHIXX WFA HERITAGE MONEY MARK-I-328.4203/18/201503/18/2015Buy1,021,076.55 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,021,076.5503/17/201503/17/2015Sell-1,002,684.78 949917397SHIXX WFA HERITAGE MONEY MARK-I1,002,684.7803/10/201503/10/2015Buy2,100.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,100.0003/09/201503/09/2015Buy4,312.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-4,312.5003/04/201503/04/2015Sell-999,951.30 949917397SHIXX WFA HERITAGE MONEY MARK-I999,951.3003/03/201503/03/2015Sell-311,275.67 949917397SHIXX WFA HERITAGE MONEY MARK-I311,275.6702/27/201502/27/2015Sell-300,249.33 949917397SHIXX WFA HERITAGE MONEY MARK-I300,249.3302/27/201502/27/2015Buy705,075.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-705,075.0002/28/201502/28/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I42.7003/02/201503/02/2015Buy1,007,647.16 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,007,647.1602/23/201502/23/2015Buy18,619.64 949917397SHIXX WFA HERITAGE MONEY MARK-I-18,619.6402/23/201502/23/2015Buy570.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-570.0002/26/201502/26/2015Buy29,627.19 949917397SHIXX WFA HERITAGE MONEY MARK-I-29,627.1902/19/201502/19/2015Buy865.69 949917397SHIXX WFA HERITAGE MONEY MARK-I-865.6902/19/201502/19/2015Sell-84.68 949917397SHIXX WFA HERITAGE MONEY MARK-I84.6802/20/201502/20/2015Buy30,021.89 949917397SHIXX WFA HERITAGE MONEY MARK-I-30,021.8902/20/201502/20/2015Sell-4,132.16 949917397SHIXX WFA HERITAGE MONEY MARK-I4,132.1602/20/201502/20/2015Buy310.54 949917397SHIXX WFA HERITAGE MONEY MARK-I-310.5402/17/201502/17/2015Buy13,909.03 949917397SHIXX WFA HERITAGE MONEY MARK-I-13,909.0302/17/201502/17/2015Buy288,891.51 949917397SHIXX WFA HERITAGE MONEY MARK-I-288,891.5102/18/201502/18/2015Sell-228,140.22 949917397SHIXX WFA HERITAGE MONEY MARK-I228,140.2202/18/201502/18/2015Buy337.13 949917397SHIXX WFA HERITAGE MONEY MARK-I-337.1303/30/201503/30/2015Buy665,031.25 949917397SHIXX WFA HERITAGE MONEY MARK-I-665,031.2503/25/201503/25/2015Buy12,760.56 949917397SHIXX WFA HERITAGE MONEY MARK-I-12,760.5603/26/201503/26/2015Sell-1,391,313.28 949917397SHIXX WFA HERITAGE MONEY MARK-I1,391,313.2803/23/201503/23/2015Buy4,375.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-4,375.0003/23/201503/23/2015Sell-41,505.92 949917397SHIXX WFA HERITAGE MONEY MARK-I41,505.9203/19/201503/19/2015Buy3,350.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,350.0003/20/201503/20/2015Sell-4,201.23 949917397SHIXX WFA HERITAGE MONEY MARK-I4,201.2303/20/201503/20/2015Buy23,736.65 949917397SHIXX WFA HERITAGE MONEY MARK-I-23,736.6502/13/201502/13/2015Buy708,312.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-708,312.5002/06/201502/06/2015Sell-997,472.22 949917397SHIXX WFA HERITAGE MONEY MARK-I997,472.2201/31/201501/31/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I46.1002/02/201502/02/2015Buy788,677.35 949917397SHIXX WFA HERITAGE MONEY MARK-I-788,677.3501/27/201501/27/2015Sell-1,269,485.01 949917397SHIXX WFA HERITAGE MONEY MARK-I1,269,485.0101/26/201501/26/2015Sell-281,666.25 949917397SHIXX WFA HERITAGE MONEY MARK-I281,666.2501/29/201501/29/2015Buy1,059.15 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,059.1501/28/201501/28/2015Sell-826,353.46 949917397SHIXX WFA HERITAGE MONEY MARK-I826,353.4601/22/201501/22/2015Buy1,000,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,000,000.0001/22/201501/22/2015Buy1,687.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,687.5001/21/201501/21/2015Sell-1,538,664.58 949917397SHIXX WFA HERITAGE MONEY MARK-I1,538,664.5801/20/201501/20/2015Buy24,711.65 949917397SHIXX WFA HERITAGE MONEY MARK-I-24,711.6501/20/201501/20/2015Buy0.75 949917397SHIXX WFA HERITAGE MONEY MARK-I-0.7501/20/201501/20/2015Sell-4,135.67 949917397SHIXX WFA HERITAGE MONEY MARK-I4,135.6701/15/201501/15/2015Buy53,000.21 949917397SHIXX WFA HERITAGE MONEY MARK-I-53,000.2101/15/201501/15/2015Buy75,515.41 949917397SHIXX WFA HERITAGE MONEY MARK-I-75,515.4101/15/201501/15/2015Buy1,219,140.55 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,219,140.55MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201527Page 65 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 Amount01/16/201501/16/2015Sell-67,866.74 949917397SHIXX WFA HERITAGE MONEY MARK-I67,866.7401/16/201501/16/2015Buy21,332.80 949917397SHIXX WFA HERITAGE MONEY MARK-I-21,332.8001/12/201501/12/2015Buy1,163,250.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,163,250.0001/13/201501/13/2015Sell-489,505.00 949917397SHIXX WFA HERITAGE MONEY MARK-I489,505.0001/08/201501/08/2015Sell-746,904.18 949917397SHIXX WFA HERITAGE MONEY MARK-I746,904.1801/09/201501/09/2015Buy2,118,425.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,118,425.0001/02/201501/02/2015Buy736.45 949917397SHIXX WFA HERITAGE MONEY MARK-I-736.4503/20/201503/20/2015Management Fee0.00 CCYUSD---US Dollar-4,201.2301/16/201501/16/2015Cash Transfer0.00 CCYUSDUSD US Dollar-67,866.7401/20/201501/20/2015Management Fee0.00 CCYUSDUSD US Dollar-4,200.6702/20/201502/20/2015Management Fee0.00 CCYUSD---US Dollar-4,132.16----------782,796.02 ---------749,976.35Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount---------967,203.98 ----------1,019,934.05MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201528Page 66 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 +Accrued47787VAB7JDOT 2014-A A2690,639.130.000.000.00-232,616.960.007.70-46.52-0.01-240.930.00457,742.4158768EAC3MBALT 2014-A A2A703,506.240.000.000.00-214,927.280.005.00-45.85-0.00-231.060.00488,307.0443814EAB1HAROT 2013-2 A22,442.970.000.000.00-2,442.730.000.00-0.38-0.000.130.000.0041284AAB4HDMOT 2014-1 A2A267,704.690.000.000.00-54,400.660.003.87-11.85-0.0013.880.00213,309.93949917397WFA HERITAGE MONEY MARK-I1,289,958.2811,337,296.93-10,505,591.680.000.000.000.000.000.000.000.002,121,663.533134G36G0FREDDIE MAC1,001,347.390.000.00-1,000,000.000.000.00-223.82-1,001.390.00-122.180.000.00912828WQ9US TREASURY N/B1,000,325.810.000.000.000.000.00-101.131,243.090.001,430.130.001,002,897.91313373SZ6FEDERAL HOME LOAN BANK1,023,639.580.000.000.000.000.00-3,973.995,312.500.001,825.990.001,026,804.0814912L4X6CATERPILLAR FINANCIAL SE796,492.040.000.000.000.000.00-2,668.27-3,971.880.001,708.820.00791,560.723133EDGC0FEDERAL FARM CREDIT BANK1,000,276.830.000.000.000.000.00323.39625.000.00-312.390.001,000,912.83161571FY5CHAIT 2013-A4 A4749,754.870.000.000.000.000.000.00-0.870.00337.500.00750,091.5013063BN65CALIFORNIA ST-TXBL753,031.250.000.00-750,000.000.000.000.00-2,656.250.00-375.000.000.0002666QK69AMERICAN HONDA FINANCE704,574.110.000.00-700,000.000.000.00-928.26-3,496.110.00-149.740.000.0090331HMR1US BANK NA CINCINNATI0.00300,000.000.000.000.000.000.00296.590.00580.500.00300,877.093137EADD8FREDDIE MAC1,001,977.780.000.000.000.000.00-562.991,250.000.00-199.010.001,002,465.783128X33E1FREDDIE MAC512,502.530.000.00-500,000.000.000.00-1,640.68 -10,871.530.009.680.000.0041284BAB2HDMOT 2015-1 A2A0.00499,995.950.000.000.000.000.32177.780.0065.730.00500,239.78912828PS3US TREASURY N/B1,026,181.570.000.000.000.000.00-4,092.68-5,054.650.00889.680.001,017,923.92912828PS3US TREASURY N/B1,026,181.570.000.000.000.000.00-4,130.38-5,054.650.00927.380.001,017,923.9289236WAB4TAOT 2015-A A20.00599,994.300.000.000.000.000.30319.500.00263.400.00600,577.5069371RK96PACCAR FINANCIAL CORP0.00500,910.000.000.000.000.000.001,322.220.00-257.000.00501,975.2269371RK96PACCAR FINANCIAL CORP205,726.930.000.000.000.000.00-122.06358.750.00-157.760.00205,805.8606406HBN8BANK OF NEW YORK MELLON761,241.330.000.00-750,000.000.000.00-724.46 -10,720.830.00203.960.000.00762494QV7RIALTO USD-TXBL0.00250,000.000.000.000.000.000.0043.680.00295.000.00250,338.683136FPET0FANNIE MAE0.001,015,960.000.000.000.000.00-273.601,166.670.00-469.400.001,016,383.67912828RF9US TREASURY N/B1,010,897.790.000.000.000.000.00-1,390.51-2,528.220.002,171.510.001,009,150.5743814KAB7HAROT 2015-1 A20.00334,982.510.000.000.000.001.95104.220.006.490.00335,095.1870659PAE1PENAR 2013-1A A1750,645.500.000.000.000.000.000.004.380.00-75.750.00750,574.1276912TJC8RIVERSIDE PUB FIN-REF0.00124,468.750.000.000.000.006.0717.360.00-46.070.00124,446.113134G54C6FREDDIE MAC998,611.440.000.000.000.000.00-308.221,250.000.002,279.220.001,001,832.44Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201529Page 67 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 +Accrued912828UP3US TREASURY N/B1,001,122.450.000.00-1,000,000.000.000.0024.40-849.450.00-297.400.000.0046625HHW3JPMORGAN CHASE & CO0.00762,750.000.000.000.000.00-2,486.074,116.670.0092.070.00764,472.6791412GUT0UNIV OF CALIFORNIA-AN249,575.030.000.000.000.000.000.00396.250.00582.500.00250,553.7868428LDH4ORANGE CNTY -TXBL-A0.00490,000.000.000.000.000.000.00721.930.00-362.600.00490,359.3368428LDH4ORANGE CNTY -TXBL-A0.00300,000.000.000.000.000.000.00442.000.00-222.000.00300,220.00459200HD6IBM CORP752,094.500.000.000.000.000.00-455.821,406.250.00-557.430.00752,487.504197915E4HAWAII-TXBL-REF-ES748,568.250.000.000.000.000.000.001,370.620.001,987.500.00751,926.38010775AK0ALAMEDA CA CMNTY IMPT99,950.290.000.000.000.000.000.0033.790.0036.000.00100,020.080258M0DA4AMER EXPRESS CREDIT CO767,643.920.000.000.000.000.00-4,150.79-5,156.250.00-140.710.00758,196.1765477WAB2NAROT 2014-B A2749,876.250.000.000.000.000.005.80-62.500.00202.700.00750,022.2506406HBX6BANK OF NEW YORK MELLON0.00768,750.000.000.000.000.00-2,369.133,018.750.00-1,447.620.00767,952.003133EDXG2FEDERAL FARM CREDIT BANK1,001,856.060.000.000.000.000.00-253.521,675.000.00157.520.001,003,435.063134G53J2FREDDIE MAC999,083.390.000.000.000.000.000.001,375.000.002,108.000.001,002,566.393134G4TH1FREDDIE MAC1,001,690.670.000.000.000.000.00-18.30-750.000.0030.300.001,000,952.67313384SS9FED HOME LN DISCOUNT NT0.00997,472.220.000.000.000.00375.000.000.0085.780.00997,933.003135G0TR4FANNIE MAE1,003,131.220.00-1,000,000.000.000.000.00-157.06-2,997.220.0023.060.000.005446462Q4LOS ANGELES SD-L-TXBL0.000.000.000.000.00400,000.000.00486.000.00-216.000.00400,270.005446462Q4LOS ANGELES SD-L-TXBL400,500.800.000.000.000.00-400,000.000.00-712.800.00212.000.000.0059217GAM1MET LIFE GLOB FUNDING I615,928.930.000.00-610,000.000.000.00-181.33-5,828.890.0081.290.000.00857477AH6STATE STREET CORP0.00307,059.000.000.000.000.00-553.27575.000.00-50.630.00307,030.10857477AH6STATE STREET CORP0.00291,141.750.000.000.000.00-157.93546.250.00148.530.00291,678.60084664CD1BERKSHIRE HATHAWAY FIN0.00750,000.000.000.000.000.000.00876.060.001,230.750.00752,106.81677520FR4OH ST-TXB-DEV ASST-A787,271.250.000.000.000.000.00-9,271.8110,106.250.00481.810.00788,587.50097023BC8BOEING CO0.00789,135.000.000.000.000.00-3,830.9910,234.380.001,232.240.00796,770.623134G4XC7FREDDIE MAC0.00999,900.000.000.000.000.002.72223.330.00857.280.001,000,983.33928668AD4VOLKSWAGEN GROUP AMERICA499,733.530.000.000.000.000.000.008.410.00-93.000.00499,648.9406050TLU4BANK OF AMERICA NA498,999.800.000.000.000.000.000.00-34.560.001,175.000.00500,140.2436962G6Q2GENERAL ELEC CAP CORP754,267.400.000.000.000.000.00-412.90-2.700.00903.400.00754,755.1974153WCA5PRICOA GLOBAL FUNDING 1300,424.030.000.000.000.000.00-130.230.130.0024.330.00300,318.2674153WCA5PRICOA GLOBAL FUNDING 1375,530.040.000.000.000.000.000.000.160.00-132.380.00375,397.82Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201530Page 68 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 +Accrued3133EDQW5FEDERAL FARM CREDIT BANK1,000,702.890.000.000.000.000.00220.82-725.000.00278.180.001,000,476.89912828B82US TREASURY N/B999,599.450.000.000.000.000.00464.79-632.060.00707.210.001,000,139.393130A3XU3FEDERAL HOME LOAN BANK0.00999,870.000.000.000.000.0023.11472.220.00-0.110.001,000,365.2240428HPG1HSBC USA INC707,779.220.000.00-700,000.000.000.00-1,351.17-6,372.920.00-55.130.000.00605581FW2MISSISSIPPI ST-B-TXBL0.00300,000.000.000.000.000.000.00229.330.00-690.000.00299,539.3364952WBE2NEW YORK LIFE GLOBAL FDG503,095.890.000.00-500,000.000.000.00-81.50-3,051.390.0037.000.000.003130A4KE1FEDERAL HOME LOAN BANK0.00499,923.190.000.000.000.000.00100.830.00-27.190.00499,996.8303255LGX1ANAHEIM FING AUTH-B749,899.170.000.000.000.000.000.001,875.000.0060.000.00751,834.173133ECHB3FEDERAL FARM CREDIT BANK1,001,340.000.000.00-1,000,000.000.000.000.00-1,425.000.0085.000.000.0074005PAR5PRAXAIR INC664,166.730.000.00-650,000.000.000.00-6,424.00-7,599.130.00-143.600.000.00912828QX1US TREASURY N/B1,021,589.170.000.000.000.000.00-2,615.89-3,790.990.001,912.890.001,017,095.1922546QAE7CREDIT SUISSE NEW YORK254,070.690.000.00-250,000.000.000.00-1,480.00-2,381.940.00-208.750.000.003133EDGM8FEDERAL FARM CREDIT BANK199,899.430.000.000.000.000.0083.35-175.000.00237.450.00200,045.233133EDGM8FEDERAL FARM CREDIT BANK999,497.170.000.000.000.000.00222.83-875.000.001,381.170.001,000,226.1789233P4B9TOYOTA MOTOR CREDIT CORP760,284.330.000.000.000.000.00-5,269.746,000.000.00481.740.00761,496.3374254PYF3PRINCIPAL LIFE INC FDG512,965.830.000.000.000.000.00-6,183.406,937.500.00-136.600.00513,583.3369349LAL2PNC BANK NA749,570.550.000.000.000.000.00-230.812.810.001,320.560.00750,663.1136164EAB1GEET 2015-1 A20.00399,957.000.000.000.000.001.91267.000.00203.890.00400,429.803134G4DE5FREDDIE MAC1,502,286.170.000.00-1,500,000.000.000.000.00-2,221.670.00-64.500.000.0054438CQZ8LOS ANGELES CCD-H-TXL748,987.500.000.000.000.000.000.00513.560.001,087.500.00750,588.5624422ESA8JOHN DEERE CAPITAL CORP660,447.700.000.00-660,000.000.000.000.00-434.500.00-13.200.000.0074256LAC3PRINCIPAL LFE GLB FND II250,777.890.000.000.000.000.00-347.07625.000.00557.320.00251,613.1405531FAG8BB&T CORPORATION0.00766,320.000.000.000.000.000.001,400.000.00-529.500.00767,190.50CCYUSDPayable-750,000.000.000.000.000.000.000.000.000.000.00 -1,019,976.24 -1,769,976.24CCYUSDReceivable23.650.000.000.000.000.000.000.000.000.0042.1965.84CCYUSDCash0.460.000.000.000.000.000.000.000.000.00-0.000.4643814GAB6HAROT 2014-2 A2199,912.570.000.000.00-37,879.700.003.74-5.330.0042.960.00162,074.2390290KAB1USAOT 2014-1 A2485,319.260.000.000.00-198,250.600.004.52-33.480.0061.990.00287,101.6989236VAB6TAOT 2013-B A2166,949.200.000.000.00-147,221.220.001.63-31.410.00-22.610.0019,675.5931679KAB6FITAT 2014-2 A2A749,688.000.000.000.00-136,570.380.0021.14-27.310.01185.680.00613,297.12Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201531Page 69 * 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 +Accrued55292LAB0MTBAT 2013-1A A254,672.370.000.000.00-54,655.800.000.10-16.030.01-0.650.000.0092867GAC7VALET 2012-1 A3175,038.530.000.000.00-77,774.780.00-128.95-20.200.01-13.240.0097,101.3705578XAB4BMWOT 2013-A A272,766.650.000.000.00-72,761.180.000.43-4.970.01-0.940.000.00------44,326,237.8924,385,886.60-11,505,591.68-10,570,000.00-1,229,501.290.00 -67,877.83 -22,151.450.0225,239.50 -1,019,934.05 44,322,307.71Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 01/01/2015 - 03/31/2015Return to Table of ContentsDated: 04/03/201532Page 70 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 IMPTMUNI99,974.00 0.553 0.616 0.431100,239.43100,239.43100,189.4499,758.5699,543.1199,112.220258M0DA4 AMER EXPRESS CREDIT COCORP757,279.50 0.491 0.588 0.457759,314.43759,314.43759,009.88755,549.12753,818.73750,357.9703255LGX1 ANAHEIM FING AUTH-BMUNI748,980.00 1.00 1.108 1.086757,992.39757,113.92753,046.96744,913.04740,846.08732,712.1505531FAG8 BB&T CORPORATIONCORP765,790.50 0.662 0.00 0.00765,790.50765,790.50765,790.50765,790.50765,790.50765,790.5006050TLU4 BANK OF AMERICA NACORP499,706.00 0.74 0.736 0.126500,169.41500,169.41500,020.81499,391.19499,076.37498,446.7406406HBX6 BANK OF NEW YORK MELLONCORP764,933.25 0.644 0.815 1.306773,075.12773,075.12769,928.26759,938.24754,943.22744,953.19084664CD1 BERKSHIRE HATHAWAY FINCORP751,230.75 0.562 0.494 0.04751,379.19751,379.19751,379.19751,080.50750,930.26750,629.77097023BC8 BOEING COCORP786,536.25 0.849 0.773 1.58796,142.53796,142.53792,749.89780,322.61774,108.98761,681.7014912L4X6 CATERPILLAR FINANCIAL SECORP788,912.80 0.643 0.725 1.316796,439.82796,439.82794,103.85783,721.75778,530.71768,148.62161571FY5 CHAIT 2013-A4 A4ABS750,000.00 0.272 0.259 0.05750,097.12750,097.12750,097.12749,812.50749,625.00749,250.003130A3XU3 FEDERAL HOME LOAN BANKAGCY BOND999,893.00 0.263 0.261 0.809 1,002,004.26 1,002,004.26 1,002,004.26995,848.43991,803.87983,714.733130A4KE1 FEDERAL HOME LOAN BANKAGCY BOND499,896.00 0.345 0.00 0.00499,896.00499,896.00499,896.00499,896.00499,896.00499,896.00313373SZ6 FEDERAL HOME LOAN BANKAGCY BOND1,020,252.00 0.50 0.393 1.177 1,024,971.29 1,024,971.29 1,024,971.29 1,014,247.82 1,008,243.63996,235.27313384SS9 FED HOME LN DISCOUNT NTAGCY DISC997,933.00 0.254 0.243 0.852999,999.08999,999.08999,999.08993,681.81989,430.61980,928.223133EDGC0 FEDERAL FARM CREDIT BANKAGCY BOND999,892.00 0.382 0.265 0.593 1,001,463.28 1,001,463.28 1,001,463.28996,927.32993,962.64988,033.283133EDGM8 FEDERAL FARM CREDIT BANKAGCY BOND1,200,026.40 0.454 0.35 0.468 1,201,992.04 1,201,992.04 1,201,992.04 1,197,218.34 1,194,410.28 1,188,794.153133EDQW5 FEDERAL FARM CREDIT BANKAGCY BOND999,913.00 0.38 0.299 0.806 1,002,322.73 1,002,322.73 1,002,322.73995,883.35991,853.70983,794.403133EDXG2 FEDERAL FARM CREDIT BANKAGCY BOND1,000,327.00 0.567 0.684 1.111 1,007,928.72 1,007,928.72 1,005,883.82994,770.18989,213.37978,099.743134G4TH1 FREDDIE MACAGCY BOND1,000,261.00 0.293 0.204 0.272 1,000,816.02 1,000,816.02 1,000,816.02998,900.64997,540.29994,819.583134G4XC7 FREDDIE MACAGCY BOND1,000,760.00 0.677 0.524 0.845 1,005,191.17 1,005,191.17 1,004,988.21996,531.79992,303.58983,847.163134G53J2 FREDDIE MACAGCY BOND1,000,565.00 0.55 0.154 0.601 1,001,491.06 1,001,491.06 1,001,491.06997,558.30994,551.60988,538.213134G54C6 FREDDIE MACAGCY BOND1,000,013.00 0.375 0.509 0.65 1,003,321.54 1,003,321.54 1,003,263.04996,762.96993,512.92987,012.833136FPET0 FANNIE MAEAGCY BOND1,015,217.00 0.326 0.383 0.938 1,018,864.21 1,018,864.21 1,018,864.21 1,010,455.63 1,005,694.26996,171.533137EADD8 FREDDIE MACAGCY BOND1,000,188.00 0.272 0.098 0.047 1,000,234.07 1,000,234.07 1,000,234.07999,952.96999,717.91999,247.8231679KAB6 FITAT 2014-2 A2AABS613,174.44 0.464 0.548 0.44614,652.92614,652.92614,523.42611,825.45610,476.47607,778.5036164EAB1 GEET 2015-1 A2ABS400,162.80 0.901 0.862 1.075403,870.91403,870.91402,313.68398,011.92395,861.05391,559.3036962G6Q2 GENERAL ELEC CAP CORPCORP753,283.50 0.642 0.276 0.028753,341.71753,341.71753,341.71753,178.04753,072.58752,861.6641284AAB4 HDMOT 2014-1 A2AABS213,263.44 0.498 0.696 0.524214,041.22214,041.22213,822.19212,704.69212,145.94211,028.4441284BAB2 HDMOT 2015-1 A2AABS500,062.00 0.802 0.772 4.055515,716.24515,716.24510,200.76489,923.24479,784.49459,506.974197915E4 HAWAII-TXBL-REF-ESMUNI750,007.50 0.731 0.71 1.337757,127.10757,127.10755,021.30744,993.70739,979.90729,952.3043814GAB6 HAROT 2014-2 A2ABS162,051.40 0.40 0.538 0.292162,305.98162,305.98162,287.99161,814.80161,578.21161,105.0243814KAB7 HAROT 2015-1 A2ABS334,990.96 0.706 0.711 0.878337,082.16337,082.16336,461.57333,520.34332,049.73329,108.51459200HD6 IBM CORPCORP750,300.00 0.502 0.363 0.114750,610.49750,610.49750,610.49749,872.33749,444.66748,589.3246625HHW3 JPMORGAN CHASE & COCORP760,356.00 0.86 0.86 0.782765,469.55765,469.55763,328.99757,383.01754,410.02748,464.0347787VAB7 JDOT 2014-A A2ABS457,650.85 0.455 0.561 0.299458,418.51458,418.51458,335.04456,966.66456,282.47454,914.1054438CQZ8 LOS ANGELES CCD-H-TXLMUNI750,075.00 0.297 0.267 0.336750,747.91750,747.91750,747.91748,814.87747,554.75745,034.505446462Q4 LOS ANGELES SD-L-TXBLMUNI399,784.00 0.486 0.539 0.763401,428.14401,428.14401,309.18398,258.82396,733.65393,683.3058768EAC3 MBALT 2014-A A2AABS488,202.88 0.484 0.52 0.227488,779.15488,779.15488,756.99487,648.77487,094.66485,986.44605581FW2 MISSISSIPPI ST-B-TXBLMUNI299,310.00 0.64 0.786 1.491302,817.69302,817.69301,541.36297,078.64294,847.29290,384.5865477WAB2 NAROT 2014-B A2ABS749,822.25 0.607 0.64 0.718753,267.83753,267.83752,514.11747,130.39744,438.53739,054.80677520FR4 OH ST-TXB-DEV ASST-AMUNI768,375.00 0.351 0.531 0.501770,419.12770,419.12770,299.78766,450.22764,525.44760,675.8868428LDH4 ORANGE CNTY -TXBL-AMUNI789,415.40 0.68 0.753 0.846794,444.28794,444.28792,754.63786,076.17782,736.95776,058.4969349LAL2 PNC BANK NACORP749,923.50 0.449 0.586 0.079750,270.67750,270.67750,219.72749,627.28749,331.06748,738.6269371RK96 PACCAR FINANCIAL CORPCORP705,920.73 0.421 0.495 0.624708,101.18708,101.18708,101.18703,718.26701,515.78697,110.8470659PAE1 PENAR 2013-1A A1ABS750,408.75 0.564 0.48 0.05750,588.85750,588.85750,588.85750,221.15750,033.55749,658.3474153WCA5 PRICOA GLOBAL FUNDING 1CORP675,311.18 0.454 0.406 0.142675,700.51675,700.51675,700.51674,831.70674,352.23673,393.2974254PYF3 PRINCIPAL LIFE INC FDGCORP501,712.50 0.52 0.12 0.075501,757.65501,757.65501,757.65501,524.36501,336.22500,959.9374256LAC3 PRINCIPAL LFE GLB FND IICORP250,849.25 0.434 0.531 0.693251,772.33251,772.33251,718.44249,980.06249,110.86247,372.48762494QV7 RIALTO USD-TXBLMUNI250,295.00 1.258 1.203 1.827255,796.19254,867.89252,581.44248,008.56245,722.11241,149.2276912TJC8 RIVERSIDE PUB FIN-REFMUNI124,428.75 1.301 1.308 1.419126,738.21126,194.39125,311.57123,545.93122,663.11120,897.46857477AH6 STATE STREET CORPCORP597,587.44 0.573 0.542 0.927600,589.93600,589.93600,357.26594,817.63592,047.81586,508.17Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201533Page 71 * 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 PointShock89233P4B9 TOYOTA MOTOR CREDIT CORP CORP754,563.00 0.341 0.375 0.213755,165.71755,165.71755,165.71753,759.39752,955.78751,348.5689236VAB6 TAOT 2013-B A2ABS19,671.40 0.484 0.456 0.04219,675.1619,675.1619,675.1619,667.2619,663.1319,654.8789236WAB4 TAOT 2015-A A2ABS600,258.00 0.712 0.672 0.918603,960.97603,960.97603,013.18597,502.82594,747.63589,237.2690290KAB1 USAOT 2014-1 A2ABS287,053.20 0.386 0.472 0.184287,302.50287,302.50287,302.50286,789.11286,525.02285,996.8490331HMR1 US BANK NA CINCINNATICORP300,580.50 0.565 0.515 0.075300,696.60300,696.60300,693.22300,467.78300,355.06300,129.63912828B82 US TREASURY N/BUS GOV999,922.00 0.44 0.267 0.917 1,002,370.20 1,002,370.20 1,002,370.20995,337.36990,752.72981,583.43912828PS3 US TREASURY N/BUS GOV2,029,218.00 0.325 0.257 0.834 2,033,567.39 2,033,567.39 2,033,567.39 2,020,756.16 2,012,294.32 1,995,370.64912828QX1 US TREASURY N/BUS GOV1,014,609.00 0.434 0.422 1.326 1,020,286.47 1,020,286.47 1,020,286.47 1,007,882.14 1,001,155.28987,701.57912828RF9 US TREASURY N/BUS GOV1,008,281.00 0.432 0.436 1.408 1,014,470.72 1,014,470.72 1,014,470.72 1,001,182.70994,084.40979,887.81912828WQ9 US TREASURY N/BUS GOV1,001,641.00 0.459 0.369 1.248 1,006,253.68 1,006,253.68 1,006,253.68995,390.76989,140.52976,640.0491412GUT0 UNIV OF CALIFORNIA-ANMUNI249,955.00 0.634 0.63 1.128251,731.28251,731.28251,364.75248,545.25247,135.51244,316.02928668AD4 VOLKSWAGEN GROUP AMERICA CORP499,401.50 0.488 0.586 0.151499,843.40499,843.40499,778.55499,024.45498,647.40497,893.3192867GAC7 VALET 2012-1 A3ABS97,076.18 0.53 0.411 0.17997,147.6097,147.6097,147.6096,989.3096,902.4196,728.65949917397 WFA HERITAGE MONEY MARK-I MMFUND2,121,663.53 0.00 0.00 0.00 2,121,663.53 2,121,663.53 2,121,663.53 2,121,663.53 2,121,663.53 2,121,663.53CCYUSD PayableCASH-1,769,976.24 0.00 0.00 0.00 -1,769,976.24 -1,769,976.24 -1,769,976.24 -1,769,976.24 -1,769,976.24 -1,769,976.24CCYUSD ReceivableCASH65.84 0.00 0.00 0.0065.8465.8465.8465.8465.8465.84CCYUSD CashCASH0.46 0.00 0.00 0.000.460.460.460.460.460.46---------44,209,187.32 0.501 0.459 0.712 44,381,217.08 44,378,866.51 44,341,855.44 44,051,888.61 43,894,589.90 43,579,992.49Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 03/31/2015Return to Table of ContentsDated: 04/03/201534Page 72 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 03/31/2015Return to Table of ContentsDated: 04/03/201535Page 73 STATEMENT FOR PERIOD March 01, 2015 - March 31, 2015 CONTRA COSTA COUNTY Date Transaction Shares Price Per Share Amount 201-000004-10 Average Cost NAV Average Cost Amount Realized Gain/Loss* CalTrust Short Term Fund 02/28/2015 BALANCE FORWARD 8,829,936.899 10.02 88,475,967.73 10.02190855 88,492,820.09 03/02/2015 INCOME DISTRIBUTION - FEBRUARY 3,326.998 10.02 33,336.52 10.02190783 0.00 33,336.52 03/31/2015 UNREALIZED GAIN (LOSS) 0.000 88,332.64 0.00 03/31/2015 ENDING BALANCE 8,833,263.897 10.03 88,526,156.61 88,597,636.89 INCOME DISTRIBUTION PAID - FEBRUARY 0.00 31,517.15INCOME ACCRUAL - MARCH 71,480.28CUMULATIVE 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 74 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS March 31, 2015 CalTrust Short Term LAIF Market Value N/A$848,161,650.20 NAV per Share N/A$10.03 Yield 0.27%0.40% Period Total Return N/A0.06% Period Yield Return 0.02%0.04% Effective Duration N/A0.62 yrs. Average Maturity 0.54 yrs.1.32 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.06%0.02%0.04%One Month 0.19%0.07%0.11%Three Month 0.20%0.13%0.21%Six Month 0.37%0.25%0.40%One Year* 0.41%0.25%0.38%Two Year* 0.41%0.28%0.38%Three Year* 0.48%0.35%0.45%Five Year* 1.95%1.86%1.91%Ten Year* 1.96%1.87%1.92%Since Inception* *Annualized US Govt Agency 35.2% Corporate 28.0% MBS/ABS 16.1% Muni 14.0% MONEYMKT 3.8% COMPAPER 1.7% CD 1.1% Total:100.0% Portfolio Sector Breakdown Aaa 55.1% A1 9.2% A2 8.5% Aa2 6.2% Aa3 5.2% Aa1 3.6% A-3.2% A3 2.6% P-1 1.7% AA-1.6% A+1.1% A 1.0% SP-1+0.5% BBB+0.3% 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 75 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 3/31/2015 Go Ticker CUSIP Description S&P Rating 3/31/2015*Mat. Date Years Shares Price Value AL090115 010775AK0 ALAMEDA CA CMNTY IMP T 9/1/2015 0.553%A+9/1/2015 0.5 1,355,000.00 99.9740 $1,354,647.70 AX091515 0258M0DA4 AMER EXPRESS CREDIT CO 9/15/2015 2.75% A-9/15/2015 0.5 6,300,000.00 100.9706 $6,361,147.80 AM111315 025815AA9 AMERICAN EXPR CENTURION 11/13/15 A-11/13/2015 0.7 2,800,000.00 100.1943 $2,805,440.40 AX072916 0258M0DG1 AMERICAN EXPRESS CRE DIT 7/29/2016 1.3% A-7/29/2016 1.3 959,000.00 100.5745 $964,509.46 AH121117 02665WAR2 AMERICAN HONDA FINAN CE 12/11/2017 0.545 A+12/11/2017 2.8 8,000,000.00 100.1517 $8,012,136.00 Cr031518 02582JGD6 AMXCA 2012-2 A 3/15/2018 0.68%AAA 3/15/2018 3.0 10,000,000.00 100.0790 $10,007,900.00 AN050116 03255LGX1 ANAHEIM FING AUTH-B 5/1/2016 1%AA-5/1/2016 1.2 2,850,000.00 99.8640 $2,846,124.00 AN040615 0347M3R63 ANGLESEA FDG PLC 04/06/15 A-1 4/6/2015 0.1 15,000,000.00 99.9980 $14,999,695.05 BA080115 060505BS2 BANK OF AMERICA CORP 8/1/2015 4.75%A-8/1/2015 0.4 5,250,000.00 101.2333 $5,314,748.25 BA100915 06051GER6 BANK OF AMERICA CORP 1.5% 10/09/15 A-10/9/2015 0.6 988,000.00 100.4245 $992,194.06 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061%A 2/14/2017 1.9 500,000.00 99.9412 $499,706.00 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089%A 11/14/2016 1.7 2,200,000.00 100.0602 $2,201,324.40 BN011516 06406HBS7 BANK OF NEW YORK MELLON 2.5% 1/15/16 A+1/15/2016 0.8 2,000,000.00 101.5354 $2,030,708.00 BN072816 06406HBX6 BANK OF NEW YORK MELLON 2.3% 7/28/16 A+7/28/2016 1.3 2,500,000.00 101.9911 $2,549,777.50 BB031516 05531FAG8 BB&T CORPORATION 3/15/2016 3.2%A-3/15/2016 1.0 2,350,000.00 102.1054 $2,399,476.90 BR011218 084664CD1 BERKSHIRE HATHAWAY F IN 1/12/2018 0.5533 AA 1/12/2018 2.8 6,250,000.00 100.1641 $6,260,256.25 Au042517 09658UAB5 BMWOT 2014-A A2 4/25/2017 0.53%AAA 4/25/2017 2.1 10,690,000.00 100.0117 $10,691,250.73 BA112016 097023BC8 BOEING CO 11/20/2016 3.75%A 11/20/2016 1.7 2,750,000.00 104.8715 $2,883,966.25 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 1.8 5,000,000.00 100.1253 $5,006,265.00 BT120116 07330NAG0 BRANCH BANKING & TRU ST 12/1/2016 1.05% A 12/1/2016 1.8 7,000,000.00 100.0645 $7,004,515.00 UN070141 91412GFA8 CA UNI-FLTG-TXB-Y-2 7/1/2041 0.656%AA 7/1/2017 2.3 3,250,000.00 100.0000 $3,250,000.00 CO020518 14042E4K3 CAPITAL ONE NA 2/5/2018 0.9351%BBB+2/5/2018 2.9 2,000,000.00 100.1935 $2,003,870.00 CA022616 14912L5M9 CATERPILLAR FINANCIA L SE 2/26/2016 0.47 A 2/26/2016 0.9 4,310,000.00 100.1798 $4,317,749.38 CA040116 14912L4S7 CATERPILLAR FINANCIA L SE 4/1/2016 2.65% A 4/1/2016 1.1 1,550,000.00 102.0389 $1,581,602.95 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 2.3 5,000,000.00 100.9789 $5,048,945.00 Cr101017 17305EEW1 CCCIT 2012-A1 A1 10/10/2017 0.55%AAA 10/10/2017 2.6 8,000,000.00 100.0025 $8,000,200.00 Cr081517 161571FL3 CHAIT 2012-A5 A5 8/15/2017 0.59%AAA 8/15/2017 2.4 3,000,000.00 100.0493 $3,001,479.00 Cr041618 161571GM0 CHAIT 2014-A4 A4 4/16/2018 0.35755%AAA 4/16/2018 3.1 5,000,000.00 99.9487 $4,997,435.00 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 0.8 4,500,000.00 100.2276 $4,510,242.00 CC030218 166764AW0 CHEVRON CORP 3/2/2018 0.432967%AA 3/2/2018 3.0 8,000,000.00 99.9978 $7,999,824.00 CI030317 17275RAS1 CISCO SYSTEMS INC 3/3/2017 0.54185%AA-3/3/2017 2.0 1,250,000.00 100.3161 $1,253,951.25 C040116 172967GP0 CITIGROUP INC 4/1/2016 1.3%A-4/1/2016 1.1 100,000.00 100.3496 $100,349.60 C121515 172967FH9 CITIGROUP INC 12/15/2015 4.587%A-12/15/2015 0.8 5,000,000.00 102.5652 $5,128,260.00 I072516 172967GV7 CITIGROUP INC 7/25/2016 1.2161%A-7/25/2016 1.3 3,000,000.00 100.5299 $3,015,897.00 CO051515 19648CAD3 CO HSG & FIN-B-TXBL 5/15/2015 1.162%AA 5/15/2015 0.2 3,870,000.00 100.1020 $3,873,947.40 CM061516 20030NAG6 COMCAST CORP 6/15/2016 4.95%A-6/15/2016 1.2 1,402,000.00 105.0533 $1,472,847.27 CM111515 20030NAJ0 COMCAST CORP 11/15/2015 5.85%A-11/15/2015 0.7 757,000.00 103.2516 $781,614.61 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 0.8 10,000,000.00 100.0345 $10,003,450.00 DU050116 26362VFQ6 DUBLIN USD-TXB-BANS 5/1/2016 4.761%SP-1+5/1/2016 1.2 4,000,000.00 103.8020 $4,152,080.00 FN031016 3136FPET0 FANNIE MAE 3/10/2016 2%AA+3/10/2016 1.0 8,975,000.00 101.5217 $9,111,572.58 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+7/2/2015 0.3 10,000,000.00 100.0876 $10,008,760.00 FF021216 3133EDEZ1 FEDERAL FARM CREDIT BANK 2/12/2016 0.37 AA+2/12/2016 0.9 4,575,000.00 100.0019 $4,575,086.93 FF100616 3133EDWQ1 FEDERAL FARM CREDIT BANK 10/6/2016 0.67 AA+10/6/2016 1.6 10,000,000.00 100.1362 $10,013,620.00 FF101416 3133EDXG2 FEDERAL FARM CREDIT BANK 10/14/2016 0.6 AA+10/14/2016 1.6 5,000,000.00 100.0327 $5,001,635.00 FF112316 3133EEUS7 FEDERAL FARM CREDIT BANK 11/23/2016 0.6 AA+11/23/2016 1.7 15,000,000.00 100.0347 $15,005,205.00 FH012216 3130A3XU3 FEDERAL HOME LOAN BA NK 1/22/2016 0.25% A-1+1/22/2016 0.8 8,700,000.00 99.9893 $8,699,069.10 FH031816 313382K85 FEDERAL HOME LOAN BA NK 3/18/2016 0.45% AA+3/18/2016 1.0 10,650,000.00 100.0907 $10,659,659.55 FH061016 313373SZ6 FEDERAL HOME LOAN BA NK 6/10/2016 2.125% AA+6/10/2016 1.2 5,000,000.00 102.0252 $5,101,260.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+9/11/2015 0.5 10,000,000.00 100.6720 $10,067,200.00 FH092816 3130A1CD8 FEDERAL HOME LOAN BA NK 9/28/2016 1.125% AA+9/28/2016 1.5 2,500,000.00 100.3419 $2,508,547.50 FL112316 3130A3J70 FEDERAL HOME LOAN BA NK 11/23/2016 0.625 AA+11/23/2016 1.7 10,000,000.00 100.0955 $10,009,550.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481%A-11/18/2016 1.7 7,110,000.00 100.3439 $7,134,451.29 FI022616 31677QAX7 FIFTH THIRD BANK 2/26/2016 0.9%A-2/26/2016 0.9 2,000,000.00 99.9893 $1,999,786.00 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46%AAA 8/15/2016 1.4 4,477,632.77 99.9914 $4,477,247.70 FH031516 3134G4VH8 FREDDIE MAC 3/15/2016 0.4%AA+3/15/2016 1.0 10,000,000.00 100.0202 $10,002,020.00 FH052016 3134G54C6 FREDDIE MAC 5/20/2016 0.5%AA+5/20/2016 1.2 12,500,000.00 100.0013 $12,500,162.50 FH052716 3134G4WC8 FREDDIE MAC 5/27/2016 0.5%AA+5/27/2016 1.2 2,150,000.00 99.9564 $2,149,062.60 FH060616 3134G46A1 FREDDIE MAC 6/6/2016 0.5%AA+6/6/2016 1.2 5,000,000.00 99.9988 $4,999,940.00 FH062016 3134G46W3 FREDDIE MAC 6/20/2016 0.57%AA+6/20/2016 1.2 5,000,000.00 100.0704 $5,003,520.00 FH072216 3134G5C29 FREDDIE MAC 7/22/2016 0.6%AA+7/22/2016 1.3 5,775,000.00 100.0222 $5,776,282.05 FH072916 3134G5EH4 FREDDIE MAC 7/29/2016 0.6%AA+7/29/2016 1.3 5,000,000.00 100.0353 $5,001,765.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42%AA+9/18/2015 0.5 2,150,000.00 100.1001 $2,152,152.15 FM062716 3134G4YE2 FREDDIE MAC 6/27/2016 0.6%AA+6/27/2016 1.2 5,000,000.00 100.0897 $5,004,485.00 FM082516 3137EACW7 FREDDIE MAC 2.0 08/25/2016 AA+8/25/2016 1.4 15,000,000.00 102.1286 $15,319,290.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 0.5 12,910,000.00 100.1204 $12,925,543.64 FM092616 3134G4XW3 FREDDIE MAC 9/26/2016 0.6%AA+9/26/2016 1.5 2,500,000.00 99.8296 $2,495,740.00 FM041715 3137EADD8 FREDDIE MAC 0.50% 4/17/2015 AA+4/17/2015 0.1 5,000,000.00 100.0188 $5,000,940.00 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Aaa 4/20/2018 3.1 5,000,000.00 100.0321 $5,001,605.00 Ot112417 36164EAB1 GEET 2015-1 A2 11/24/2017 0.89%Aaa 11/24/2017 2.7 6,500,000.00 100.0407 $6,502,645.50 GE050916 36962G5C4 GENERAL ELEC CAP CORP 2.95% 5/9/16 AA+5/9/2016 1.2 8,842,000.00 102.5221 $9,065,004.08 CalTrust Portal Page 76 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 AA+5/11/2016 1.2 4,635,000.00 100.1105 $4,640,121.68 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7% A-8/1/2015 0.4 5,050,000.00 100.9810 $5,099,540.50 AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41%Aaa 9/21/2016 1.5 3,148,856.15 99.9490 $3,147,250.23 Au091916 43814GAB6 HAROT 2014-2 A2 9/19/2016 0.39%AAA 9/19/2016 1.5 3,242,406.00 99.9575 $3,241,027.98 Au071717 43814KAB7 HAROT 2015-1 A2 7/17/2017 0.7%AAA 6/15/2017 2.2 2,250,000.00 99.9973 $2,249,939.25 HI080116 4197915E4 HAWAII-TXBL-REF-ES 8/1/2016 0.731%AA 8/1/2016 1.4 13,250,000.00 100.0010 $13,250,132.50 Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65%Aaa 7/16/2018 3.3 1,436,881.26 99.9772 $1,436,553.65 Au011519 41284BAB2 HDMOT 2015-1 A2A 1/15/2019 0.95%Aaa 1/15/2019 3.8 12,900,000.00 100.0124 $12,901,599.60 HS063015 40429CCS9 HSBC FINANCE CORP 6/30/2015 5%A 6/30/2015 0.2 2,000,000.00 101.0691 $2,021,382.00 HS011916 40429CFN7 HSBC FINANCE CORP SR NT 01/19/2016 5.5% A 1/19/2016 0.8 4,685,000.00 103.5452 $4,851,092.62 HB111317 40428HPM8 HSBC USA INC 11/13/2017 0.57185%A 11/13/2017 2.7 7,955,000.00 99.9697 $7,952,589.64 IB072216 459200GX3 IBM CORP 7/22/2016 1.95%AA-7/22/2016 1.3 12,450,000.00 101.8172 $12,676,241.40 IN070116 45884AZN6 INTERMOUNTAIN PWR-B 7/1/2016 0.785%A+7/1/2016 1.3 6,000,000.00 99.6410 $5,978,460.00 Ot021518 47787UAB9 JDOT 2015-A A2A 2/15/2018 0.87%Aaa 2/15/2018 2.9 7,155,000.00 100.0996 $7,162,126.38 DC011618 24422ESU4 JOHN DEERE CAPITAL C ORP 1/16/2018 0.543 A 1/16/2018 2.8 4,690,000.00 100.2475 $4,701,607.75 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 A 6/13/2016 1.2 6,650,000.00 99.7299 $6,632,038.35 JP030116 46625HHX1 JPMORGAN CHASE & CO 3/1/2016 3.45%A 3/1/2016 1.0 4,000,000.00 102.2690 $4,090,760.00 JP070516 46625HJA9 JPMORGAN CHASE & CO 7/5/2016 3.15%A 7/5/2016 1.3 1,500,000.00 102.5955 $1,538,932.50 JP101515 46623EJR1 JPMORGAN CHASE & CO 10/15/2015 1.1%A 10/15/2015 0.6 2,000,000.00 100.2525 $2,005,050.00 LO080115 54438CQZ8 LOS ANGELES CCD-H-TX L 8/1/2015 0.297%AA+8/1/2015 0.4 11,250,000.00 100.0100 $11,251,125.00 LD120115 54465AEX6 LOS ANGELES REDEV-D 12/1/2015 0.48%A+12/1/2015 0.8 3,515,000.00 99.8270 $3,508,919.05 LA070116 5446462D3 LOS ANGELES SD-L-TXB L 7/1/2016 0.68%AA-7/1/2016 1.3 1,000,000.00 99.8920 $998,920.00 LO010116 5446462Q4 LOS ANGELES SD-L-TXB L 1/1/2016 0.486%AA-1/1/2016 0.8 1,980,000.00 99.9460 $1,978,930.80 PP111515 546676AS6 LOUISVILLE GAS & ELE C 11/15/2015 1.625%A-11/15/2015 0.7 6,000,000.00 100.6077 $6,036,462.00 MA072517 55279HAH3 MANUF & TRADERS TRUS T CO 7/25/2017 0.53 A 7/25/2017 2.3 5,000,000.00 99.6554 $4,982,770.00 MB021516 58768VAC5 MBALT 2013-A A3 2/15/2016 0.59%AAA 2/15/2016 0.9 331,231.25 99.9975 $331,222.97 Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62%AAA 7/15/2016 1.3 6,660,394.61 100.0481 $6,663,598.26 AB021517 58768LAB9 MBALT 2015-A A2A 2/15/2017 0.78%AAA 2/15/2017 1.9 4,000,000.00 100.0368 $4,001,472.00 Au021517 587729AB0 MBART 2014-1 A2 2/15/2017 0.43%AAA 2/15/2017 1.9 1,864,970.12 99.9729 $1,864,464.71 MI100116 605581FW2 MISSISSIPPI ST-B-TXB L 10/1/2016 0.64%AA 10/1/2016 1.6 2,780,000.00 99.7700 $2,773,606.00 MS100115 605581EN3 MISSISSIPPI ST-D-REF 10/1/2015 0.31%AA 10/1/2015 0.6 2,510,000.00 99.9620 $2,509,046.20 MS100116 605581EP8 MISSISSIPPI ST-D-REF 10/1/2016 0.64%AA 10/1/2016 1.6 2,520,000.00 99.7700 $2,514,204.00 MO010518 61761JVN6 MORGAN STANLEY 1/5/2018 1.007098%A-1/5/2018 2.8 6,050,000.00 100.2367 $6,064,320.35 A-4/28/2015 0.1 1,000,000.00 100.3296 $1,003,296.00 A+6/6/2016 1.2 680,000.00 102.3967 $696,297.56 AAA 4/17/2017 2.1 8,300,000.00 100.0574 $8,304,764.20 Aaa 6/15/2017 2.2 3,875,000.00 99.9763 $3,874,081.63 A-4/1/2016 1.1 2,000,000.00 102.1102 $2,042,204.00 A 1/1/2016 0.8 12,000,000.00 99.9820 $11,997,840.00 AAA 3/15/2016 1.0 10,000,000.00 99.8880 $9,988,800.00 A-6/15/2015 0.2 2,330,000.00 100.0620 $2,331,444.60 AAA 3/15/2016 1.0 2,500,000.00 100.1590 $2,503,975.00 AA 10/1/2015 0.6 3,850,000.00 102.4500 $3,944,325.00 AA-2/1/2016 0.9 10,930,000.00 99.9260 $10,921,911.80 A+2/8/2016 0.9 1,925,000.00 100.3802 $1,932,318.85 A 4/29/2016 1.1 4,325,000.00 99.9898 $4,324,558.85 A 1/28/2016 0.8 5,000,000.00 100.2002 $5,010,010.00 A 1/28/2016 0.8 4,010,000.00 100.1149 $4,014,607.49 AA 10/1/2015 0.6 5,600,000.00 100.1213 $5,606,792.80 AA 2/1/2017 1.9 800,000.00 100.1180 $800,944.00 A 9/1/2016 1.5 2,090,000.00 99.5430 $2,080,448.70 A+8/1/2015 0.4 5,005,000.00 100.0510 $5,007,552.55 Aaa 8/14/2017 2.4 4,000,000.00 100.2126 $4,008,504.00 A-9/15/2015 0.5 1,000,000.00 100.7934 $1,007,934.00 A+12/8/2015 0.8 4,280,000.00 99.9309 $4,277,042.52 AAA 1/17/2017 1.8 2,253,949.44 100.0098 $2,254,170.32 AAA 2/15/2016 0.9 362,283.75 99.9994 $362,281.58 AAA 12/15/2017 2.8 1,250,000.00 99.9418 $1,249,272.50 AAA 12/15/2016 1.8 832,506.51 99.9685 $832,244.27 AAA 7/17/2017 2.3 6,700,000.00 100.0430 $6,702,881.00 AA+6/15/2015 0.2 1,000,000.00 100.8401 $1,008,401.00 AA-1/12/2018 2.8 13,000,000.00 100.1093 $13,014,209.00 A+9/26/2016 1.5 2,750,000.00 100.4634 $2,762,743.50 A+9/26/2016 1.5 2,515,000.00 100.5216 $2,528,118.24 AA 5/15/2015 0.2 2,855,000.00 100.0360 $2,856,027.80 AA 5/15/2016 1.2 1,830,000.00 99.9820 $1,829,670.60 AA 7/1/2017 2.3 7,980,000.00 99.9990 $7,979,920.20 AA-1/26/2018 2.8 4,500,000.00 100.1935 $4,508,707.50 MS042815 61747YCE3 MORGAN STANLEY 4/28/2015 6% UN060616 90520EAC5 MUFG UNION BANK NA 6/6/2016 3% 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% 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% OR020116 68428LDH4 ORANGE CNTY -TXBL-A 2/1/2016 0.68% PC020816 69371RL20 PACCAR FINANCIAL COR P 2/8/2016 0.8% 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 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 RI020117 762494QV7 RIALTO USD-TXBL 2/1/2017 1.258% RI090116 76912TJC8 RIVERSIDE PUB FIN-RE F 9/1/2016 1% SF080115 79770GBN5 SAN FRANCISCO CITY & 8/1/2015 0.569% Au081417 78448MAB3 SMAT 2015-1US A2A 8/14/2017 0.99% SO091515 842587CG0 SOUTHERN CO 9/15/2015 2.375% 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% AT071717 89236WAB4 TAOT 2015-A A2 7/17/2017 0.71% TV061515 880591DY5 TENN VALLEY AUTHORIT Y 6/15/2015 4.375% TO011218 89236TCB9 TOYOTA MOTOR CREDIT CORP 1/12/2018 0.57 UB092616 90521APH5 UNION BANK NA 9/26/2016 1.5% UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996% UC051515 91412GSW6 UNIV CA-AJ-TXBL 5/15/2015 0.528% UN051516 91412GUT0 UNIV OF CALIFORNIA-A N 5/15/2016 0.634% UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041*** US012618 90331HMR1 US BANK NA CINCINNAT I 1/26/2018 0.55572 US013017 90331HMD2 US BANK NA CINCINNAT I 1/30/2017 0.4661%AA-1/30/2017 1.8 10,000,000.00 100.0316 $10,003,160.00 N053116 912828WM8 US TREASURY N/B 5/31/2016 0.375%AA+5/31/2016 1.2 20,000,000.00 100.0312 $20,006,240.00 N123115 912828PM6 US TREASURY N/B 12/31/2015 2.125%AA+12/31/2015 0.8 28,000,000.00 101.4062 $28,393,736.00 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%AA+1/31/2016 0.8 1,575,000.00 100.1250 $1,576,968.75 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%AA+2/29/2016 0.9 5,000,000.00 99.9922 $4,999,610.00 T043016 912828C81 US TREASURY N/B 4/30/2016 0.375%AA+4/30/2016 1.1 20,000,000.00 100.0547 $20,010,940.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%AA+8/31/2015 0.4 2,000,000.00 100.1094 $2,002,188.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%AA+10/31/2015 0.6 5,015,000.00 100.6172 $5,045,952.58 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%AA+11/30/2015 0.7 3,000,000.00 100.0234 $3,000,702.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%AA+12/31/2015 0.8 10,000,000.00 100.0156 $10,001,560.00 TN51516 912828VC1 US TREASURY N/B 5/15/2016 0.25%AA+5/15/2016 1.2 7,500,000.00 99.9141 $7,493,557.50 TR033116 912828C40 US TREASURY N/B 0.375% 03/31/16 AA+3/31/2016 1.0 15,000,000.00 100.0938 $15,014,070.00 Au121517 90290KAC9 USAOT 2014-1 A3 12/15/2017 0.58%AAA 12/15/2017 2.8 2,420,000.00 99.9099 $2,417,819.58 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 1.4 388,015.65 100.0745 $388,304.72 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 1.3 1,370,333.59 100.0020 $1,370,361.00 Au042018 92867PAC7 VALET 2013-2 A3 4/20/2018 0.7%AAA 4/20/2018 3.1 6,000,000.00 99.8904 $5,993,424.00 CalTrust Portal Page 77 VZ060917 92343VCD4 VERIZON COMMUNICATIO NS 6/9/2017 0.6306% BBB+6/9/2017 2.2 1,000,000.00 99.8412 $998,412.00 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 BBB+9/15/2016 1.5 1,925,000.00 101.6116 $1,956,023.30 Au122115 92867NAB4 VWALT 2013-A A2A 12/21/2015 0.63%AAA 12/21/2015 0.8 8,079.12 100.0021 $8,079.29 Au062017 92867VAB6 VWALT 2015-A A2A 6/20/2017 0.87%AAA 6/20/2017 2.2 2,000,000.00 100.0663 $2,001,326.00 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 4/1/2015 0.1 33,368,946.97 100.0000 $33,368,946.97 Grand Total $873,627,531.46 *Security ratings are updated monthly at month-end. CalTrust Portal **Mandatory put on 10/1/15 ***Mandatory put on 7/1/17 Page 78 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending March 31, 2015 FY 2014-2015 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 12/31/14 03/31/15 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 79 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 03/01/2015 Through 03/31/2015 Statement of Assets Held Statement of Transactions Account 036111 CCC91-1 PLEASNT HLL BART98 RESER FD 14,154.060 COUNTY OF CONTRA COSTA CFD NO. 1992-1 0.00000 14,154.06 0.00 0.00% (PLEASANT HILL BART STATION AREA) 1.00000 14,154.06 0.00 SPECIAL TAX CUSIP: S86617840 414,528.540 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP 1.00000 414,528.54 0.00 0.00% PRINCIPAL SALLY WEST, TEL (415) 263-2412 1.00000 414,528.54 0.00 CUSIP: S86217350 163,309.150 WELLS FARGO TRSRY PLUS MMKT A 453 1.00000 163,309.15 0.00 0.00% CUSIP: X9USDEWFA 1.00000 163,309.15 0.00 Total Market Value Plus Total Accrued Income 591,991.75 03/03/15 Purchase 0.00 1.17 - 1.17 0.00 WELLS FARGO TRSRY PLUS MMKT A 453 TRADE DATE 03/03/15 SET/DATE 03/03/15 CUSIP X9USDEWFA 1.17 SHARES 03/03/15 Dividend 1.17 0.00 0.00 0.00 WELLS FARGO TRSRY PLUS MMKT A 453 TRADE DATE 03/03/15 SET/DATE 03/03/15 CUSIP X9USDEWFA 1.17 SHARES 03/16/15 Receive 0.00 0.00 20.22 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL SALLY WEST, TEL (415) 263-2412 TRADE DATE 03/16/15 SET/DATE 03/16/15 CUSIP S86217350 20.22 SHARES 03/16/15 Receive 0.00 0.00 20.22 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL SALLY WEST, TEL (415) 263-2412 TRADE DATE 03/16/15 SET/DATE 03/16/15 CUSIP S86217350 20.22 SHARES FIXED INCOME Total FIXED INCOME 14,154.06 0.00 0.00% 14,154.06 0.00 OTHER Total OTHER 414,528.54 0.00 0.00% 414,528.54 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 163,309.15 0.00 0.00% 163,309.15 0.00 ACCOUNT TOTALS 591,991.75 0.00 0.00% 591,991.75 0.00 03/01/15 OPENING BALANCE 0.00 0.00 591,950.14 03/03/15 DAILY ENDING BALANCE 0.00 0.00 591,951.31 0.00 03/16/15 DAILY ENDING BALANCE 0.00 0.00 591,991.75 0.00 03/31/15 CLOSING BALANCE 0.00 0.00 591,991.75 0.00 Cumulative realized capital gain and loss position from 12/31/2014 for securities held in principal of account: Short Term: 0.00 * Long Term: 0.00 * * The above gain and loss position does not include transactions where tax cost information is incomplete or unavailable. Page 2 of 3 c g 0000 m i WI s 23,752 Page 80 Page 81 Page 82 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF MARCH 31, 2015Portfolio CharacteristicsPar$2,656,414,057.68Cost$2,658,938,851.95Market Value$2,659,759,610.33Weighted Yield to Maturity0.42%Weighted Average Days to Maturity226Weighted Duration0.62yrPortfolio Breakdown by InvestmentInvestmentsPar Value Percent of TotalU.S. Treasuries$25,010,000.000.94%U.S.Agencies-Federal, State and Local529,262,857.1419.92%Money Market1,504,717,654.0956.64%ABS/MBS2,090,000.000.08%Corporate Notes130,122,000.004.90%Outside Contractors-LAIF187,725,423.407.07%Outside Contractors-Other 135,063,969.245.08%Cash142,422,153.815.36%TOTAL*$2,656,414,057.68 100.00% **Maturity DistributionTimePar Value Percent of TotalLess 1 yr$2,079,903,496.2578.30%1 to 2 yrs295,535,131.8111.13%2 to 3 yrs200,923,765.407.56%3 to 4 yrs76,490,488.672.88%4+ yrs3,561,175.550.13%TOTAL* $2,656,414,057.68 100.00% ***Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority** May or may not total to 100% due to roundingU.S. Treasuries0.94%U.S.Agencies‐Federal, State and Local19.92%Money Market56.64%ABS/MBS0.08%Corporate Notes4.90%Outside Contractors‐LAIF7.07%Outside Contractors‐Other 5.08%Cash5.36%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr78.30%1 to 2 yrs11.13%2 to 3 yrs7.56%3 to 4 yrs2.88%4+ yrs0.13%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF MARCH 31, 2015AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($)(%)(%)(day)(year)A. Investments Managed by Treasurer's Office$2,191,202,511.23 82.56% 0.4379%2650.721B. Investments Managed by Outside Contractors1.Local Agency Investment Fund$187,725,423.40 7.07%0.2600%1N/A2.Othera.Wells Capital Management$43,980,618.07 1.66%0.4590%4200.712b.CalTRUST (Short-Term Fund)$88,597,636.89 3.34%0.4000%1N/AC. Cash$142,422,153.81 5.37%0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.42%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 2263 Weighted Duration at End-of-Quarter =0.621.Data is provided by Sungard.2.Data is provided by Wells Cap Management.3.Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity Trust4.Earnings Credit Rate on Investable BalanceLAIF and CalTRUST Short-Term are subject to a one day call of principal provision.WEIGHTED Exhibit III CONTRA COSTA COUNTY INVESTMENT POOL As of March 31, 2015As of December 31, 2014CHANGE IN VALUETYPEPAR VALUEPAR VALUEFROM PREV. QTR.% CHANGEA. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes) $24,650,000.00 $33,860,000.00 ($9,210,000.00)-27.20% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.000.00% Federal Home Loan Banks 180,819,857.14 103,787,857.14 77,032,000.0074.22% Federal National Mortgage Association 109,945,000.00 88,575,000.00 21,370,000.0024.13% Federal Farm Credit Banks 109,290,000.00 88,085,000.00 21,205,000.0024.07% Federal Home Loan Mortgage Corporation 122,343,000.00 76,708,000.00 45,635,000.0059.49% Municipal Bonds 7,225,000.00 6,620,000.00 605,000.009.14% Subtotal 529,622,857.14 363,775,857.14 165,847,000.0045.59% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.000.00% Repurchase Agreement 0.00 0.00 0.000.00% Commercial Paper 801,140,000.00 776,274,000.00 24,866,000.003.20% Negotiable Certificates of Deposit 700,984,000.00 598,570,000.00 102,414,000.0017.11% Medium Term Certificates of Deposit 2,025,000.00 4,025,000.00 (2,000,000.00)-49.69% Money Market Accounts 565,318.32 565,318.32 0.000.00% Time Deposit 3,335.77 3,335.77 0.000.00% Subtotal 1,504,717,654.09 1,379,437,654.09 125,280,000.009.08% 4. Asset Backed Securities/Mortgage Backed Securities2,090,000.00 0.00 2,093,548.49100.00% 5. Corporate Notes 130,122,000.00 108,412,000.00 21,710,000.0020.03%TOTAL2,191,202,511.23 1,885,485,511.23 305,717,000.0016.21%B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 187,725,423.40 206,093,386.67 (18,367,963.27)-8.91% 2. Othera. EBRCS Bond 2,375,175.55 2,375,175.55 0.000.00%b. Miscellaneous (BNY, Mechanics, CCFCU) 110,538.73 110,502.25 36.480.03%c. Wells Capital Management 43,980,618.07 44,033,348.14 (52,730.07)-0.12%d. CalTRUST (Short-Term Fund) 88,597,636.89 148,319,571.89 (59,721,935.00)-40.27%Subtotal 135,063,969.24 194,838,597.83 (59,774,628.59)-30.68%TOTAL322,789,392.64 400,931,984.50 (78,142,591.86)-19.49%C. Cash142,422,153.81 318,317,841.45 (175,895,687.64)-55.26%* GRAND TOTAL (FOR A , B, & C)$2,656,414,057.68 $2,604,735,337.18 $51,678,720.501.98%* 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 QuarterEndingFiscal YearSeptemberDecemberMarch June2014/15Coupon Rate0.5437% 0.4624% 0.4912%Yield to Maturity0.4605% 0.4122% 0.4379%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%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% 0.26%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%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 March 31, 2015TTC "Coupon"TTC "YTM"LAIF Exhibit IV (c)-2.00%-1.00%0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%3/31/15 9/27/15 3/25/16 9/21/16 3/20/17 9/16/17 3/15/18 9/11/18 3/10/19 9/6/19 3/4/20Yield to Maturity Maturity DatesRisk Assessmentas of March 31, 2015CountyTreasurerWells 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 March 31, 2015Exhibit IV (d)CUSIPDESCRIPTIONPURCHASE DATEPARCOST MARKETCOUPON (%)MATURITY DATEYTM (%)204712FD0 AUHSD MUNI COMPTONCA CNTY REDEV1/3/12110,000.00 7,453.00 7,453.00 0.008/1/166.53167486JC4 AUHSD MUNI CHICAGO UNREF CALL6/27/132390,000.00 421,318.77 421,318.77 5.00 1/1/17 2.593134A4ZT4 WT GOV FHLMC NOTES 2/25/11 155,000.00 172,267.00 160,438.95 4.75 1/19/16 2.333137EACM9 WT GOV FHLMC NOTES 9/14/10 170,000.00 170,647.70 171,154.30 1.75 9/10/15 1.67836496NW5 AUHSD MUNI SOUTH BEND IN REV BOND6/27/132505,000.00 547,506.38 547,506.38 5.00 1/15/16 1.6231359MA45 RM GOV FNMA NOTES 5/16/11 4,406,000.00 4,980,101.80 4,414,371.40 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 INFORMATIONJanuary 1, 2015 through March 31, 2015AVERAGE 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$1,950,384,870.22 79.06% 0.4427% 223.99 283B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund $199,188,450.51 8.07% 0.2687% 0.08 1 2. Other a. Wells Capital Management $43,985,734.72 1.78% 0.4587% 7.38 414b. CalTRUST Short Term Fund $107,835,687.97 4.37% 0.4400% 0.04 1c. Cash $165,688,541.97 6.72% 0.1998% 0.07 1Total $2,467,083,285.40 100.00% * Weighted Average Return of Portfolio = 0.41% 232 * 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 MARCH 31, 2015AveragePool Rates:YTM as of Quarterly Days to3/31/15 Ave. MaturityTotal County Portfolio 0.42% 0.41% 270Investments Managed by Treasurer's Office 0.44% 0.44% 283Wells Capital Management 0.46% 0.46% 414CalTRUST Short Term Fund 0.40% 0.44% 518 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.26% 0.28% 191 *1/1/15 - 3/31/15Benchmarks:3/31/15High Ave.LowFederal Fund Rate 0.0500% 0.2800% 0.0977% 0.0300%Six Month Treasury Bill 0.0225% 0.0825% 0.0389% 0.0175%Six Month LIBOR 0.4007% 0.4091% 0.3783% 0.3539%Vanguard Prime Money Mkt Fund 0.0000%* Average days to maturity (with a one day call of principal provision) Exhibit V (b)0.0000%1.0000%2.0000%3.0000%4.0000%5.0000%6.0000%Contra Costa County Investment PoolAverage Quarterly Returnsas of March 31, 2015TreasurerLAIFWells CapitalMgmtCalTRUST Exhibit VIPurchase CouponDescriptionCUSIPDateRateParMarket CostProvisionsFund #*GECC Float Rate Note 1/8/16 36962GU51 3/8/13 0.4326% $10,000,000.00 $10,013,600.00 $9,952,450.00 Float quarterly: LIBOR +20 bps 8177Bank of Nova Scotia Float Rate 6/10/16 06417HMU7 6/13/14 0.4176% $2,450,000.00 $2,448,520.20 $2,448,520.20 Float quarterly: LIBOR +18 bps 6911Nordea Bank Float Rate 6/13/16 65558ET57 6/13/14 0.4206% $1,950,000.00 $1,950,000.00 $1,950,000.00 Float quarterly: LIBOR +18 bps 6911GECC Float Rate Note 7/12/16 36962G7A6 7/12/13 0.8800% $2,700,000.00 $2,718,063.00 $2,700,000.00 Float quarterly: LIBOR +65 bps 6911FFCB Callable Note 8/11/16 3133EDF31 2/11/14 0.5700% $10,000,000.00 $10,000,400.00 $9,997,500.00 Any time on or after 8/11/14 8177FHLB Callable Note 11/28/16 3130A0Z45 2/28/14 0.7500% $7,142,857.14 $7,149,785.71 $7,412,857.14 Quarterly; First 5/28/14; Last 8/28/168177FFCB Callable Note 11/29/16 3133EC5B6 12/28/12 0.6400% $10,000,000.00 $9,988,900.00 $10,000,000.00 Anytime on or after 11/29/13 8177Chicago Unrefunded MUNI 1/1/17 167486JC4 6/27/201325.0000% $390,000.00 $421,318.77 $421,318.77 One time: 1/1/16 5057Chicago Prerefunded MUNI 1/1/17 167486JB6 6/27/201325.0000% $170,000.00 $189,542.34 $189,542.34 One time: 1/1/16 5057Berkshire Hath Float Rate 1/10/17 084664CA7 1/10/14 0.3791% $500,000.00 $500,085.00 $500,000.00 Float quarterly: LIBOR +15 bps 6911FHLB Callable Note 6/13/17 313383EX5 6/18/13 0.8100% $5,000,000.00 $5,000,250.00 $4,962,500.00 Quarterly; First: 12/13/13; Last: 3/13/17 8177FNMA Callable Note 6/19/17 3136G1NU9 6/18/13 1.0000% $5,000,000.00 $5,004,900.00 $4,997,500.00 Quarterly; First: 12/19/13; Last: 3/19/17 8177FHLMC Callable Note 7/28/17 3134G5CE3 7/28/14 1.0000% $10,000,000.00 $10,023,900.00 $10,000,000.00 One time: 7/28/15 8177Intel Structured Callable 12/15/17 458140AL4 1/27/14 1.3500% $5,211,000.00 $5,237,263.44 $5,179,629.78 Make-whole call +12.5 bps until 12/15/17 8177FNMA Callable Multi-Step Up 5/22/18 3136G1M63 5/22/13 0.7500% $10,000,000.00 $9,948,300.00 $10,000,000.00 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 6/12/13 0.8500% $5,000,000.00 $5,004,900.00 $4,997,950.00 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 6/12/18Total $85,513,857.14* Fund #5007 Acalanes Unified High School District5057 Acalanes Unified High School District6911 Contra Costa County Schools Insurance Group7903 Contra Costa Community College District Retiree Health Benefits8177 County (Pool)1. Date when the security was transferred from AUHSD to Contra Costa County Investment Pool managed by Treasurer's Office2. Date when the security was transferred from AUHSD's Fund 5055 to Fund 5057 per District's requestCONTRA COSTA COUNTYTREASURER'S INVESTMENT PORTFOLIOSTRUCTURED SECURITIESMarch 31, 2015 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONS($) ($) ($)AMERICAN HONDA FINANCE 12/11/2017 0.545 02665WAR2 12/11/2014 8,000,000 8,012,136.00 8,000,000.00 Float quarterly: LIBOR +31 bpsAMXCA 2012‐2 A 3/15/2018 0.68% 02582JGD6 3/15/2018 10,000,000 10,007,900.00 10,012,500.00 5% clean up callANAHEIM FING AUTH‐B 5/1/2016 1% 03255LGX1 5/1/2016 2,850,000 2,846,124.00 2,850,000.00 Make‐whole call BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00 2,201,324.40 2,200,000.00 Float quarterly: LIBOR +47 bpsBANK OF AMERICA NA 2/14/2017 0.7061% 06050TLU4 2/14/2017 500,000.00 499,706.00 500,000.00 Float quarterly: LIBOR +47 bps BB&T CORPORATION3/15/2016 3.2% 05531FAG8 3/15/2016 2,350,000.00 2,399,476.90 2,401,026.00 Call anytime after 2/16/16BERKSHIRE HATHAWAY FIN 1/12/2018 0.5533 084664CD1 1/12/2018 6,250,000.00 6,260,256.25 6,250,000.00 Float quarterly: LIBOR +30 bpsBMWOT 2014‐A A2 4/25/2017 0.53% 09658UAB5 4/25/2017 10,690,000.00 10,691,250.73 10,689,638.68 5% clean up callBRANCH BANKING & TRUST 12/1/2016 0.6743 07330NAF2 12/1/2016 5,000,000.00 5,006,265.00 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 7,004,515.00 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 3,250,000.00 3,250,000.00 Float monthly: US0001M +50 bpsCAPITAL ONE NA2/5/2018 0.9351% 14042E4K3 2/5/2018 2,000,000.00 2,003,870.00 2,000,000.00 Float quarterly: LIBOR +68 bps; Call after 1/5/18CATERPILLAR FINANCIAL SE 2/26/2016 0.47 14912L5M9 2/26/2016 4,310,000.00 4,317,749.38 4,318,620.00 Float quarterly: LIBOR +24 bpsCCCIT 2003‐A7 A7 7/7/2017 4.15% 17305EBU8 7/7/2017 5,000,000.00 5,006,265.00 5,336,718.75 5% clean up callCCCIT 2012‐A1 A1 10/10/2017 0.55% 17305EEW1 10/10/2017 8,000,000.00 8,000,200.00 8,006,875.04 5% clean up callCHAIT 2012‐A5 A58/15/2017 0.59% 161571FL3 8/15/2017 3,000,000.00 3,001,479.00 3,005,976.56 10% clean up callCHAIT 2014‐A4 A44/16/2018 0.35755% 161571GM0 4/16/2018 5,000,000.00 4,997,435.00 5,000,000.00 10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15 808513AH8 12/4/2015 4,500,000.00 4,510,242.00 4,516,965.00 Make‐whole call +10 bps until 12/4/15CHEVRON CORP3/2/2018 0.432967% 166764AW0 3/2/2018 8,000,000.00 7,999,824.00 8,000,000.00 Float quarterly: LIBOR +17 bps CISCO SYSTEMS INC3/3/2017 0.54185% 17275RAS1 3/3/2017 1,250,000.00 1,253,951.25 1,254,737.50 Float quarterly: LIBOR +28 bpsCITIGROUP INC7/25/2016 1.2161% 172967GV7 7/25/2016 3,000,000.00 3,015,897.00 3,018,570.00 Float quarterly: LIBOR +96 bpsCOMCAST CORP 6/15/2016 4.95% 20030NAG6 6/15/2016 1,402,000.00 1,472,847.27 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 10,003,450.00 10,000,000.00 Float quarterly: LIBOR +41 bps FEDERAL FARM CREDITBANK 2/12/2016 0.37 3133EDEZ1 2/12/2016 4,575,000.00 4,575,086.93 4,572,712.50 Call anytime after 5/12/14FEDERAL FARM CREDITBANK 10/6/2016 0.67 3133EDWQ1 10/6/2016 10,000,000.00 10,013,620.00 9,997,500.00 Call anytime after 10/6/15FEDERAL 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 2,508,547.50 2,522,075.00 Call anytime after 9/28/15FIFTH THIRD BANK 2/26/2016 0.9% 31677QAX7 2/26/2016 2,000,000.00 2,000,126.00 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 7,134,451.29 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 4,477,632.77 4,477,247.70 4,477,512.78 10% clean up callFREDDIE MAC 5/20/2016 0.5% 3134G54C6 5/20/2016 12,500,000.00 12,500,162.50 12,515,575.00 One time call: 5/20/15FREDDIE MAC5/27/2016 0.5% 3134G4WC8 5/27/2016 2,150,000.00 2,149,062.60 2,150,000.00 Quarterly; First: 5/27/14; Last: 2/27/16FREDDIE MAC 6/20/2016 0.57% 3134G46W3 6/20/2016 5,000,000.00 5,003,520.00 4,999,000.00 Quarterly; First: 12/20/13; Last: 3/20/16FREDDIE MAC6/27/2016 0.6% 3134G4YE2 6/27/2016 5,000,000.00 5,004,485.00 5,000,750.00 Quarterly; First: 6/27/14; Last: 3/27/16FREDDIE MAC 7/22/2016 0.6% 3134G5C29 7/22/2016 5,775,000.00 5,776,282.05 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 5,001,765.00 5,001,250.00 Quarterly; First: 10/29/14; Last: 4/29/16GE DEALER FLOORPLANMASTER NT 04/20/18 36159LCF1 4/20/2018 5,000,000.00 5,001,605.00 5,000,000.00 Float monthly: LIBOR +40 bps; 10% clean up callGEET 2015‐1 A211/24/2017 0.89% 36164EAB1 11/24/2017 6,500,000.00 6,502,645.50 6,499,301.25 10% clean up callGENERAL ELEC CAPCORP 05/11/2016 36962G2V5 5/11/2016 4,635,000.00 4,640,121.68 4,583,207.70 Float quarterly: LIBOR +20 bpsHAROT 2014‐1 A2 8/22/2016 0.41% 43813JAB1 8/22/2016 3,148,856.15 3,147,250.23 3,148,618.10 10% clean up callHAROT 2014‐2 A29/19/2016 0.39% 43814GAB6 9/19/2016 3,242,406.00 3,241,027.98 3,242,152.77 10% clean up callHAROT 2015‐1 A27/17/2017 0.7% 43814KAB7 6/15/2017 2,250,000.00 2,249,939.25 2,249,882.55 10% clean up callHAWAII‐TXBL‐REF‐ES 8/1/2016 0.731% 4197915E4 8/1/2016 13,250,000.00 13,250,132.50 13,250,000.00 Make‐whole call +10 bpsHDMOT 2013‐1 A3 7/16/2018 0.65% 41283YAC1 7/16/2018 1,436,881.26 1,436,553.65 1,434,972.89 10% clean up callHDMOT 2015‐1 A2A1/15/2019 0.95% 41284BAB2 1/15/2019 12,900,000.00 12,901,599.60 12,899,895.51 10% clean up callHSBC USA INC 11/13/2017 0.57185% 40428HPM8 11/13/2017 7,955,000.00 7,952,589.64 7,953,996.43 Float quarterly: LIBOR +34 bpsIBM CORP 7/22/2016 1.95% 459200GX3 7/22/2016 12,450,000.00 12,676,241.40 12,714,064.50 Make‐whole call +15 bps until 7/22/16JDOT 2015‐A A2A2/15/2018 0.87% 47787UAB9 2/15/2018 7,155,000.00 7,162,126.38 7,154,539.22 10% clean up callJOHN DEERE CAPITAL CORP 1/16/2018 0.543 24422ESU4 1/16/2018 4,690,000.00 4,701,607.75 4,690,000.00 Float quarterly: LIBOR +29 bpsCONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESMarch 31, 2015 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONS($) ($) ($)CONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESMarch 31, 2015JP MORGAN CHASE BANKNA 6/13/2016 0.6101 48121CJM9 6/13/2016 6,650,000.00 6,632,038.35 6,576,340.50 Float quarterly: LIBOR +33 bpsLOUISVILLE GAS & ELEC 11/15/2015 1.625% 546676AS6 11/15/2015 6,000,000.00 6,036,462.00 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 4,982,770.00 5,000,000.00 Float quarterly: LIBOR +30 bps MBALT 2013‐A A3 2/15/2016 0.59% 58768VAC5 2/15/2016 331,231.25 331,222.97 331,658.23 10% clean up callMBALT 2013‐B A3 7/15/2016 0.62% 58768DAC5 7/15/2016 6,660,394.61 6,663,598.26 6,661,158.14 10% clean up callMBALT 2015‐A A2A2/15/2017 0.78% 58768LAB9 2/15/2017 4,000,000.00 4,001,472.00 3,999,774.00 10% clean up callMBART 2014‐1 A2 2/15/2017 0.43% 587729AB0 2/15/2017 1,864,970.12 1,864,464.71 1,864,860.65 10% clean up callMISSISSIPPI ST‐B‐TXBL 10/1/2016 0.64% 605581FW2 10/1/2016 2,780,000.00 2,773,606.00 2,780,000.00 Make‐whole call +20 bps MISSISSIPPI ST‐D‐REF10/1/2015 0.31% 605581EN3 10/1/2015 2,510,000.00 2,509,046.20 2,510,000.00 Make‐whole call +25 bps MISSISSIPPI ST‐D‐REF10/1/2016 0.64% 605581EP8 10/1/2016 2,520,000.00 2,514,204.00 2,520,000.00 Make‐whole call +25 bpsMORGAN 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 bpsNALT 2014‐B A2A 4/17/2017 0.73% 65490BAB1 4/17/2017 8,300,000.00 8,304,764.20 8,299,350.11 10% clean up callNAROT 2014‐B A2 6/15/2017 0.6% 65477WAB2 6/15/2017 3,875,000.00 3,874,081.63 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 9,988,800.00 10,000,000.00 Make‐whole call +25 bpsNJ BLDG AUTH‐B‐REF 6/15/2015 0.748% 645771WY8 6/15/2015 2,330,000.00 2,331,444.60 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 2,503,975.00 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 3,944,325.00 4,086,390.00 Call anytime after 10/1/15PNC BANK NA 1/28/2016 69349LAJ7 1/28/2016 4,010,000.00 4,014,607.49 4,010,848.88 Float quarterly: LIBOR +31 bpsPNC BANK NA 1/28/2016 0.8% 69349LAH1 1/28/2016 5,000,000.00 5,010,010.00 5,011,650.00 Call anytime after 12/28/15PNC BANK NA 04/29/16 69349LAL2 4/29/2016 4,325,000.00 4,324,558.85 4,327,210.00 Float quarterly: LIBOR +32 bps PRVDNC HLTH & SVC OBL GR 10/1/2015 0.80 743755AK6 10/1/2015 5,600,000.00 5,606,792.80 5,600,000.00 Float monthly: LIBOR +35 bps STATE STREET BANK &TRST 12/08/15 85744NAB7 12/8/2015 4,280,000.00 4,277,042.52 4,272,056.00 Float quarterly: LIBOR +20 bpsTAOT 2013‐B A2 2/15/2016 0.48% 89236VAB6 2/15/2016 362,283.75 362,281.58 362,345.41 5% clean up callTAOT 2014‐B A2 12/15/2016 0.4% 89231RAB0 12/15/2016 832,506.51 832,244.27 832,434.34 5% clean up callTAOT 2013‐A A3 1/17/2017 0.55% 89236RAC3 1/17/2017 2,253,949.44 2,254,170.32 2,255,358.17 5% clean up callTAOT 2014‐A A31 2/15/2017 0.67% 89231MAC9 12/15/2017 1,250,000.00 1,249,272.50 1,247,412.11 5% clean up callTAOT 2015‐A A2 7/17/2017 0.71% 89236WAB4 7/17/2017 6,700,000.00 6,702,881.00 6,699,936.35 5% clean up callUNIV OF CALIFORNIA‐AN 5/15/2016 0.634% 91412GUT0 5/15/2016 1,830,000.00 1,829,670.60 1,830,000.00 Make‐whole call +5 bpsUNION BANK NA 9/26/2016 0.9996% 90521APG7 9/26/2016 2,515,000.00 2,528,118.24 2,517,311.05 Float quarterly: LIBOR +75 bps TOYOTA MOTOR CREDITCORP 1/12/2018 0.57 89236TCB9 1/12/2018 13,000,000.00 13,014,209.00 13,000,000.00 Float quarterly: LIBOR +32 bps UNIV CA‐AJ‐TXBL 5/15/2015 0.528% 91412GSW6 5/15/2015 2,855,000.00 2,856,027.80 2,855,000.00 Make‐whole call +10 bpsUNIVERSITY CALIF REVS 07/01/2041191412GEZ4 7/1/2041 7,980,000.00 7,979,920.20 7,980,000.00 Float monthly: LIBOR +58 bpsUNION BANK NA9/26/2016 1.5% 90521APH5 9/26/2016 2,750,000.00 2,762,743.50 2,766,857.50 Call anytime after 8/26/16US BANK NA CINCINNATI 1/26/2018 0.55572 90331HMR1 1/26/2018 4,500,000.00 4,508,707.50 4,503,960.00 Float quarterly: LIBOR +30 bps US BANK NA CINCINNATI 1/30/2017 0.4661% 90331HMD2 1/30/2017 10,000,000.00 10,003,160.00 10,009,450.00 Float quarterly: LIBOR +23 bpsUSAOT 2014‐1 A31 2/15/2017 0.58% 90290KAC9 12/15/2017 2,420,000.00 2,417,819.58 2,419,054.70 10% clean up callVALET 2012‐1 A3 8/22/2016 0.85% 92867GAC7 8/22/2016 388,015.65 388,304.72 389,182.69 10% clean up callVALET 2013‐2 A2 7/20/2016 0.67% 92867PAB9 7/20/2016 1,370,333.59 1,370,361.00 1,370,282.34 10% clean up callVALET 2013‐2 A3 4/20/2018 0.7% 92867PAC7 4/20/2018 6,000,000.00 5,993,424.00 5,981,484.36 10% clean up callVERIZON COMMUNICATIONS 9/15/2016 1.7823 92343VBL7 9/15/2016 1,925,000.00 1,956,023.30 1,925,000.00 Float quarterly: LIBOR +153 bpsVERIZON COMMUNICATIONS 6/9/2017 0.6306% 92343VCD4 6/9/2017 1,000,000.00 998,412.00 1,000,000.00 Float quarterly: LIBOR +40 bps VWALT 2013‐A A2A 12/21/2015 0.63% 92867NAB4 12/21/2015 8,079.12 8,079.29 8,079.11 10% clean up callVWALT 2015‐A A2A6/20/2017 0.87% 92867VAB6 6/20/2017 2,000,000.00 2,001,326.00 1,999,990.20 10% clean up callTotal 439,629,540.23 440,330,055.97 440,697,570.94 Notes:1. The security has a mandatory put date of 7/1/2017.Contra Costa County invests approximately $88.6 million in the CalTRUST Short Term Fund which had assets of $873.6 million as of 3/31/15. 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 $751,834.17 $750,000.00 Make-whole callBANK OF AMERICA NA 06050TLU4 02/14/2017 $500,000.00 $500,140.24 $500,000.00 Float quarterly: LIBOR +47 bps BB&T CORPORATION 05531FAG8 02/16/2016 $750,000.00 $767,190.50 $766,320.00 Call anytime on or after 2/16/16BERKSHIRE HATHAWAY FIN 084664CD1 01/12/2018 $750,000.00 $752,106.81 $750,000.00 Float quarterly: LIBOR +30 bps CHAIT 2013-A4 A4 161571FY5 05/15/2017 $750,000.00$750,091.50 $750,000.00 Float monthly: LIBOR +10 bps; 10% clean up callFEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00$200,045.23 $199,336.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00$1,000,226.17 $998,200.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDXG2 10/14/2016 $1,000,000.00 $1,003,435.06 $1,001,000.00 Call anytime on or after 10/14/15FITAT 2014-2 A2A 31679KAB6 04/17/2017 $613,429.63 $613,297.12 $613,362.21 10% clean up callFREDDIE MAC 3134G54C6 05/20/2016$1,000,000.00 $1,001,832.44$1,001,250.00 One time call on 5/20/15FREDDIE MAC 3134G53J2 05/20/2016 $1,000,000.00 $1,002,566.39 $1,000,000.00 Quarterly: First 8/20/14; Last 2/20/16FREDDIE MAC 3134G4XC7 09/19/2016 $1,000,000.00 $1,000,983.33 $999,900.00Quarterly: First 6/19/14; Last 6/19/16GEET 2015-1 A236164EAB111/24/2017 $400,000.00 $400,429.80 $399,957.00 10% clean up callHAROT 2014-2 A2 43814GAB6 09/19/2016 $162,120.30$162,074.23 $162,107.64 10% clean up callHAROT 2015-1 A2 43814KAB7 06/15/2017 $335,000.00$335,095.18 $334,982.51 10% clean up callHAWAII-TXBL-REF-ES 4197915E4 08/01/2016 $750,000.00$751,926.38 $750,000.00 Make-whole call +10 bpsHDMOT 2015-1 A2A41284BAB2 01/15/2019 $500,000.00 $500,239.78$499,995.95 10% clean up callHTMOT 2014 - A A2 41284AAB4 04/15/2018 $213,488.67 $213,309.93 $213,474.22 10% clean up callIBM CORP 459200HD6 05/11/2015 $750,000.00 $752,487.50 $753,525.00 Make-whole call +10 bpsJDOT 2014-A A2 47787VAB7 09/15/2016 $457,801.92$457,742.41 $457,784.02 10% clean up callMBALT 2014-A A2A 58768EAC3 09/15/2015 $488,246.82 $488,307.04 $488,233.93 10% clean up callMISSISSIPPI ST-B-TXBL 605581FW210/01/2016 $300,000.00 $299,539.33 $300,000.00 Make-whole call +20 bpsPNC BANK NA 69349LAL2 04/29/2016 $750,000.00 $750,663.11 $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 $750,574.13$750,000.00 Float monthly: LIBOR +39 bpsNAROT 2014-B A2 65477WAB2 06/15/2017 $750,000.00$750,022.25 $749,959.73 5% clean up callPRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $300,000.00 $300,318.26 $300,819.00 Float quarterly: LIBOR +27 bps PRICOA GLOBAL FUNDING 174153WCA5 08/19/2015 $375,000.00 $375,397.82 $375,000.00 Float quarterly: LIBOR +27 bpsSTATE OF OHIO REVENUE BOND 677520FR4 10/01/2015 $750,000.00$788,587.50 $750,000.00 Call anytime on or after 10/1/15TAOT 2013-B A2 89236VAB6 02/15/2016 $19,671.51$19,675.59 $19,670.43 5% clean up callTAOT 2015-A A2 89236WAB4 07/17/2017 $600,000.00$600,577.50 $599,994.30 5% clean up callUNIV OF CALIFORNIA REVENUES 91412GUT0 05/15/2016$250,000.00 $250,553.78 $250,000.00 Make-whole call +5 bpsUS BANK NA CINCINNATI 90331HMR1 01/26/2018 $300,000.00 $300,877.09 $300,000.00 Float quarterly: LIBOR +30 bps USAOT 2014-1 A2 90290KAB1 10/17/2016 $287,101.72$287,101.69 $287,090.46 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $97,003.91 $97,078.48 $97,295.68 10% clean up callVOLKSWAGEN GROUP AMERICA 928668AD4 05/23/2016 $500,000.00$499,648.94 $500,000.00 Float quarterly: LIBOR +22 bps Total$19,398,864.48 $19,475,976.68 $19,419,655.58CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESMarch 31, 2015 Pooled Money Investment Account Portfolio as of 03-31-15 PAR VALUES MATURING BY DATE AND TYPE Maturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 yearsto to to to to to to to to to to to toITEM 30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/out TREASURY 1,000$ 1,700$ 2,650$ 2,850$ 500$ 900$ 900$ 2,700$ 4,500$ 8,900$ 1,150$ REPO TDs 1,485$ 830$ 1,100$ 618$ 696$ 443$ AGENCY 585$ 100$ 575$ 1,190$ 100$ 100$ 200$ 400$ 1,480$ 1,513$ 150$ CP 2,400$ 1,025$ 600$ 800$ 200$ 325$ CDs + BNs 3,700$ 1,150$ 3,550$ 2,600$ 100$ 100$ 300$ 400$ 300$ CORP BND TOTAL 56,864$ 9,170$ 4,805$ 8,475$ 8,058$ 1,596$ 1,868$ 1,400$ 3,500$ 6,280$ 10,413$ 1,300$ -$ -$ PERCENT 16.1% 8.5% 14.9% 14.2% 2.8% 3.3% 2.5% 6.2% 11.0% 18.3% 2.3% 0.0% 0.0% Notes: 1.SBA Floating Rate Securities are represented at coupon change date.2.Mortgages are represented at current book value.3.Figures are rounded to the nearest million.4.Does not include AB55 and General Fund loans.Exhibit VIIState of California State of California Pooled Money Investment Account Market Valuation 3/31/2015 Description Carrying Cost Plus Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 9,935,849,217.25 $ 9,941,554,440.76 $ 9,942,404,000.00 $ NA Notes 17,813,380,152.91 $ 17,810,620,708.18 $ 17,835,471,000.00 $ 24,369,871.50 $ Federal Agency: SBA 585,278,270.34 $ 585,278,270.34 $ 580,189,188.77 $ 519,916.09 $ MBS-REMICs 96,154,707.08 $ 96,154,707.08 $ 103,062,066.26 $ 457,548.05 $ Debentures 1,759,446,063.01 $ 1,759,433,910.23 $ 1,759,796,850.00 $ 1,355,341.71 $ Debentures FR -$ -$ -$ -$ Discount Notes 2,496,782,118.01 $ 2,497,274,472.16 $ 2,497,375,000.00 $ NA GNMA -$ -$ -$ -$ Supranational Debentures 450,235,913.36 $ 450,189,038.36 $ 450,574,500.00 $ 493,156.50 $ CDs and YCDs FR -$ -$ -$ -$ Bank Notes 600,000,000.00 $ 600,000,000.00 $ 599,891,264.27 $ 359,638.90 $ CDs and YCDs 11,600,035,984.54 $ 11,600,003,540.10 $ 11,596,598,687.25 $ 6,647,722.21 $ Commercial Paper 5,347,393,111.11 $ 5,348,545,722.19 $ 5,347,673,166.68 $ NA Corporate: Bonds FR -$ -$ -$ -$ Bonds -$ -$ -$ -$ Repurchase Agreements -$ -$ -$ -$ Reverse Repurchase -$ -$ -$ -$ Time Deposits 5,170,540,000.00 $ 5,170,540,000.00 $ 5,170,540,000.00 $ NA AB 55 & GF Loans 6,634,903,755.13 $ 6,634,903,755.13 $ 6,634,903,755.13 $ NA TOTAL 62,489,999,292.74 $ 62,494,498,564.53 $ 62,518,479,478.36 $ 34,203,194.96 $ Fair Value Including Accrued Interest $ 62,552,682,673.32 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). The value of each participating dollar equals the fair value divided by the amortized cost (1.000383728). As an example: if an agency has an account balance of $20,000,000.00, then the agency would report its participation in the LAIF valued at $20,007,674.57 or $20,000,000.00 x 1.000383728. Exhibit VII (a) State of California All investments are in U.S. Dollar according to the State of California Pooled Money Investment Account DISCLOSURE STATEMENT Portfolio Holdings: Structured Notes and Asset-Backed Securities The Treasury Investment Division has received a number of inquiries concerning our various portfolio holdings. Questions involving structured notes, derivative products*, and asset- backed securities are the most notable. In an effort to clarify the information provided in our monthly statements, we would like to share with you our investment positions in structured notes and asset-backed securities. Following are the State of California Treasurer’s holdings in each category as of March 31, 2015: *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: 03/31/15 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 $ 585.278 million b.Agency MBS-REMIC’S $ 96.155 million (Medium term sub-total) $ 681.433 million c.Commercial Paper (Short term sub-total)$ 324.551 million U.S. $1,005.984 million As of: 03/31/15 Exhibit VII (b) State of California Total Portfolio As of: 03/31/15 $63,539,999,292.74 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 1.07% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 0.51% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 1.58% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VII (b) State of California Exhibit VIIIPar Value 2,191,202,511.23 Book Price 100.099Book Value 2,193,362,289.32 Average Days to Maturity 265Market Value 2,194,134,338.74 Coupon 0.4912%Market Price 100.134 YTM 0.4379%Yield Change Market Value Market Price Gain/Loss2(bps) ($) ($) (bps)‐50 2,202,077,305.77 100.496 36.15‐25 2,198,094,264.41 100.315 18.08‐10 2,195,715,547.59 100.206 7.190 2,194,134,338.74 100.134 0.0010 2,192,556,797.24 100.062‐7.1925 2,190,197,334.41 99.954‐17.9850 2,186,283,059.19 99.775‐35.85Note: Stress Testing is a form of testing that is used to determine the stability of a given system or entity. It reveals how well a portfolio is positionedin the event the forecasts prove true. The stress test conducted on the portfolio managed by the Treasurer's Office identifies the sensitivity of our portfolio to the change in interest rate. The test result shows if the yield were to go down by 50 bps, the market value of the portfolio wouldincrease by 36.15 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 35.85 bps.1. The stress test is conducted on the portfolio managed by the Treasurer's Office. Portfolios managed by outside contractors are excluded. All data is provided by Sungard.2. Gain/Loss is calcuated based on the market value/price.Portfolio Stress Test1as of 3/31/15 Exhibit IXSecurityCoupon Purchase MaturityPar MarketDescriptionCUSIPRateYTMDateDateValueValue2Fund4Compton CA Community Redev Agy204712FD0 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 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 6911County of Orange CA Rev Bond 68428LDJ0 0.7800% 0.7800% 1/13/15 5/2/16 1,000,000.00 1,000,000.00 6911State of Mississippi GO Bond 605581FX0 1.0900% 1.0900% 2/18/15 10/1/17 110,000.00 110,000.00 6911Total$7,225,000.00$7,456,851.621Date 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 SECURITIESMarch 31, 2015