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MINUTES - 09222015 - C.71
RECOMMENDATION(S): ACCEPT the Treasurer’s Quarterly Investment Report (the “Report”) as of June 30, 2015, as recommended by the County Treasurer-Tax Collector. FISCAL IMPACT: None. BACKGROUND: Government Code Section 53646 requires the County Treasurer to prepare quarterly reports to the Board of Supervisors describing County investments including type, par value, cost, and market value. Attached please find the report covering the period April 1, 2015 through June 30, 2015. As of June 30, 2015, the par value, cost, and market value of Contra Costa County Investment Pool were $2,897,607,281.21, $2,899,040,519.53, and $2,900,071,234.56, respectively. The weighted yield to maturity was 0.46% and the weighted average days to maturity were 215 days. As of June 30, 2015, The Treasurer’s investment portfolio was in compliance with Government Code 53600 et. seq. and with the Treasurer’s current investment policy. APPROVE OTHER RECOMMENDATION OF CNTY ADMINISTRATOR RECOMMENDATION OF BOARD COMMITTEE Action of Board On: 09/22/2015 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 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: September 22, 2015 David Twa, County Administrator and Clerk of the Board of Supervisors By: Stephanie L. Mello, Deputy cc: Robert Campbell, County Auditor-Controller C. 71 To:Board of Supervisors From:Russell Watts, Treasurer-Tax Collector Date:September 22, 2015 Contra Costa County Subject:Treasurer's Quarterly Investment Report as of June 30, 2015 BACKGROUND: (CONT'D) Historical activities combined with future cash flow projections indicate that the County has sufficient liquidity to meet its obligations for the next six months. ATTACHMENTS Quarterly Report 6/30/2015 CONTRA COSTA COUNTY TREASURER’S QUARTERLY INVESTMENT REPORT AS OF JUNE 30, 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 4 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 68 3. East Bay Regional Communications System Authority (EBRCS) a. Summary 73 4. Miscellaneous a. Statements 74 EXECUTIVE SUMMARY The Treasurer's investment portfolio is in compliance with Government Code 53600 et. seq.. The Treasurer's investment portfolio is in compliance with the Treasurer's current investment policy. The Treasurer’s investment portfolio has no securities lending, reverse repurchase agreements or derivatives. As of 6/30/15, the fair value of the Treasurer’s investment portfolio was 100.04% of the cost. More than 78 percent of the portfolio or over $2.26 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 $2,897,607,281.21 Cost $2,899,040,519.53 Market Value $2,900,071,234.56 Weighted Yield to Maturity 0.46% Weighted Average Days to Maturity 215 days Weighted Duration 0.59 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) $23,915,000.00 $23,953,135.49 $23,971,205.15 0.83% 2. U.S. Agencies Federal Home Loan Banks 250,197,000.00 250,840,651.47 250,977,640.87 8.65% Federal National Mortgage Association 110,156,000.00 111,173,222.20 110,697,069.04 3.83% Federal Farm Credit Banks 118,941,000.00 118,948,992.72 119,139,728.19 4.10% Federal Home Loan Mortgage Corporation 125,592,000.00 125,739,825.06 125,885,475.41 4.34% Municipal Bonds 7,225,000.00 7,456,851.62 1 7,456,851.62 1 0.26% Subtotal 612,111,000.00 614,159,543.07 614,156,765.13 21.18% 3. Money Market Instruments Commercial Paper 864,581,000.00 863,467,792.02 864,185,962.37 29.78% Negotiable Certificates of Deposit 555,471,000.00 555,467,993.32 555,689,236.70 19.16% Medium Term Certificates of Deposit 2,025,000.00 2,025,000.00 2,025,000.00 0.07% 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 1,422,645,654.09 1,421,529,439.43 1,422,468,853.16 49.03% 4. Asset Backed Securities/Mortgage Backed Securities 3,320,000.00 3,327,695.48 3,327,219.48 0.11% 5. Corporate Notes 135,272,000.00 135,421,872.22 135,432,662.26 4.67% TOTAL (Section A.)2,197,263,654.09 2,198,391,685.69 2,199,356,705.18 75.83% B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 211,941,083.45 211,941,083.45 212,020,768.85 2 7.31% 2. Other a. EBRCS Bond 2,375,175.55 2,375,175.55 2,375,175.55 0.08% b. Miscellaneous (BNY) 14,154.06 14,154.06 14,154.06 0.00% c. Wells Capital Management 44,067,461.99 44,372,668.71 44,358,678.85 1.53% d. CalTRUST (Short-Term Fund) 148,585,809.69 148,585,809.69 148,585,809.69 5.13% Subtotal 195,042,601.29 195,347,808.01 195,333,818.15 6.74% TOTAL (Section B.)406,983,684.74 407,288,891.46 407,354,587.00 14.05% C. Cash 293,359,942.38 293,359,942.38 293,359,942.38 10.12% 3GRAND TOTAL (FOR A , B, & C)$2,897,607,281.21 $2,899,040,519.53 $2,900,071,234.56 100.00% Notes: 1. Fair Value equals Cost less purchase interest 2. Estimated Fair Value 3. Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA COUNTY INVESTMENT POOL As of June 30, 2015 Page 2 CONTRA COSTA COUNTY INVESTMENT POOL AT A GLANCE AS OF JUNE 30, 2015 NOTES TO INVESTMENT PORTFOLIO SUMMARY AND AT A GLANCE AS OF JUNE 30, 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 215 days. U.S. Treasuries 0.83% U.S.Agencies- Federal, State and Local 21.18% Money Market 49.03% ABS/MBS 0.11% Corporate Notes 4.67% Outside Contractors-LAIF 7.31% Outside Contractors-Other 6.74% Cash 10.12% PORTFOLIO BREAKDOWN BY INVESTMENT 78.08% 10.72%9.20% 1.85% 0.15% $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 0.39% AA+ 21.50% AA 13.74% AA‐ 1.36% A+ 0.97%A 0.64%A‐ 0.17% A‐1+ 8.85% A‐1 42.05% NR (CASH) 10.12% NR (Misc.) 0.19% PORTFOLIO CREDIT QUALITY 0.461% 0.490% 0.290% 0.449% 0.510% 0.350% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% Total Treasurer LAIF Wells CalTRUST Cash YIELD TO MATURITY BY PORTFOLIO Note: Total is 100% of the portfolio; Treasurer‐76%; LAIF‐7%; Wells Cap‐2%; CalTRUST‐5% and Cash‐10% 0.00% 0.10% 0.20% 0.30% 0.40% 0.50% 0.60% 9/12 12/12 3/13 6/13 9/13 12/13 3/14 6/14 9/14 12/14 3/15 6/15 QUARTERLY WEIGHTED YIELD TO MATURITY YTM County&Agencies 39.58% School Dist. 39.61% Community College Dist. 14.12% Voluntary Participants 6.69% POOL BALANCE BY PARTICIPANTS Note: More than 55% of the School Dist. funds from the bond proceeds Page 3 Note:All data provided by BloombergMAJOR MARKET AND ECONOMIC DATAAS OF JUNE 30, 201501234567806/96 06/99 06/02 06/05 06/08 06/11 06/14PercentageTREASURY YIELDS AND FED TARGET RATEUS 2‐YR TREASURY YIELDUS 5‐YR TREASURY YIELDFEDERAL FUND TARGET RATE‐10‐8‐6‐4‐202468109/30/201509/30/1209/30/0909/30/0609/30/0309/30/0009/30/97PercentageGROSS DOMESTIC PRODUCTGDP QoQ Change‐3‐2‐1012345609/30/1505/31/1301/31/1109/30/0805/31/0601/31/0409/30/0105/31/9901/31/97PercentageCONSUMER PRICE INDEX CPI YoY ChangeCore CPI YoY Change024681012Jun‐96 Jun‐98 Jun‐00 Jun‐02 Jun‐04 Jun‐06 Jun‐08 Jun‐10 Jun‐12 Jun‐14PercentageUNEMPLOYMENT RATEUnemployment RatePage 4 SECTION III APPENDIX A. INVESTMENT PORTFOLIO DETAIL - MANAGED BY TREASURER’S OFFICE Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 6 Subtotal .930338 102,163,000.00 102,464,375.72 275,178.54 178,747.27 .833550 102,357,455.73 100.294995 -65,471.73 Inv Type: 29 FHLMC NOTES Subtotal .220212 23,429,000.00 23,421,099.69 22,659.35 16,071.01 .220652 23,382,369.33 99.966280 0.00 Inv Type: 28 FHLMC DISCOUNT NOTES .754191 118,948,992.72 100.167081 -36,827.96 Subtotal .749234 118,941,000.00 119,139,728.19 211,290.72 232,285.65 Inv Type: 27 FEDERAL FARM CREDIT BANKS Subtotal 1.590533 825,000.00 833,245.31 1,093.50 0.00 1.051646 833,245.31 100.999432 0.00 Inv Type: 26 AGENCY ABS FXD-M 30/360 Subtotal 1.193742 109,156,000.00 109,697,119.04 313,463.00 261,012.96 .952864 110,173,439.98 100.495730 -732,066.02 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO Subtotal .976669 211,405,000.00 212,187,426.90 295,623.95 428,392.27 .830464 212,060,255.40 100.370108 -300,172.09 Inv Type: 22 FEDERAL HOME LOAN BANKS Subtotal .992079 23,915,000.00 23,971,205.15 46,441.42 62,326.22 .932274 23,953,135.49 100.235020 -43,607.48 Inv Type: 12 TREASURY NOTES Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 5 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 6 Subtotal .284757 858,860,000.00 858,465,705.87 577,150.18 144,076.49 .285166 857,746,792.02 99.954091 -2,312.82 Inv Type: 71 COMMERCIAL PAPER DISCOUNT Subtotal .202218 5,721,000.00 5,720,256.50 4,497.62 0.00 .202218 5,721,000.00 99.987004 -743.50 Inv Type: 70 COMM PAPER INTEREST BEARING Subtotal 1.020000 600,000.00 599,179.69 2,193.00 0.00 1.083588 599,655.69 99.863282 0.00 Inv Type: 53 CREDIT ABS FXD-SA 30/360 Subtotal .859378 1,895,000.00 1,894,794.48 723.81 0.00 .864791 1,894,794.48 99.989155 0.00 Inv Type: 50 AUTO ABS FXD-M 30/360 Subtotal .083012 38,792,000.00 38,790,213.97 6,354.63 3,463.27 .083054 38,780,396.07 99.995396 0.00 Inv Type: 43 FHLB DISCOUNT NOTES Subtotal .070000 1,000,000.00 999,950.00 136.11 31.67 .070016 999,782.22 99.995000 0.00 Inv Type: 41 FNMA DISCOUNT NOTES Subtotal 2.133314 7,225,000.00 7,456,851.62 56,475.38 0.00 1.186443 7,456,851.62 103.209019 0.00 Inv Type: 31 MUNICIPAL BONDS Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 6 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 6 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 Subtotal .444600 2,450,000.00 2,439,903.96 635.41 0.00 .492884 2,448,520.20 99.587917 -8,616.24 Inv Type: 80 YCD / NCD QTR FLTR Subtotal 1.375000 2,000,000.00 1,996,780.00 8,402.78 0.00 1.430018 1,996,780.00 99.839000 0.00 Inv Type: 79 YCD/NCD 30/360 1.169984 124,969,422.22 100.122694 -323,017.70 Subtotal 1.341267 124,772,000.00 124,925,087.26 451,543.33 292,804.64 Inv Type: 75 CORPORATE NOTES Subtotal .900000 2,025,000.00 2,025,000.00 13,921.88 0.00 .900000 2,025,000.00 100.000000 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM Subtotal .471236 10,500,000.00 10,507,575.00 11,534.09 55,125.00 1.076025 10,452,450.00 100.072143 0.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 Subtotal .306483 551,021,000.00 551,252,552.74 378,106.77 229,859.62 .305575 551,022,693.12 100.042022 0.00 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT 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 7 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 6 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 22.41 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 Grand Total Count 355 .530907 2,197,263,654.09 2,199,356,705.18 2,677,447.88 1,904,196.07 .489628 2,198,391,685.69 100.095257 -1,512,835.54 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Note: Grand Total does not include Retirement investments, if any. Page 8 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 5 of 6 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 3,320.00 3,327.70 3,327.22 99.99 %0.00 0.95 % CORPORATE NOTES 135,272.00 135,421.87 135,432.66 100.01 %24.91 1.16 % NCD/YCD 557,496.00 557,492.99 557,714.24 100.04 %221.24 0.31 % COMMERCIAL PAPER 864,581.00 863,467.79 864,185.96 100.08 %141.02 0.28 % MUNICIPALS 7,225.00 7,456.85 7,456.85 100.00 %0.00 1.19 % U.S. AGENCIES 604,886.00 606,702.69 606,699.91 100.00 %-14.53 0.77 % U.S. TREASURIES 23,915.00 23,953.14 23,971.21 100.08 %18.72 0.93 % Totals(000's)2,197,263.65 2,198,391.69 2,199,356.71 100.04 %391.36 0.49 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Asset Allocation Page 9 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:45:26 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 6 of 6 Page 10 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 1 of 25 07/31/2018 .916641 86,208.22 101.000000 SUNGARD -345.31 82377 CCCCD GOV US TREASU 912828VQ0 02/04/2015 1.375000 85,000.00 85,850.00 487.52 0.00 82391 CCCCD GOV US TREASU 912828RH5 02/20/2015 1.375000 130,000.00 131,076.40 449.32 548.27 82402 CCCCD GOV US TREASU 912828SH4 02/27/2015 1.375000 125,000.00 125,440.00 574.47 254.45 09/30/2018 1.259340 130,528.13 100.828000 SUNGARD 0.00 05/31/2019 1.413445 100,367.19 100.555000 SUNGARD 0.00 82247 CCCSIG GOV US TREAS 912828SC5 12/10/2014 .875000 275,000.00 276,526.25 1,003.70 748.42 82269 CCCCSD GOV US TREAS 912828TB6 12/10/2014 .750000 130,000.00 130,253.50 2.65 837.48 82285 CCCCD GOV US TREAS 912828WL0 01/07/2015 1.500000 100,000.00 100,555.00 127.05 187.81 06/30/2017 .928142 129,416.02 100.195000 SUNGARD 0.00 82403 CCCSIG GOV US TREAS 912828UU2 02/27/2015 .750000 3,500,000.00 3,482,220.00 6,598.36 16,809.84 02/28/2019 1.336788 125,185.55 100.352000 SUNGARD 0.00 03/31/2018 1.076208 3,465,410.16 99.492000 SUNGARD 0.00 82460 CCCSIG GOV US TREAS 912828F39 03/27/2015 1.750000 360,000.00 364,330.80 1,583.61 0.00 11/30/2017 .874222 1,271,399.82 99.570000 SUNGARD 0.00 82003 CCCSIG GOV US TREAS 912828SY7 06/05/2014 .625000 365,000.00 364,941.60 193.22 1,366.88 07/31/2016 .442255 227,778.77 101.219000 SUNGARD -36.02 05/31/2017 .818703 363,574.72 99.984000 SUNGARD 0.00 10/31/2016 .545942 1,839,692.97 100.758000 SUNGARD -5,897.37 82004 CCCSIG GOV US TREAS 912828RM4 06/05/2014 1.000000 1,820,000.00 1,833,795.60 3,066.30 0.00 01/31/2017 .734933 275,777.83 100.555000 SUNGARD 0.00 81994 CCCCD GOV US TREASU 912828PK0 05/09/2014 2.250000 205,000.00 212,142.20 390.68 1,202.51 82002 CCCSIG GOV US TREAS 912828QX1 06/05/2014 1.500000 225,000.00 227,742.75 1,407.80 0.00 11/30/2017 1.165963 210,939.69 103.484000 SUNGARD 0.00 82056 CCCCD GOV US TREAS 912828VQ0 07/31/2014 1.375000 385,000.00 388,850.00 2,208.17 4,917.77 05/15/2019 1.503637 101,724.22 106.711000 SUNGARD -348.77 82181 CCCCD GOV US TREASU 912828KQ2 11/03/2014 3.125000 95,000.00 101,375.45 379.16 0.00 82182 CCCSIG GOV US TREAS 912828TB6 11/03/2014 .750000 2,860,000.00 2,865,577.00 58.29 7,996.57 82238 CCCSIG GOV US TREAS 912828UA6 12/03/2014 .625000 1,280,000.00 1,274,496.00 677.60 3,096.18 06/30/2017 .788660 2,857,580.43 100.195000 SUNGARD 0.00 82112 CCCSIG GOV US TREAS 912828TM2 09/04/2014 .625000 2,555,000.00 2,550,605.40 5,337.37 22,666.72 07/31/2018 1.446611 383,932.23 101.000000 SUNGARD 0.00 08/31/2017 1.013383 2,527,938.68 99.828000 SUNGARD 0.00 03/31/2019 1.589638 70,094.20 101.195000 SUNGARD 0.00 82136 CCCCD GOV US TREAS 912828C65 10/06/2014 1.625000 70,000.00 70,836.50 285.92 742.30 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 11 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 2 of 25 06/08/2018 1.390090 6,172,113.50 100.389000 SUNGARD 0.00 82038 RM GOV FHLB NOTES 313379DT3 07/15/2014 1.250000 6,205,000.00 6,229,137.45 4,955.38 57,023.95 82039 CLT GOV FHLB NOTES 3130A2LC8 07/17/2014 .125000 250,000.00 250,000.00 148.44 112.50 82053 RM GOV FHLB NOTES 313379DT3 07/28/2014 1.250000 3,000,000.00 3,011,670.00 2,395.83 29,670.00 07/10/2015 .170949 249,887.50 100.000000 SUNGARD 0.00 82000 RM GOV FHLB NOTES 313379VE6 06/02/2014 1.010000 2,875,000.00 2,893,630.00 967.92 4,830.00 06/13/2017 1.002401 4,962,500.00 100.076000 SUNGARD 0.00 06/19/2017 .850065 2,888,800.00 100.648000 SUNGARD 0.00 06/10/2016 .475000 2,495,049.83 100.008000 SUNGARD 0.00 82012 RM GOV FEDERAL HOME 3130A2C61 06/13/2014 .375000 2,500,000.00 2,500,200.00 546.87 5,150.17 82122 GOV FHLB NOTES 3130A33J1 09/19/2014 1.200000 5,000,000.00 5,040,950.00 17,000.00 40,950.00 82072 CCCSIG GOV FHLB 3130A2T97 08/07/2014 .500000 50,000.00 50,012.00 64.59 91.60 06/08/2018 1.410094 2,982,000.00 100.389000 SUNGARD 0.00 09/28/2016 .605937 49,920.40 100.024000 SUNGARD 0.00 08/28/2015 .185049 1,399,162.80 100.000000 SUNGARD 0.00 82093 DCD GOV FHL B NOTES 3130A2WK8 08/29/2014 .125000 1,400,000.00 1,400,000.00 597.92 837.20 06/10/2016 .760030 1,996,647.80 101.623000 SUNGARD -70,891.95 80648 RM GOV FHLB NOTES 313373SZ6 06/11/2012 2.125000 1,895,000.00 1,925,755.85 2,349.01 0.00 81500 GOV FHLB CALLABLE N 313383EX5 06/18/2013 .810000 5,000,000.00 5,003,800.00 2,025.00 41,300.00 80662 RM GOV FHLB NOTES 313373SZ6 06/20/2012 2.125000 2,840,000.00 2,886,093.20 3,520.42 0.00 09/08/2017 .790076 169,671.90 99.766000 SUNGARD -69.70 80907 WT GOV FHLB NOTES 313380EC7 10/10/2012 .750000 170,000.00 169,602.20 400.22 0.00 06/10/2016 .745089 2,993,104.40 101.623000 SUNGARD -107,011.20 Inv Type: 22 FEDERAL HOME LOAN BANKS 82512 RM GOV US TREASURY 912828ST8 04/15/2015 1.250000 5,000,000.00 4,988,650.00 10,529.89 0.00 04/30/2019 1.138894 5,021,875.00 99.773000 SUNGARD -33,225.00 03/31/2017 .622165 3,621,586.68 100.766000 SUNGARD 0.00 09/30/2019 1.403864 365,428.13 101.203000 SUNGARD -1,097.33 82461 CCCSIG GOV US TREAS 912828SM3 03/27/2015 1.000000 3,595,000.00 3,622,537.70 9,036.61 951.02 82577 CCCCD GOV US TREAS 912828ND8 05/29/2015 3.500000 240,000.00 261,019.20 1,072.83 0.00 05/15/2020 1.503393 263,147.70 108.758000 SUNGARD -1,808.93 82544 CCCSIG GOV US TREAS 912828UU2 04/30/2015 .750000 515,000.00 512,383.80 970.90 0.00 03/31/2018 .874966 513,549.15 99.492000 SUNGARD -848.75 .932274 23,953,135.49 100.235020 -43,607.48 Subtotal .992079 23,915,000.00 23,971,205.15 46,441.42 62,326.22 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 3 of 25 82322 CCCCD GOV FHLB NOTE 313371PV2 01/21/2015 1.625000 19,275,000.00 19,569,714.75 19,141.16 0.00 09/28/2016 .470153 11,475,735.00 100.024000 SUNGARD -2,982.20 12/09/2016 .571735 19,654,717.50 101.529000 SUNGARD -85,002.75 11/23/2016 .556000 2,092,628.34 100.061000 SUNGARD -1,353.44 82324 CCCSIG GOV FHLB NOT 3130A3J70 01/22/2015 .625000 2,090,000.00 2,091,274.90 1,378.81 0.00 82321 CCCCD GOV FHLB NOTE 3130A2T97 01/21/2015 .500000 11,470,000.00 11,472,752.80 14,815.42 0.00 82315 CCCCD GOV FHLB NOTE 313371PV2 01/21/2015 1.625000 6,165,000.00 6,259,262.85 6,122.18 0.00 12/09/2016 .571735 6,286,450.50 101.529000 SUNGARD -27,187.65 09/28/2016 .470201 765,382.50 100.024000 SUNGARD -198.90 82316 CCCCD GOV FHLB NOTE 3130A2T97 01/21/2015 .500000 765,000.00 765,183.60 988.13 0.00 09/28/2016 .530086 3,873,178.75 100.024000 SUNGARD 0.00 09/28/2016 .615106 1,966,375.20 100.024000 SUNGARD 0.00 82390 CCCSIG GOV FHLB NOT 3130A2T97 02/19/2015 .500000 1,970,000.00 1,970,472.80 2,544.58 4,097.60 82400 RM GOV FHLB NOTES 3133782M2 02/25/2015 1.500000 5,000,000.00 5,027,200.00 23,541.67 10,600.00 82405 CCCSIG GOV FHLB NOT 3130A2T97 03/03/2015 .500000 3,875,000.00 3,875,930.00 5,005.21 2,751.25 03/08/2019 1.415035 5,016,600.00 100.544000 SUNGARD 0.00 82189 RM GOV FHLB NOTES 3130A3EW0 11/07/2014 .500000 2,500,000.00 2,500,500.00 520.82 6,775.00 10/14/2016 .572077 10,010,200.00 100.134000 SUNGARD 0.00 12/16/2016 .620043 2,493,725.00 100.020000 SUNGARD 0.00 12/01/2015 .215107 369,789.10 99.982000 SUNGARD 0.00 82196 RM GOV FHLB NOTES 3130A3E75 11/18/2014 .160000 370,000.00 369,933.40 49.33 144.30 09/19/2017 1.200000 5,000,000.00 100.819000 SUNGARD 0.00 01/06/2017 .750000 10,000,000.00 100.229000 SUNGARD 0.00 82166 CCCSIG GOV FHLB NOT 3130A2T97 10/29/2014 .500000 1,440,000.00 1,440,345.60 1,860.00 0.00 82187 GOV FHLB NOTES 3130A3CE2 11/05/2014 .625000 10,000,000.00 10,013,400.00 13,368.06 3,200.00 09/28/2016 .482109 1,440,489.60 100.024000 SUNGARD -144.00 82255 GOV FHLB NOTES 3130A3PC2 12/12/2014 .650000 5,000,000.00 5,005,600.00 1,715.28 12,550.00 08/15/2017 1.000000 10,000,000.00 100.401000 SUNGARD 0.00 82275 GOV FHLB NOTES 3130A3TA2 12/30/2014 1.000000 10,000,000.00 10,040,100.00 37,777.78 40,100.00 82280 RM GOV FHLB NOTES 3130A3HF4 12/29/2014 1.125000 4,500,000.00 4,518,900.00 3,234.39 26,100.00 82281 GOV FHLB NOTES 3130A3UR3 01/06/2015 .750000 10,000,000.00 10,022,900.00 36,458.33 22,900.00 12/08/2017 1.180284 4,492,800.00 100.420000 SUNGARD 0.00 82256 RM GOV FHLB NOTES 3130A3Q64 12/12/2014 .700000 3,500,000.00 3,505,145.00 1,293.06 3,080.00 12/12/2016 .720127 4,993,050.00 100.112000 SUNGARD 0.00 12/12/2016 .670252 3,502,065.00 100.147000 SUNGARD 0.00 12/12/2016 .770206 4,993,150.00 100.147000 SUNGARD 0.00 82271 GOV FHLB NOTES 3130A3Q64 12/23/2014 .700000 5,000,000.00 5,007,350.00 1,847.22 14,200.00 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 13 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 4 of 25 08/25/2015 .850175 2,838,471.72 100.323000 SUNGARD -137,776.56 79870 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 2,692,000.00 2,700,695.16 21,199.50 0.00 79869 RM GOV FNMA NOTES 3136FPBB2 09/09/2011 2.250000 898,000.00 900,900.54 7,071.75 0.00 08/25/2015 .850175 946,860.18 100.323000 SUNGARD -45,959.64 Inv Type: 23 FEDERAL NATIONAL MORTGAGE ASSO 06/30/2017 .730000 10,000,000.00 99.974000 SUNGARD -2,600.00 82582 RM GOV FHLB NOTES 313379EE5 06/08/2015 1.625000 2,500,000.00 2,512,450.00 1,918.40 6,450.00 05/30/2017 .666017 1,428,813.10 99.796000 SUNGARD -1,730.30 82579 GOV FHLB NOTES 3130A5HF9 06/01/2015 .730000 10,000,000.00 9,997,400.00 202.74 0.00 06/14/2019 1.563094 2,506,000.00 100.498000 SUNGARD 0.00 82590 GOV FHLB NOTES 3130A5JD2 06/29/2015 1.100000 10,000,000.00 10,007,800.00 611.11 7,800.00 06/29/2018 1.100000 10,000,000.00 100.078000 SUNGARD 0.00 82583 GOV FHLB NOTES 3130A5NC9 06/11/2015 1.300000 5,000,000.00 5,015,100.00 3,611.11 15,100.00 10/30/2018 1.300000 5,000,000.00 100.302000 SUNGARD 0.00 82561 CCCSIG GOV FHLB 3130A5EP0 05/15/2015 .625000 1,430,000.00 1,427,082.80 769.62 0.00 82450 CCCSIG GOV FHLB 3130A4QV7 03/24/2015 .840000 1,600,000.00 1,602,976.00 3,621.33 2,976.00 03/18/2016 .330364 1,997,394.00 100.126000 SUNGARD 0.00 82408 GOV FHLB NOTES 3130A4GJ5 03/04/2015 1.125000 10,000,000.00 10,022,900.00 20,625.00 32,200.00 04/25/2018 1.155323 9,990,700.00 100.229000 SUNGARD 0.00 82438 RM GOV FHLB NOTES 313382K85 03/16/2015 .450000 1,995,000.00 1,997,513.70 2,568.57 119.70 03/06/2017 .802655 9,984,300.00 100.086000 SUNGARD 0.00 82419 GOV FHLB NOTES 3130A4K27 03/09/2015 .720000 10,000,000.00 10,008,600.00 23,000.00 24,900.00 03/10/2017 .739127 3,008,447.50 100.339000 SUNGARD 0.00 82437 RM GOV FHLB NOTES 3133782N0 03/16/2015 .875000 3,000,000.00 3,010,170.00 8,093.75 2,160.00 05/04/2018 1.050244 9,985,200.00 99.842000 SUNGARD -1,000.00 82550 GOV FHLB NOTES 3130A57K9 05/04/2015 1.000000 10,000,000.00 9,984,200.00 15,833.33 0.00 05/26/2017 .720000 10,000,000.00 100.099000 SUNGARD 0.00 82552 GOV FHLB NOTES 3130A5DD8 05/07/2015 .720000 10,000,000.00 10,009,900.00 7,000.00 9,900.00 04/20/2016 .290248 1,609,206.18 99.951000 SUNGARD 0.00 82451 CCCCD GOV FHLB 3130A4QV7 03/24/2015 .840000 165,000.00 165,306.90 373.45 306.90 03/24/2017 .840000 1,600,000.00 100.186000 SUNGARD 0.00 82503 PW GOV FHLB NOTES 3130A4ZY1 04/21/2015 .240000 1,610,000.00 1,609,211.10 762.51 16.10 03/24/2017 .840000 165,000.00 100.186000 SUNGARD 0.00 Subtotal .976669 211,405,000.00 212,187,426.90 295,623.95 428,392.27 .830464 212,060,255.40 100.370108 -300,172.09 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 5 of 25 81889 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 377,000.00 384,106.45 2,591.88 5,707.78 09/28/2016 .740949 989,630.95 100.964000 SUNGARD -5,231.95 02/19/2019 1.795148 378,398.67 101.885000 SUNGARD 0.00 02/19/2019 1.795148 6,984,817.89 101.885000 SUNGARD 0.00 81890 AUHSD GOV FNMA NOTE 3135G0ZA4 04/01/2014 1.875000 6,959,000.00 7,090,177.15 47,843.14 105,359.26 81629 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 975,000.00 984,399.00 3,148.44 0.00 81538 WT GOV FNMA NOTES 3135G0WJ8 07/17/2013 .875000 164,000.00 163,017.64 159.44 3,488.28 06/19/2017 1.012787 4,997,500.00 100.076000 SUNGARD 0.00 05/21/2018 1.459815 159,529.36 99.401000 SUNGARD 0.00 09/28/2016 .748553 238,393.71 100.964000 SUNGARD -1,128.31 81628 CCCSIG GOV FNMA NOT 3135G0CM3 10/03/2013 1.250000 235,000.00 237,265.40 758.85 0.00 08/28/2017 1.054521 9,940,800.00 100.237000 SUNGARD 0.00 81941 GOV FNMA NOTE 3135G0MZ3 04/17/2014 .875000 10,000,000.00 10,023,700.00 29,895.83 82,900.00 81999 MDUSD GOV FNMA NOTE 3135G0ZB2 05/21/2014 .750000 49,000.00 49,058.80 72.48 45.08 82005 CCCCD GOV FNMA 3135G0YT4 06/05/2014 1.625000 115,000.00 116,391.50 176.49 718.75 04/20/2017 .740235 49,013.72 100.120000 SUNGARD 0.00 10/26/2015 .893123 6,167,100.00 100.473000 SUNGARD -138,720.00 80118 RM GOV FNMA NOTES 31398A4M1 12/09/2011 1.625000 6,000,000.00 6,028,380.00 17,604.17 0.00 80281 RM GOV FNMA NOTES 3135G0AL7 01/23/2012 2.250000 4,035,000.00 4,090,804.05 26,731.88 0.00 80833 RM GOV FNMA NOTES 3135G0CM3 09/14/2012 1.250000 4,703,000.00 4,748,336.92 15,186.77 0.00 03/15/2016 1.000170 4,239,211.35 101.383000 SUNGARD -148,407.30 79947 RM GOV FNMA NOTES 31398A3T7 10/13/2011 2.000000 3,605,000.00 3,620,104.95 20,027.78 0.00 81503 GOV FNMA CALLABLE N 3136G1NU9 06/19/2013 1.000000 5,000,000.00 5,003,800.00 1,666.67 6,300.00 09/21/2015 1.140004 3,724,073.15 100.419000 SUNGARD -103,968.20 09/28/2016 1.160000 173,736.98 100.964000 SUNGARD 0.00 80020 WT GOV FNMA NOTES 3135G0CM3 11/09/2011 1.250000 173,000.00 174,667.72 558.65 930.74 09/28/2016 .615791 4,821,797.78 100.964000 SUNGARD -73,460.86 81478 AUHSD GOV FNMA NOTE 3135G0WJ8 06/07/2013 .875000 200,000.00 198,802.00 194.44 1,826.00 05/22/2018 .750000 10,000,000.00 100.035000 SUNGARD 0.00 05/21/2018 1.190082 196,976.00 99.401000 SUNGARD 0.00 06/12/2018 .860449 4,997,950.00 100.123000 SUNGARD 0.00 81484 GOV FNMA CALLABLE M 3136G1MU0 06/12/2013 .850000 5,000,000.00 5,006,150.00 2,243.06 8,200.00 02/08/2018 .970000 164,242.02 99.754000 SUNGARD 0.00 81230 WT GOV FNMA NOTES 3135G0TG8 02/21/2013 .875000 165,000.00 164,594.10 573.49 352.08 81361 RM GOV FEDERAL NATL 3135G0JA2 04/15/2013 1.125000 3,900,000.00 3,929,601.00 7,800.01 0.00 81449 GOV FNMA CALLABLE M 3136G1M63 05/22/2013 .750000 10,000,000.00 10,003,500.00 8,125.00 3,500.00 04/27/2017 .600233 3,981,432.00 100.759000 SUNGARD -51,831.00 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 15 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 6 of 25 82545 CCCSIG GOV FNMA-ACE 3136ANJY4 04/30/2015 1.550000 385,000.00 388,848.61 497.30 0.00 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 Inv Type: 26 AGENCY ABS FXD-M 30/360 02/27/2019 1.329281 6,087,180.00 101.079000 SUNGARD -22,440.00 82436 WT GOV FNMA NOTES 3135G0A78 03/16/2015 1.625000 170,000.00 169,763.70 1,227.78 0.00 82381 RM GOV FNMA NOTES 3136FTS67 02/09/2015 1.700000 6,000,000.00 6,064,740.00 35,133.33 0.00 82320 CCCCD GOV FNMA 3135G0XP3 01/21/2015 .375000 12,440,000.00 12,436,890.00 22,806.66 995.20 07/05/2016 .397750 12,437,968.13 99.975000 SUNGARD 0.00 82570 GOV FNMA NOTES CALL 3136G2K71 05/27/2015 1.250000 10,000,000.00 10,016,300.00 11,805.56 16,300.00 05/25/2018 1.250000 10,000,000.00 100.163000 SUNGARD 0.00 09/27/2017 .781143 2,012,253.33 100.381000 SUNGARD -2,800.00 01/21/2020 1.627650 170,399.95 99.861000 SUNGARD -214.20 82543 CCCSIG GOV FNMA NOT 3135G0ZL0 04/30/2015 1.000000 2,000,000.00 2,007,620.00 5,222.22 0.00 07/05/2016 .397750 5,634,079.62 99.975000 SUNGARD 0.00 82086 CCCSIG GOV FNMA NOT 3135G0ZL0 08/25/2014 1.000000 380,000.00 381,447.80 992.22 2,517.22 82115 CCCCD GOV FNMA NOTE 3135G0JA2 09/08/2014 1.125000 200,000.00 201,518.00 400.00 573.82 04/27/2017 .895628 200,944.18 100.759000 SUNGARD 0.00 11/27/2018 1.489435 115,672.75 101.210000 SUNGARD 0.00 04/27/2017 .895628 558,307.80 100.759000 SUNGARD 0.00 82087 CCCCD GOV FNMA NOTE 3135G0ZL0 08/25/2014 1.000000 130,000.00 130,495.30 339.44 959.40 09/27/2017 1.117972 378,930.58 100.381000 SUNGARD 0.00 82114 CCCSIG GOV FNMA NOT 3135G0JA2 09/08/2014 1.125000 555,000.00 559,212.45 1,109.99 904.65 09/27/2017 1.117972 129,535.90 100.381000 SUNGARD 0.00 82257 RM GOV FNMA NOTES 3135G0YT4 12/12/2014 1.625000 6,010,000.00 6,082,721.00 9,223.68 16,227.00 11/26/2019 1.612998 100,653.00 100.525000 SUNGARD -128.00 82314 CCCCD GOV FNMA 3135G0XP3 01/21/2015 .375000 5,635,000.00 5,633,591.25 10,330.84 450.80 11/27/2018 1.380107 6,066,494.00 101.210000 SUNGARD 0.00 82236 CCCCD GOV FNMA BENC 3135G0ZY2 12/03/2014 1.750000 100,000.00 100,525.00 170.14 0.00 09/12/2019 1.889799 164,897.76 100.801000 SUNGARD 0.00 82119 WT GOV FNMA NOTES 3135G0ZG1 09/12/2014 1.750000 166,000.00 167,329.66 879.57 2,431.90 11/27/2018 1.385424 126,187.50 101.210000 SUNGARD 0.00 82156 CCCCD GOV FNMA 3135G0YT4 10/23/2014 1.625000 125,000.00 126,512.50 191.85 325.00 Subtotal 1.193742 109,156,000.00 109,697,119.04 313,463.00 261,012.96 .952864 110,173,439.98 100.495730 -732,066.02 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: 06/30/2015 Run: 07/21/2015 04:37:18 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 2,006,660.00 13,750.00 16,360.00 10/10/2017 1.156802 9,998,000.00 100.595000 SUNGARD 0.00 82195 GOV FFCB NOTES 3133EEBU3 11/18/2014 .600000 10,000,000.00 10,007,100.00 7,833.33 7,100.00 01/16/2019 1.620035 1,990,300.00 100.333000 SUNGARD 0.00 82137 GOV FFCB NOTES 3133EDXA5 10/10/2014 1.150000 10,000,000.00 10,059,500.00 25,875.00 61,500.00 08/11/2016 .580087 9,997,500.00 100.004000 SUNGARD 0.00 81841 GOV FFCB CALLABLE 3133EDF31 02/11/2014 .570000 10,000,000.00 10,000,400.00 22,166.67 2,900.00 11/01/2016 .700000 5,000,000.00 100.370000 SUNGARD 0.00 11/14/2016 .600000 10,000,000.00 100.071000 SUNGARD 0.00 82323 CCCCD GOV FFCB AGEN 3133EEKM1 01/21/2015 .300000 10,160,000.00 10,165,080.00 8,466.67 6,055.36 03/21/2016 .308272 3,039,708.16 100.050000 SUNGARD 0.00 82318 CCCCD GOV FFCB AGEN 3133EEKM1 01/21/2015 .300000 3,040,000.00 3,041,520.00 2,533.33 1,811.84 12/01/2016 .590074 4,999,000.00 100.072000 SUNGARD 0.00 82218 GOV FFCB NOTES 3133EEDQ0 12/01/2014 .580000 5,000,000.00 5,003,600.00 2,416.67 4,600.00 12/15/2016 .720000 10,000,000.00 100.156000 SUNGARD 0.00 82259 GOV FFCB NOTES 3133EEFA3 12/15/2014 .720000 10,000,000.00 10,015,600.00 3,200.00 15,600.00 12/10/2015 .340213 5,539,455.00 100.001000 SUNGARD 0.00 03/28/2016 .810254 4,077,652.80 100.562000 SUNGARD -14,948.00 80522 RM GOV FFCB NOTES 3133EAJU3 04/13/2012 1.050000 4,040,000.00 4,062,704.80 10,958.50 0.00 03/28/2016 .790000 3,996,818.30 100.562000 SUNGARD -17,579.96 80543 RM GOV FFCB NOTES 3133EAJU3 04/20/2012 1.050000 3,957,000.00 3,979,238.34 10,733.37 0.00 81958 GOV FEDERAL FARM CR 3133EDKJ0 05/01/2014 .700000 5,000,000.00 5,018,500.00 5,833.33 18,500.00 81579 RM GOV FFCB NOTES 3133ECWV2 08/20/2013 .875000 2,505,000.00 2,518,877.70 1,461.24 21,743.40 05/17/2017 .790074 198,914.00 99.842000 SUNGARD 0.00 81732 GOV FEDERAL FARM CR 3133EDBM3 12/10/2013 .290000 5,545,000.00 5,545,055.45 938.03 5,600.45 12/07/2016 .972048 2,497,134.30 100.554000 SUNGARD 0.00 81479 AUHSD GOV FFCB NOTE 3133ECPT5 06/07/2013 .650000 200,000.00 199,684.00 158.89 770.00 07/12/2016 .600206 2,498,863.30 100.285000 SUNGARD 0.00 80718 RM GOV FFCB NOTES 3133EAXG8 07/23/2012 .650000 2,494,000.00 2,501,107.90 7,610.16 2,244.60 11/29/2016 .640000 10,000,000.00 99.957000 SUNGARD -4,300.00 81102 GOV FFCB CALLABLE N 3133EC5B6 12/28/2012 .640000 10,000,000.00 9,995,700.00 5,688.89 0.00 Inv Type: 27 FEDERAL FARM CREDIT BANKS 04/01/2018 1.201381 388,848.61 100.999639 BOOK 0.00 Subtotal 1.590533 825,000.00 833,245.31 1,093.50 0.00 1.051646 833,245.31 100.999432 0.00 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 17 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 8 of 25 80900 CCCCD GOV FHLMC 3137EADL0 10/05/2012 1.000000 45,000.00 45,106.20 115.00 0.00 03/08/2017 1.120062 169,012.30 100.630000 SUNGARD 0.00 09/29/2017 .764157 45,263.53 100.236000 SUNGARD -157.33 09/18/2015 .420000 10,000,000.00 100.057000 SUNGARD 0.00 81293 GOV FHLMC NOTES 3134G36F2 03/22/2013 .420000 10,000,000.00 10,005,700.00 12,016.67 5,700.00 09/10/2015 1.670070 170,647.70 100.306000 SUNGARD -127.50 78867 WT GOV FHLMC NOTES 3137EACM9 09/14/2010 1.750000 170,000.00 170,520.20 917.29 0.00 79343 WT GOV FHLMC NOTES 3134A4ZT4 02/25/2011 4.750000 155,000.00 158,861.05 3,313.13 0.00 80411 WT GOV FHLMC NOT 3137EADC0 03/12/2012 1.000000 170,000.00 171,071.00 533.61 2,058.70 01/19/2016 2.330564 172,267.00 102.491000 SUNGARD -13,405.95 10/14/2016 .773322 265,805.60 100.560000 SUNGARD 0.00 81634 CCCCD GOV FHLMC NOT 3137EADS5 10/03/2013 .875000 265,000.00 266,484.00 495.95 678.40 81847 RM GOV FHLMC NOTE3S 3137EADC0 02/25/2014 1.000000 3,870,000.00 3,894,381.00 12,147.50 0.00 03/08/2017 .780254 3,895,464.60 100.630000 SUNGARD -1,083.60 Inv Type: 29 FHLMC NOTES 12/14/2015 .220438 11,517,080.28 99.967722 SUNGARD 0.00 82363 CCCCD GOV FHLMC DIS 313396QM8 01/23/2015 .220000 11,540,000.00 11,536,275.14 11,213.03 7,981.83 12/14/2015 .220438 11,616,881.67 99.967722 SUNGARD 0.00 82483 RM GOV FHLMC DISC N 313396VA8 04/10/2015 .240000 249,000.00 248,581.68 136.12 38.18 82345 CCCCD GOV FHLMC DIS 313396QM8 01/23/2015 .220000 11,640,000.00 11,636,242.87 11,310.20 8,051.00 04/01/2016 .240573 248,407.38 99.832000 SUNGARD 0.00 .220652 23,382,369.33 99.966280 0.00 Subtotal .220212 23,429,000.00 23,421,099.69 22,659.35 16,071.01 Inv Type: 28 FHLMC DISCOUNT NOTES 03/29/2018 1.130145 4,980,000.00 99.838000 SUNGARD 0.00 82382 RM GOV FFCB NOTES 3133EELZ1 02/09/2015 1.000000 5,000,000.00 4,991,900.00 12,777.76 11,900.00 01/22/2018 1.096935 9,976,622.22 100.124000 SUNGARD 0.00 82472 GOV FFCB NOTES 3133EEWH9 04/02/2015 1.000000 10,000,000.00 10,015,100.00 24,722.22 15,100.00 03/21/2016 .308272 10,159,024.64 100.050000 SUNGARD 0.00 82380 GOV FFCB NOTES 3133EEKB5 02/09/2015 1.000000 10,000,000.00 10,012,400.00 44,166.66 40,500.00 04/02/2018 1.000000 10,000,000.00 100.151000 SUNGARD 0.00 .754191 118,948,992.72 100.167081 -36,827.96 Subtotal .749234 118,941,000.00 119,139,728.19 211,290.72 232,285.65 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 9 of 25 03/08/2017 .643501 19,702,249.15 100.630000 SUNGARD -24,052.65 82317 CCCCD GOV FREDDIE M 3137EADC0 01/21/2015 1.000000 19,555,000.00 19,678,196.50 61,380.97 0.00 03/08/2017 .643501 9,556,422.05 100.630000 SUNGARD -11,666.55 82319 CCCCD GOV FHLMC 3137EADC0 01/21/2015 1.000000 9,485,000.00 9,544,755.50 29,772.36 0.00 08/08/2018 1.200000 110,000.00 99.910000 SUNGARD -99.00 82312 AUHSD GOV FHLMC NOT 3134G3ZW3 01/21/2015 1.200000 2,486,000.00 2,483,762.60 11,849.93 0.00 01/27/2017 .586812 1,372,798.06 99.883000 SUNGARD 0.00 82313 AUHSD GOV FHLMC NOT 3134G3ZW3 01/21/2015 1.200000 110,000.00 109,901.00 524.33 0.00 08/08/2018 1.200000 2,486,000.00 99.910000 SUNGARD -2,237.40 82343 CCCSIG GOV FHLMC 3137EADC0 01/29/2015 1.000000 985,000.00 991,205.50 3,091.81 0.00 82549 GOV FHLMC NOTES 3134G6YC1 05/01/2015 .670000 10,000,000.00 9,990,100.00 5,769.40 0.00 07/28/2017 .853802 4,325,855.33 100.466000 SUNGARD 0.00 82446 CCCCD GOV FHLMC 3137EADJ5 03/20/2015 1.000000 95,000.00 95,442.70 403.75 119.70 03/08/2017 .672177 991,747.25 100.630000 SUNGARD -541.75 82447 CCCSIG GOV FHLMC 3137EADJ5 03/20/2015 1.000000 4,305,000.00 4,325,061.30 18,296.25 5,424.30 07/28/2017 .853802 95,460.22 100.466000 SUNGARD 0.00 82305 CCCSIG GOV FHLMC RE 3137EADU0 01/16/2015 .500000 1,375,000.00 1,373,391.25 3,151.04 593.19 82026 GOV FHLMC NOTES 3137EADL0 07/03/2014 1.000000 10,000,000.00 10,023,600.00 25,555.56 45,900.00 06/29/2017 .945000 2,488,088.17 100.549000 SUNGARD 0.00 09/29/2017 1.070130 9,977,700.00 100.236000 SUNGARD 0.00 07/28/2017 1.000000 10,000,000.00 100.054000 SUNGARD 0.00 82054 GOV FHLMC CALLABLE 3134G5CE3 07/28/2014 1.000000 10,000,000.00 10,005,400.00 42,500.00 5,400.00 03/07/2018 1.250049 6,958,474.28 99.652000 SUNGARD 0.00 81869 RM GOV FEDERAL HOME 3137EADP1 03/14/2014 .875000 7,061,000.00 7,036,427.72 19,564.86 77,953.44 81870 WT GOV FEDERAL HOME 3137EADP1 03/12/2014 .875000 157,000.00 156,453.64 435.02 1,915.40 82009 RM GOV FHLMC 3137EADH9 06/13/2014 1.000000 2,484,000.00 2,497,637.16 138.00 9,548.99 03/07/2018 1.279731 154,538.24 99.652000 SUNGARD 0.00 82080 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 810,000.00 813,774.60 3,442.50 3,819.96 09/29/2017 1.033085 4,994,900.00 100.236000 SUNGARD 0.00 07/28/2017 1.001893 809,954.64 100.466000 SUNGARD 0.00 07/28/2017 1.002272 464,974.04 100.466000 SUNGARD 0.00 82081 CCCSIG GOV FHLMC 3137EADJ5 08/14/2014 1.000000 465,000.00 467,166.90 1,976.25 2,192.86 07/28/2017 1.001893 74,995.80 100.466000 SUNGARD 0.00 82076 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 75,000.00 75,349.50 318.75 353.70 82077 CCCCD GOV FHLMC 3137EADJ5 08/14/2014 1.000000 40,000.00 40,186.40 170.00 188.63 82078 GOV FHLMC NOTES 3137EADL0 08/11/2014 1.000000 5,000,000.00 5,011,800.00 12,777.78 16,900.00 07/28/2017 1.002272 39,997.77 100.466000 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 19 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 10 of 25 01/01/2017 2.592295 421,318.77 108.030454 BOOK 0.00 81509 AUHSD MUNI CHICAGO 167486JC4 06/27/2013 5.000000 390,000.00 421,318.77 9,750.00 0.00 01/01/2018 1.301222 696,925.06 116.154177 BOOK 0.00 81510 AUHSD MUNI WASHINGT 93974B3K6 06/27/2013 5.000000 600,000.00 696,925.06 15,000.00 0.00 02/01/2016 .929226 551,859.00 100.338000 BOOK 0.00 81319 CCCSIG MUNI CA ST T 13063BN73 03/27/2013 1.050000 550,000.00 551,859.00 3,304.58 0.00 11/01/2016 1.090101 125,586.25 100.469000 BOOK 0.00 81508 AUHSD MUNI CHICAGO 167486JB6 06/27/2013 5.000000 170,000.00 189,542.34 4,250.00 0.00 81512 AUHSD MUNI SOUTH BE 836496NW5 06/27/2013 5.000000 505,000.00 547,506.38 11,643.06 0.00 81633 CCCCD MUNI UNIV OF 91412GSZ9 10/02/2013 2.054000 195,000.00 195,000.00 511.79 0.00 05/15/2016 .907000 415,000.00 100.000000 BOOK 0.00 81693 CCCCD MUNI CA ST TA 13063CFD7 11/05/2013 1.250000 125,000.00 125,586.25 260.42 0.00 05/15/2018 2.054000 195,000.00 100.000000 BOOK 0.00 81514 AUHSD MUNI WICOMICO 967545R89 06/27/2013 3.500000 390,000.00 427,550.12 1,137.50 0.00 01/15/2016 1.616968 547,506.38 108.417105 BOOK 0.00 81632 CCCSIG MUNI UNIV OF 91412GSX4 10/02/2013 .907000 415,000.00 415,000.00 480.96 0.00 12/01/2018 1.638640 427,550.12 109.628236 BOOK 0.00 02/01/2016 .929226 120,405.60 100.338000 BOOK 0.00 80198 AUHSD MUNI COMPTON 204712FD0 01/03/2012 .000000 10,000.00 7,453.00 0.00 0.00 81694 CCCSIG MUNI CA ST T 13063CFD7 11/05/2013 1.250000 790,000.00 793,705.10 1,645.83 0.00 01/01/2017 1.618751 189,542.34 111.495494 BOOK 0.00 81278 CCCCD MUNI UNIV OF 91412GPY5 03/14/2013 .966000 175,000.00 175,000.00 216.01 0.00 05/15/2016 .659000 1,240,000.00 100.000000 BOOK 0.00 81314 CCCCD MUNI CA ST TX 13063BN73 03/27/2013 1.050000 120,000.00 120,405.60 721.00 0.00 05/15/2017 .966000 175,000.00 100.000000 BOOK 0.00 80760 CCCCD MUNI PALO ALT 697379UA1 08/14/2012 1.402000 440,000.00 440,000.00 2,570.33 0.00 08/01/2016 6.525847 7,453.00 74.530000 BOOK 0.00 81277 CCCSIG MUNI UNIV OF 91412GPX7 03/14/2013 .659000 1,240,000.00 1,240,000.00 1,044.15 0.00 08/01/2017 1.402000 440,000.00 100.000000 BOOK 0.00 Inv Type: 31 MUNICIPAL BONDS 82571 RM GOV FHLMC NOTES 3137EADG1 05/27/2015 1.750000 3,000,000.00 3,032,640.00 4,520.83 0.00 05/30/2017 .710296 9,991,700.00 99.901000 SUNGARD -1,600.00 05/30/2019 1.379985 3,043,140.00 101.088000 SUNGARD -10,500.00 .833550 102,357,455.73 100.294995 -65,471.73 Subtotal .930338 102,163,000.00 102,464,375.72 275,178.54 178,747.27 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 11 of 25 82409 CCCSIG AB TOYOTA AU 89236WAB4 03/04/2015 .710000 630,000.00 629,994.02 198.81 0.00 06/15/2017 .704310 419,978.08 99.994781 BOOK 0.00 82341 CCCSIG CORP HONDA A 43814KAB7 01/28/2015 .700000 420,000.00 419,978.08 130.67 0.00 Inv Type: 50 AUTO ABS FXD-M 30/360 07/22/2015 .075014 2,499,526.04 99.998833 SUNGARD 0.00 82529 GOV FHLB DISC NOTES 313384JN0 04/29/2015 .075000 25,000,000.00 24,999,680.56 3,281.25 878.48 02/09/2016 .290853 994,076.57 99.944250 SUNGARD 0.00 82516 CCCSD GOV FHLB DISC 313384JL4 04/22/2015 .075000 2,500,000.00 2,499,970.83 364.58 80.21 07/24/2015 .075013 24,995,520.83 99.998722 SUNGARD 0.00 82578 MTC GOV FHLB DISC N 313384JR1 05/29/2015 .045000 5,000,000.00 4,999,927.78 206.25 90.28 07/27/2015 .045003 4,999,631.25 99.998556 SUNGARD 0.00 82551 GOV FHLB DISC NOTES 313384NH8 04/30/2015 .120000 5,000,000.00 4,999,208.33 1,033.33 1,108.33 10/23/2015 .120070 4,997,066.67 99.984167 SUNGARD 0.00 82131 RM GOV FHLB DISC 313384LP2 09/30/2014 .150000 295,000.00 294,982.30 336.79 70.80 09/11/2015 .150216 294,574.71 99.994000 SUNGARD 0.00 82383 RM GOV FHLB DISCOUN 313384SW0 02/10/2015 .290000 997,000.00 996,444.17 1,132.43 1,235.17 Subtotal .083012 38,792,000.00 38,790,213.97 6,354.63 3,463.27 .083054 38,780,396.07 99.995396 0.00 Inv Type: 43 FHLB DISCOUNT NOTES 82515 CCCSD GOV FNMA DISC 313588KH7 04/22/2015 .070000 1,000,000.00 999,950.00 136.11 31.67 08/12/2015 .070016 999,782.22 99.995000 SUNGARD 0.00 Subtotal .070000 1,000,000.00 999,950.00 136.11 31.67 .070016 999,782.22 99.995000 0.00 Inv Type: 41 FNMA DISCOUNT NOTES 82387 CCCSIG MUNI MS ST T 605581FX0 02/18/2015 1.090000 110,000.00 110,000.00 299.75 0.00 05/02/2016 .780000 1,000,000.00 100.000000 BOOK 0.00 10/01/2017 1.090000 110,000.00 100.000000 BOOK 0.00 11/01/2016 1.090101 793,705.10 100.469000 BOOK 0.00 82302 CCCSIG MUNI ORANGE 68428LDJ0 01/13/2015 .780000 1,000,000.00 1,000,000.00 3,640.00 0.00 1.186443 7,456,851.62 103.209019 0.00 Subtotal 2.133314 7,225,000.00 7,456,851.62 56,475.38 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 21 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 12 of 25 09/21/2015 .300604 3,942,067.08 99.954444 SUNGARD 0.00 82357 CCCCD CP GECC 36959JWM1 01/23/2015 .300000 3,950,000.00 3,948,200.56 5,233.75 899.73 09/21/2015 .300603 1,990,993.38 99.954444 SUNGARD 0.00 82360 CCCCD CP GECC 36959JWM1 01/23/2015 .300000 1,995,000.00 1,994,091.17 2,643.37 454.42 09/21/2015 .350822 3,940,744.93 99.954444 SUNGARD 0.00 82355 CCCCD CP JP MORGAN 46640QWM9 01/23/2015 .350000 3,950,000.00 3,948,200.56 6,106.04 1,349.59 09/21/2015 .310645 3,941,802.65 99.954444 SUNGARD 0.00 82356 CCCCD CP TOYOTA MOT 89233HWM2 01/23/2015 .310000 3,950,000.00 3,948,200.56 5,408.21 989.70 82361 CCCCD CP TOYOTA MOT 89233HWM2 01/23/2015 .310000 1,995,000.00 1,994,091.17 2,731.49 499.86 Inv Type: 71 COMMERCIAL PAPER DISCOUNT 82585 PW CP TOYOTA MOTOR 89236B5P5 06/09/2015 .090000 1,500,000.00 1,499,943.33 82.50 0.00 07/09/2015 .090000 1,500,000.00 99.996222 SUNGARD -56.67 82413 PW CP TOYOTA MOTOR 89236B4N1 03/05/2015 .250000 1,200,000.00 1,199,586.67 983.33 0.00 09/01/2015 .250000 1,200,000.00 99.965556 SUNGARD -413.33 82273 CCCSD CP TOYOTA MOT 89236B4C5 12/26/2014 .290000 2,250,000.00 2,249,755.63 3,389.38 0.00 07/24/2015 .290000 2,250,000.00 99.989139 SUNGARD -244.37 82584 PW CP TOYOTA MOTOR 89236B5P5 06/09/2015 .090000 771,000.00 770,970.87 42.41 0.00 07/09/2015 .090000 771,000.00 99.996222 SUNGARD -29.13 .202218 5,721,000.00 99.987004 -743.50 Subtotal .202218 5,721,000.00 5,720,256.50 4,497.62 0.00 Inv Type: 70 COMM PAPER INTEREST BEARING 02/22/2019 1.083588 599,655.69 99.863282 BOOK 0.00 82448 CCCSIG AB CITIBANK 17305EFN0 03/20/2015 1.020000 600,000.00 599,179.69 2,193.00 0.00 1.083588 599,655.69 99.863282 0.00 Subtotal 1.020000 600,000.00 599,179.69 2,193.00 0.00 Inv Type: 53 CREDIT ABS FXD-SA 30/360 10/15/2019 1.059409 844,822.38 99.978980 BOOK 0.00 82502 CCCSIG ABS NAROT 20 65477UAC4 04/14/2015 1.050000 845,000.00 844,822.38 394.33 0.00 07/17/2017 .710792 629,994.02 99.999051 BOOK 0.00 .864791 1,894,794.48 99.989155 0.00 Subtotal .859378 1,895,000.00 1,894,794.48 723.81 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 22 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 13 of 25 82464 CP STANDARD CHARTER 85324UUX9 03/27/2015 .250000 25,000,000.00 24,996,458.33 16,666.67 1,666.66 07/30/2015 .250217 24,978,298.61 99.986306 SUNGARD 0.00 07/31/2015 .250219 24,978,125.00 99.985833 SUNGARD 0.00 07/31/2015 .290281 24,975,833.33 99.985833 SUNGARD 0.00 82468 CP UBS FINANCE 90262DUX1 04/02/2015 .290000 25,000,000.00 24,996,458.33 18,125.00 2,500.00 82463 CP STANDARD CHARTER 85324UUW1 03/27/2015 .250000 25,000,000.00 24,996,576.39 16,666.67 1,611.11 82445 CP SOCIETE GENERALE 83369CUX0 03/19/2015 .260000 25,000,000.00 24,996,458.33 18,777.77 1,875.00 07/31/2015 .260252 24,975,805.56 99.985833 SUNGARD 0.00 07/29/2015 .250215 24,978,472.22 99.986778 SUNGARD 0.00 82462 CP STANDARD CHARTER 85324UUV3 03/27/2015 .250000 25,000,000.00 24,996,694.44 16,666.67 1,555.55 07/27/2015 .210136 24,983,812.50 99.987722 SUNGARD 0.00 07/31/2015 .150075 24,987,500.00 99.985833 SUNGARD -416.67 82469 CP TOYOTA MOTOR CRE 89233HUX0 04/02/2015 .150000 25,000,000.00 24,996,458.33 9,375.00 0.00 82470 CP SOCIETE GENERALE 83369CUX0 04/02/2015 .220000 25,000,000.00 24,996,458.33 13,750.00 1,041.66 82473 CP CREDIT AGRICOLE 22533UUT8 04/07/2015 .210000 25,000,000.00 24,996,930.56 12,395.83 722.23 07/31/2015 .220161 24,981,666.67 99.985833 SUNGARD 0.00 82399 PW CP GE CAPITAL CO 36959JVQ3 02/24/2015 .260000 500,000.00 499,872.50 458.61 67.50 07/13/2015 .220192 19,982,522.22 99.994333 SUNGARD 0.00 08/24/2015 .260340 499,346.39 99.974500 SUNGARD 0.00 07/28/2015 .270298 29,966,925.00 99.987250 SUNGARD 0.00 82407 CP BNP PARIBAS 0556N1UU5 03/03/2015 .270000 30,000,000.00 29,996,175.00 27,000.00 2,250.00 09/21/2015 .310645 1,990,859.82 99.954444 SUNGARD 0.00 07/29/2015 .250231 24,976,909.72 99.986778 SUNGARD 0.00 82362 CCCCD CP JP MORGAN 46640QWM9 01/23/2015 .350000 1,995,000.00 1,994,091.17 3,083.94 681.63 82392 CP UNION BANK OF CA 62478YUD8 02/20/2015 .220000 20,000,000.00 19,998,866.67 16,011.11 333.34 09/21/2015 .350822 1,990,325.60 99.954444 SUNGARD 0.00 82439 PW CP TOYOTA MOTOR 89233HWA8 03/16/2015 .260000 500,000.00 499,802.78 386.39 59.17 07/31/2015 .290318 24,972,611.11 99.985833 SUNGARD 0.00 82442 CP SOCIETE GENERALE 83369CUX0 03/17/2015 .290000 25,000,000.00 24,996,458.33 21,347.22 2,500.00 82443 CP ABBEY NATIONAL N 0027A1UW7 03/18/2015 .320000 25,000,000.00 24,996,576.39 23,333.34 3,020.83 82444 CP SANDARD CHARTER 85324UUV3 03/18/2015 .250000 25,000,000.00 24,996,694.44 18,229.17 1,555.55 07/30/2015 .320382 24,970,222.22 99.986306 SUNGARD 0.00 82440 CP ABBEY NATIONAL N 0027A1UV9 03/17/2015 .310000 25,000,000.00 24,996,694.44 22,819.44 2,722.22 09/10/2015 .260336 499,357.22 99.960556 SUNGARD 0.00 07/29/2015 .310358 24,971,152.78 99.986778 SUNGARD 0.00 07/30/2015 .310361 24,970,937.50 99.986306 SUNGARD 0.00 82441 CP ABBEY NATIONAL N 0027A1UW7 03/17/2015 .310000 25,000,000.00 24,996,576.39 22,819.44 2,819.45 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 14 of 25 82514 CP CREDIT AGRICOLE 22533UYQ0 04/20/2015 .440000 30,000,000.00 29,965,933.33 26,400.00 19,466.66 09/29/2015 .280364 29,961,033.33 99.940000 SUNGARD 0.00 11/24/2015 .441175 29,920,066.67 99.886444 SUNGARD 0.00 07/24/2015 .130043 2,499,160.42 99.989139 SUNGARD -63.89 82517 CCCSD CP GENERAL EL 36959JUQ4 04/22/2015 .130000 2,500,000.00 2,499,728.47 631.94 0.00 82508 CP CREDIT AGRICOLE 22533UWV1 04/15/2015 .280000 30,000,000.00 29,982,000.00 17,966.67 3,000.00 82506 CP GENERAL ELECTRIC 36959JXT5 04/15/2015 .260000 25,000,000.00 24,980,333.33 13,902.78 1,638.88 11/25/2015 .441203 24,931,861.11 99.885667 SUNGARD 0.00 10/27/2015 .260367 24,964,791.67 99.921333 SUNGARD 0.00 10/28/2015 .390830 29,936,300.00 99.920667 SUNGARD 0.00 82507 CP BNP PARIBAS NY 09659CXU7 04/15/2015 .390000 30,000,000.00 29,976,200.00 25,025.00 14,875.00 07/24/2015 .120037 2,499,233.33 99.989139 SUNGARD -79.86 82518 CCCSD CP TOYOTA MOT 89233HUQ5 04/23/2015 .120000 2,500,000.00 2,499,728.47 575.00 0.00 82525 CCCSD CP TOYOTA MOT 89233HUQ5 04/27/2015 .110000 2,500,000.00 2,499,728.47 496.53 0.00 82528 CP NORDEA BANK AB 65558GUW1 04/29/2015 .180000 25,000,000.00 24,996,576.39 7,875.00 201.39 07/24/2015 .110029 2,499,327.78 99.989139 SUNGARD -95.84 08/25/2015 .270282 24,973,937.50 99.974028 SUNGARD 0.00 82476 CP CREDIT AGRICOLE 22533UVR1 04/08/2015 .270000 25,000,000.00 24,993,506.94 15,750.00 3,819.44 82480 CP UBS FINANCE DE 90262DWU5 04/10/2015 .355000 25,000,000.00 24,987,638.89 20,215.28 9,579.86 82481 CP NORDEA BANK 65558GWR0 04/10/2015 .240000 25,000,000.00 24,988,055.56 13,666.67 2,388.89 09/28/2015 .355600 24,957,843.75 99.950556 SUNGARD 0.00 82474 CP TOYOTA MOTOR CRE 89233HUU6 04/07/2015 .140000 25,000,000.00 24,996,812.50 8,263.89 0.00 82505 CP CREDIT AGRICOLE 22533UYR8 04/16/2015 .440000 25,000,000.00 24,971,416.67 23,222.22 16,333.34 07/28/2015 .140061 24,989,111.11 99.987250 SUNGARD -562.50 08/26/2015 .260263 24,974,722.22 99.973556 SUNGARD 0.00 82475 CP CREDIT SUISSE NY 2254EBVS7 04/08/2015 .260000 25,000,000.00 24,993,388.89 15,166.67 3,500.00 09/25/2015 .240269 24,972,000.00 99.952222 SUNGARD 0.00 82501 CP BNP PARIBAS 0556N1XD0 04/14/2015 .330000 20,000,000.00 19,986,133.33 14,300.00 5,200.00 10/23/2015 .380776 24,949,069.44 99.924000 SUNGARD 0.00 10/13/2015 .330552 19,966,633.33 99.930667 SUNGARD 0.00 11/10/2015 .270422 24,961,000.00 99.897333 SUNGARD -916.67 82504 CP BANK OF NOVA SCO 06417KYA1 04/16/2015 .270000 25,000,000.00 24,974,333.33 14,250.00 0.00 10/09/2015 .290426 24,963,347.22 99.933333 SUNGARD 0.00 82482 CP RABOBANK NEDERLA 21687BX97 04/10/2015 .290000 25,000,000.00 24,983,333.33 16,513.89 3,472.22 82484 PW CP UNION BANK OF 62478YU97 04/10/2015 .180000 400,000.00 399,984.89 164.00 0.89 82488 CP UBS FINANCE DE 90262DXP5 04/13/2015 .380000 25,000,000.00 24,981,000.00 20,847.22 11,083.34 07/09/2015 .180081 399,820.00 99.996222 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 24 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 15 of 25 82325 YCD BNP PARIBAS 05572NXA9 01/30/2015 .270000 25,000,000.00 25,001,318.79 28,500.00 1,318.79 07/08/2015 .290000 2,000,000.00 100.004664 SUNGARD 0.00 07/10/2015 .270000 25,000,000.00 100.005275 SUNGARD 0.00 02/02/2016 .400000 500,000.00 100.065903 SUNGARD 0.00 82328 PW NCD UNION BANK O 62478TEC9 02/02/2015 .400000 500,000.00 500,329.51 827.78 329.51 07/08/2015 .290000 4,300,000.00 100.004664 SUNGARD 0.00 82287 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 4,300,000.00 4,300,200.56 5,992.53 200.56 82288 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 1,100,000.00 1,100,051.31 1,532.97 51.31 82289 PW YCD UBS AG STAMF 90267RE62 01/09/2015 .290000 2,000,000.00 2,000,093.28 2,787.22 93.28 07/08/2015 .290000 1,100,000.00 100.004664 SUNGARD 0.00 82372 YCD ABBEY NATL TREA 00279H4N3 02/03/2015 .340000 25,000,000.00 25,004,331.25 34,944.44 4,331.25 82379 YCD CREDIT AGRICOLE 22533MYB1 02/05/2015 .270000 30,000,000.00 30,000,158.26 32,850.00 158.26 07/24/2015 .340000 25,000,000.00 100.017325 SUNGARD 0.00 07/01/2015 .270000 30,000,000.00 100.000528 SUNGARD 0.00 82406 YCD CREDIT SUISSE 22549VW66 03/03/2015 .290000 25,000,000.00 25,003,935.83 24,166.67 3,935.83 07/06/2015 .500000 1,020,000.00 100.006993 SUNGARD 0.00 82031 RM YCD BNP PARIBAS 05572NVB9 07/10/2014 .500000 1,020,000.00 1,020,071.33 5,043.33 71.33 07/24/2015 .280000 2,250,000.00 100.013325 SUNGARD 0.00 82272 CCCSD NCD UNION BAN 62478TDB2 12/26/2014 .280000 2,250,000.00 2,250,299.81 3,272.50 299.81 12/22/2015 .400000 500,000.00 100.121285 SUNGARD 0.00 82270 PW NCD UNION BANK O 62478TCZ0 12/22/2014 .400000 500,000.00 500,606.43 1,061.11 606.43 Inv Type: 72 NEGOTIABLE CERT OF DEPOSIT 82555 CP RABOBANK NEDERLA 21687BZA2 05/11/2015 .310000 25,000,000.00 24,968,500.00 10,979.17 3,375.00 12/10/2015 .310570 24,954,145.83 99.874000 SUNGARD 0.00 82556 PW CP TOYOTA MOTOR 89233HY99 05/12/2015 .250000 1,625,000.00 1,623,344.31 564.23 0.00 07/30/2015 .180083 24,988,500.00 99.986306 SUNGARD 0.00 82553 CP TOYOTA MOTOR CRE 89233HZB3 05/08/2015 .290000 20,000,000.00 19,974,644.44 8,700.00 905.55 12/11/2015 .290508 19,965,038.89 99.873222 SUNGARD 0.00 82588 CP BNP PARIBAS 09659CZG6 06/26/2015 .400000 25,000,000.00 24,967,333.33 1,388.89 14,000.00 12/16/2015 .400770 24,951,944.44 99.869333 SUNGARD 0.00 02/05/2016 .360971 498,655.00 99.793167 SUNGARD 0.00 11/09/2015 .250314 1,622,957.47 99.898111 SUNGARD -177.39 82557 PW CP TOYOTA MOTOR 89233GB54 05/12/2015 .360000 500,000.00 498,965.83 250.00 60.83 .285166 857,746,792.02 99.954091 -2,312.82 Subtotal .284757 858,860,000.00 858,465,705.87 577,150.18 144,076.49 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 16 of 25 82493 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 1,500,000.00 1,500,070.40 682.50 70.40 07/13/2015 .210000 325,000.00 100.004693 SUNGARD 0.00 07/13/2015 .210000 1,500,000.00 100.004693 SUNGARD 0.00 07/13/2015 .210000 1,200,000.00 100.004693 SUNGARD 0.00 82494 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 1,200,000.00 1,200,056.32 546.00 56.32 82492 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 325,000.00 325,015.25 147.88 15.25 82490 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 8,525,000.00 8,525,400.08 3,878.88 400.08 07/13/2015 .210000 8,525,000.00 100.004693 SUNGARD 0.00 07/13/2015 .210000 500,000.00 100.004693 SUNGARD 0.00 82491 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 500,000.00 500,023.47 227.50 23.47 07/13/2015 .210000 900,000.00 100.004693 SUNGARD 0.00 07/13/2015 .210000 750,000.00 100.004693 SUNGARD 0.00 82495 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 750,000.00 750,035.20 341.25 35.20 82496 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 3,600,000.00 3,600,168.95 1,638.00 168.95 82497 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 900,000.00 900,042.24 409.50 42.24 07/13/2015 .210000 3,600,000.00 100.004693 SUNGARD 0.00 82465 YCD NORDEA BANK FIN 65558LCS9 03/30/2015 .195000 20,000,000.00 20,002,682.15 10,075.00 2,682.15 07/30/2015 .260000 25,000,000.00 100.014994 SUNGARD 0.00 08/11/2015 .195000 20,000,000.00 100.013411 SUNGARD 0.00 08/10/2015 .250000 25,000,000.00 100.019354 SUNGARD 0.00 82466 YCD SOCIETE GENERAL 83369TSA6 03/30/2015 .250000 25,000,000.00 25,004,838.38 16,145.83 4,838.38 07/27/2015 .290000 25,000,000.00 100.015743 SUNGARD 0.00 07/13/2015 .210000 800,000.00 100.004693 SUNGARD 0.00 82449 NCD BANK OF AMERICA 06052TMH0 03/24/2015 .240000 25,000,000.00 25,003,332.02 16,500.00 3,332.02 82458 YCD SOCIETE GENERAL 83369TRU3 03/25/2015 .260000 25,000,000.00 25,003,748.58 17,694.44 3,748.58 07/30/2015 .240000 25,000,000.00 100.013328 SUNGARD 0.00 82467 YCD SOCIETE GENERAL 83369TRZ2 03/30/2015 .250000 25,000,000.00 25,003,540.37 16,145.83 1,847.25 09/11/2015 .340000 20,000,000.00 100.052701 SUNGARD 0.00 82479 YCD ABBEY NATIONAL 00279H5F9 04/09/2015 .340000 20,000,000.00 20,010,540.22 15,677.78 10,540.22 82487 CCCSIG YCD CANADIAN 13606JYY9 04/10/2015 1.010000 2,150,000.00 2,150,000.00 4,946.19 0.00 82489 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 800,000.00 800,037.54 364.00 37.54 04/06/2017 1.010000 2,150,000.00 100.000000 BOOK 0.00 82477 YCD ABBEY NATIONAL 00279H5E2 04/08/2015 .310000 30,000,000.00 30,011,112.47 21,700.00 11,112.47 07/30/2015 .230000 25,001,693.12 100.014161 SUNGARD 0.00 08/27/2015 .310000 30,000,000.00 100.037042 SUNGARD 0.00 09/10/2015 .310000 25,000,000.00 100.045981 SUNGARD 0.00 82478 YCD CREDIT AGRICOLE 22533MD99 04/09/2015 .310000 25,000,000.00 25,011,495.34 17,868.06 11,495.34 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 26 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 17 of 25 82536 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 700,000.00 700,090.20 294.00 90.20 07/29/2015 .240000 3,400,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 700,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 450,000.00 100.012885 SUNGARD 0.00 82537 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 450,000.00 450,057.98 189.00 57.98 82535 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 3,400,000.00 3,400,438.10 1,428.00 438.10 82533 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 1,200,000.00 1,200,154.62 504.00 154.62 07/29/2015 .240000 1,550,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 1,200,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 750,000.00 100.012885 SUNGARD 0.00 82534 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 750,000.00 750,096.64 315.00 96.64 07/29/2015 .240000 500,000.00 100.012885 SUNGARD 0.00 82538 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 500,000.00 500,064.43 210.00 64.43 82539 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 1,000,000.00 1,000,128.85 420.00 128.85 82540 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 750,000.00 750,096.64 315.00 96.64 07/29/2015 .240000 1,000,000.00 100.012885 SUNGARD 0.00 07/13/2015 .210000 5,500,000.00 100.004693 SUNGARD 0.00 82500 NCD BANK OF AMERICA 06052TNA4 04/14/2015 .210000 5,500,000.00 5,500,258.12 2,502.50 258.12 82509 YCD UBS AG STAMFORD 90267RK81 04/16/2015 .390000 10,000,000.00 10,009,056.93 8,233.33 9,056.93 82510 YCD UBS AG STAMFORD 90267RK73 04/16/2015 .370000 15,000,000.00 15,011,171.78 11,716.67 11,171.78 11/13/2015 .390000 10,000,000.00 100.090569 SUNGARD 0.00 82498 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 300,000.00 300,014.08 136.50 14.08 82532 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 1,550,000.00 1,550,199.72 651.00 199.72 07/13/2015 .210000 300,000.00 100.004693 SUNGARD 0.00 07/13/2015 .210000 1,100,000.00 100.004693 SUNGARD 0.00 82499 PW NCD BANK OF AMER 06052TNA4 04/14/2015 .210000 1,100,000.00 1,100,051.62 500.50 51.62 10/30/2015 .370000 15,000,000.00 100.074479 SUNGARD 0.00 82530 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 300,000.00 300,038.66 126.00 38.66 07/30/2015 .185000 25,000,000.00 100.008747 SUNGARD 0.00 07/29/2015 .240000 300,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 8,200,000.00 100.012885 SUNGARD 0.00 82531 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 8,200,000.00 8,201,056.60 3,444.00 1,056.60 11/24/2015 .310000 25,000,000.00 100.065256 SUNGARD 0.00 82511 NCD BANK OF AMERICA 06052TND8 04/20/2015 .310000 25,000,000.00 25,016,313.98 15,500.00 16,313.98 82526 CCCSIG YCD RABOBANK 21684BXH2 04/27/2015 1.070000 2,000,000.00 2,000,000.00 3,863.89 0.00 82527 YCD NORDEA BANK FIN 65558LDU3 04/28/2015 .185000 25,000,000.00 25,002,186.81 8,222.22 2,186.81 04/21/2017 1.070000 2,000,000.00 100.000000 BOOK 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 27 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 18 of 25 01/10/2017 .421200 500,000.00 100.075000 SUNGARD 0.00 81794 CCCSIG CORP BERKSHI 084664CA7 01/10/2014 .421200 500,000.00 500,375.00 479.70 375.00 81269 CORP GENERAL ELEC C 36962GU51 03/08/2013 .473750 10,000,000.00 10,007,200.00 11,054.39 54,750.00 01/08/2016 1.108923 9,952,450.00 100.072000 SUNGARD 0.00 1.076025 10,452,450.00 100.072143 0.00 Subtotal .471236 10,500,000.00 10,507,575.00 11,534.09 55,125.00 Inv Type: 73 CORP NOTE FLTG RT ACT- 360 82592 HR NCD BANK OF AMER 06052TPE4 06/30/2015 .100000 2,644,000.00 2,644,091.06 7.34 91.06 08/31/2015 .100000 3,000,000.00 100.003444 SUNGARD 0.00 08/31/2015 .100000 2,644,000.00 100.003444 SUNGARD 0.00 08/31/2015 .100000 5,000,000.00 100.003444 SUNGARD 0.00 82593 HR NCD BANK OF AMER 06052TPE4 06/30/2015 .100000 5,000,000.00 5,000,172.20 13.89 172.20 05/26/2016 .730000 1,007,000.00 100.274468 SUNGARD 0.00 82563 RM YCD BNP PARIBAS 05572NYL4 05/26/2015 .730000 1,007,000.00 1,009,763.89 735.11 2,763.89 82572 YCD ABBEY NATL TREA 00279H6D3 05/28/2015 .430000 25,000,000.00 25,032,636.92 10,152.78 32,636.92 82573 YCD UBS AG STAMFORD 90267RP52 05/28/2015 .420000 25,000,000.00 25,031,658.43 9,916.67 31,658.43 12/15/2015 .430000 25,000,000.00 100.130548 SUNGARD 0.00 82541 YCD BNP PARIBAS 05572NYB6 04/29/2015 .240000 800,000.00 800,103.08 336.00 103.08 07/29/2015 .240000 750,000.00 100.012885 SUNGARD 0.00 07/29/2015 .240000 800,000.00 100.012885 SUNGARD 0.00 05/20/2016 .730000 2,000,000.00 100.269465 SUNGARD 0.00 82562 PW YCD BNP PARIBAS 05572NYH3 05/20/2015 .730000 2,000,000.00 2,005,389.29 1,703.33 5,389.29 12/15/2015 .390000 25,000,000.00 100.111900 SUNGARD 0.00 82580 YCD BNP PARIBAS 05572NYT7 06/01/2015 .390000 25,000,000.00 25,027,974.92 8,125.00 27,974.92 82589 YCD BANK OF NOVA SC 06417H2Y1 06/29/2015 .370000 25,000,000.00 25,025,648.53 513.89 25,648.53 82591 HR NCD BANK OF AMER 06052TPE4 06/30/2015 .100000 3,000,000.00 3,000,103.32 8.33 103.32 12/15/2015 .370000 25,000,000.00 100.102594 SUNGARD 0.00 05/26/2017 1.150000 1,950,000.00 100.000000 BOOK 0.00 12/16/2015 .420000 25,000,000.00 100.126634 SUNGARD 0.00 82576 CCCSIG YCD NORDEA B 65558LFA5 05/29/2015 1.150000 1,950,000.00 1,950,000.00 2,055.63 0.00 Subtotal .306483 551,021,000.00 551,252,552.74 378,106.77 229,859.62 .305575 551,022,693.12 100.042022 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: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 19 of 25 01/08/2016 1.028965 4,996,350.00 100.282000 SUNGARD 0.00 81501 CORP GENERAL ELECTR 36962G6R0 06/18/2013 1.000000 5,000,000.00 5,014,100.00 24,027.78 17,750.00 81542 CCCSIG CORP WELLS F 94974BFL9 07/29/2013 1.250000 1,170,000.00 1,174,960.80 6,540.63 6,084.00 81577 CCCSIG CORP BERKSHI 084664BX8 08/15/2013 .950000 985,000.00 987,068.50 3,535.06 2,590.55 07/20/2016 1.283025 1,168,876.80 100.424000 SUNGARD 0.00 81413 CCCCD CORP APPLE IN 037833AJ9 05/03/2013 1.000000 175,000.00 173,230.75 281.94 0.00 02/26/2016 .711836 99,965.00 100.061000 SUNGARD 0.00 05/03/2018 1.076001 174,354.25 98.989000 SUNGARD -1,123.50 01/15/2017 .945019 1,797,120.00 100.106000 SUNGARD 0.00 81472 CCCSIG CORP PFIZER 717081DD2 06/03/2013 .900000 1,800,000.00 1,801,908.00 7,470.00 4,788.00 81650 CCCSIG CORP BERKSHI 084664BX8 10/15/2013 .950000 355,000.00 355,745.50 1,274.06 1,420.00 08/15/2016 .967967 984,477.95 100.210000 SUNGARD 0.00 08/15/2016 1.018105 354,325.50 100.210000 SUNGARD 0.00 10/05/2017 1.545080 4,944,500.00 100.255000 SUNGARD 0.00 81703 CORP TOYOTA MTR CRD 89233P6S0 11/15/2013 1.250000 5,000,000.00 5,012,750.00 14,930.56 68,250.00 80653 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 135,000.00 135,668.25 573.75 919.35 02/15/2017 1.165961 134,748.90 100.495000 SUNGARD 0.00 80654 CCCCD CORP WALT DIS 25468PCS3 06/14/2012 1.125000 240,000.00 241,188.00 1,020.00 2,047.20 81244 CCCCD CORP PEPSICO 713448CE6 02/28/2013 .700000 100,000.00 100,061.00 243.07 96.00 80448 CORP WALMART STORES 931142CX9 03/23/2012 1.500000 5,000,000.00 5,015,850.00 13,750.00 0.00 10/25/2015 .937036 5,099,100.00 100.317000 SUNGARD -83,250.00 02/15/2017 1.203989 239,140.80 100.495000 SUNGARD 0.00 01/08/2016 1.000000 5,000,000.00 100.282000 SUNGARD 0.00 81217 CCCCD CORP BERKSHIR 084670BH0 02/11/2013 1.550000 245,000.00 246,176.00 1,497.90 1,516.55 02/09/2018 1.579059 244,659.45 100.480000 SUNGARD 0.00 81054 CCCCD CORP CHEVRON 166764AA8 12/05/2012 1.104000 105,000.00 104,550.60 83.72 0.00 12/05/2017 1.104000 105,000.00 99.572000 SUNGARD -449.40 81198 CORP GENERAL ELECTR 36962G6R0 02/04/2013 1.000000 5,000,000.00 5,014,100.00 24,027.78 14,100.00 Inv Type: 75 CORPORATE NOTES 09/29/2016 .900000 2,025,000.00 100.000000 BOOK 0.00 82130 CCCSIG YCD TORONTO 89112UXV8 09/29/2014 .900000 2,025,000.00 2,025,000.00 13,921.88 0.00 .900000 2,025,000.00 100.000000 0.00 Subtotal .900000 2,025,000.00 2,025,000.00 13,921.88 0.00 Inv Type: 74 CERT OF DEPOSIT MEDIUM TERM Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 29 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 20 of 25 82349 CCCCD CORP IBM CORP 459200GX3 01/23/2015 1.950000 1,565,000.00 1,587,489.05 13,478.56 0.00 09/15/2016 .616979 1,591,418.40 101.407000 SUNGARD -9,469.20 07/22/2016 .490189 1,599,123.52 101.437000 SUNGARD -11,549.70 01/15/2016 .489343 1,603,168.07 100.758000 SUNGARD -10,507.00 82350 CCCCD CORP EI DU PO 263534CD9 01/23/2015 1.950000 1,580,000.00 1,591,976.40 14,206.84 0.00 82348 CCCCD CORP JOHN DEE 24422ERF8 01/23/2015 1.850000 1,560,000.00 1,581,949.20 8,497.67 0.00 82346 CCCCD CORP MERCK &58933YAD7 01/23/2015 .700000 1,590,000.00 1,589,952.30 1,329.42 0.00 01/12/2018 1.496870 219,698.60 100.096000 SUNGARD 0.00 05/18/2016 .435141 1,595,533.20 99.997000 SUNGARD -5,580.90 01/08/2016 .475357 1,598,628.40 100.282000 SUNGARD -3,482.10 82347 CCCCD CORP GECC 36962G6R0 01/23/2015 1.000000 1,590,000.00 1,594,483.80 7,640.83 0.00 09/19/2016 .840060 1,574,028.75 102.092000 SUNGARD -17,125.75 82351 CCCCD CORP AMERICAN 0258M0DC0 01/23/2015 2.800000 1,525,000.00 1,556,903.00 12,098.33 0.00 82352 CCCCD CORP WELLS FA 94974BFL9 01/23/2015 1.250000 1,590,000.00 1,596,741.60 8,888.55 0.00 82353 CCCCD CORP US BANK 90331HMC4 01/23/2015 1.100000 1,585,000.00 1,588,613.80 7,313.01 0.00 07/20/2016 .787164 1,601,057.13 100.424000 SUNGARD -4,149.90 01/16/2018 1.720116 4,959,900.00 99.812000 SUNGARD 0.00 81899 CORP WELLS FARGO &94974BFG0 04/07/2014 1.500000 5,000,000.00 4,990,600.00 34,375.00 30,700.00 81948 CCCSIG CORP WAL-MAR 931142DN0 04/22/2014 1.000000 370,000.00 371,613.20 719.44 1,668.70 81956 CCCSIG CORP TOYOTA 89233P6D3 04/28/2014 1.750000 975,000.00 988,484.25 1,848.44 0.00 04/21/2017 1.005095 369,944.50 100.436000 SUNGARD 0.00 81789 CORP MICROSOFT CORP 594918AV6 01/10/2014 1.625000 6,406,000.00 6,461,219.72 7,228.99 92,758.88 82290 CCCSIG CORP TOYOTA 89236TCA1 01/12/2015 1.450000 220,000.00 220,211.20 1,497.53 512.60 12/06/2018 1.750063 6,368,460.84 100.862000 SUNGARD 0.00 12/15/2017 1.510075 5,179,629.78 99.964000 SUNGARD 0.00 81813 CORP INTEL STRUCTUR 458140AL4 01/27/2014 1.350000 5,211,000.00 5,209,124.04 3,126.61 29,494.26 05/22/2017 1.200940 991,068.00 101.383000 SUNGARD -2,583.75 82203 CCCSIG CORP JOHNSON 478160BL7 11/21/2014 1.125000 1,130,000.00 1,130,000.00 1,412.50 892.70 11/15/2017 1.345000 350,000.00 100.407000 SUNGARD 0.00 11/21/2017 1.151867 1,129,107.30 100.000000 SUNGARD 0.00 12/05/2017 1.250044 9,957,510.00 99.572000 SUNGARD -310.00 82258 CORP CHEVRON CORP 166764AA8 12/15/2014 1.104000 10,000,000.00 9,957,200.00 7,973.33 0.00 05/05/2017 1.067075 1,499,205.00 100.299000 SUNGARD 0.00 81991 CCCSIG CORP APPLE I 037833AM2 05/06/2014 1.050000 1,500,000.00 1,504,485.00 2,406.25 5,280.00 82116 CCCSIG CORP WELLS F 94974BGB0 09/09/2014 1.400000 810,000.00 812,073.60 3,559.50 2,875.50 82197 CCCSIG CORP CHEVRON 166764AL4 11/18/2014 1.345000 350,000.00 351,424.50 601.51 1,424.50 09/08/2017 1.433868 809,198.10 100.256000 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 30 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 21 of 25 82417 CCCCD CORP EXXON MO 30231GAL6 03/06/2015 1.305000 125,000.00 124,898.75 521.09 0.00 03/06/2018 1.305000 1,565,000.00 99.919000 SUNGARD -1,267.65 03/06/2018 1.305000 125,000.00 99.919000 SUNGARD -101.25 03/02/2018 1.372881 9,999,975.00 99.958000 SUNGARD -1,900.00 82418 CORP CHEVRON CORP 166764AV2 03/09/2015 1.365000 10,000,000.00 9,995,800.00 44,741.67 0.00 82416 CCCSIG CORP EXXON M 30231GAL6 03/06/2015 1.305000 1,565,000.00 1,563,732.35 6,524.09 0.00 82386 CORP IBM CORP 459200HZ7 02/11/2015 1.125000 5,000,000.00 4,968,250.00 22,656.25 0.00 02/06/2018 1.274939 4,978,881.25 99.365000 SUNGARD -9,850.00 03/02/2018 1.365000 1,065,000.00 99.958000 SUNGARD -447.30 82404 CCCSIG CORP CHEVRON 166764AV2 03/03/2015 1.365000 1,065,000.00 1,064,552.70 4,764.99 0.00 05/03/2018 1.257267 9,927,600.00 98.989000 SUNGARD -26,200.00 03/13/2018 1.545883 129,825.80 100.010000 SUNGARD 0.00 82420 CCCCD CORP AMERICAN 02665WAT8 03/13/2015 1.500000 130,000.00 130,013.00 585.00 187.20 82513 CCCCD CORP GENERAL 36962G4D3 04/15/2015 6.000000 100,000.00 114,309.00 2,400.00 0.00 82554 CORP APPLE INC 037833AJ9 05/12/2015 1.000000 10,000,000.00 9,898,900.00 16,111.11 0.00 08/07/2019 1.743001 118,736.33 114.309000 SUNGARD -3,294.00 82366 CCCCD CORP WELLS FA 94974BFL9 01/23/2015 1.250000 1,985,000.00 1,993,416.40 11,096.70 0.00 01/15/2016 .489343 2,003,960.08 100.758000 SUNGARD -13,133.75 07/20/2016 .787164 1,998,804.02 100.424000 SUNGARD -5,180.85 07/22/2016 .490189 2,002,736.17 101.437000 SUNGARD -14,464.80 82367 CCCCD CORP IBM CORP 459200GX3 01/23/2015 1.950000 1,960,000.00 1,988,165.20 16,880.50 0.00 01/30/2017 .828281 1,593,606.55 100.228000 SUNGARD -4,992.75 02/06/2018 1.228864 159,512.00 99.365000 SUNGARD -528.00 82364 CCCCD CORP GE CAPIT 36962G6R0 01/23/2015 1.000000 1,990,000.00 1,995,611.80 9,563.06 0.00 82365 CCCCD CORP EI DU PO 263534CD9 01/23/2015 1.950000 1,975,000.00 1,989,970.50 17,758.54 0.00 01/08/2016 .475357 2,000,799.07 100.282000 SUNGARD -4,358.10 82368 CCCCD CORP JOHN DEE 24422ERF8 01/23/2015 1.850000 1,950,000.00 1,977,436.50 10,622.08 0.00 01/30/2017 .828281 1,990,751.40 100.228000 SUNGARD -6,237.00 82371 CCCCD CORP US BANK 90331HMC4 01/23/2015 1.100000 1,980,000.00 1,984,514.40 9,135.50 0.00 82375 CCCSIG CORP IBM COR 459200HZ7 02/06/2015 1.125000 1,880,000.00 1,868,062.00 8,518.75 0.00 82376 CCCCD CORP IBM CORP 459200HZ7 02/06/2015 1.125000 160,000.00 158,984.00 725.00 0.00 02/06/2018 1.228864 1,874,266.00 99.365000 SUNGARD -6,204.00 82369 CCCCD CORP MERCK &58933YAD7 01/23/2015 .700000 1,990,000.00 1,989,940.30 1,663.86 0.00 09/15/2016 .616979 1,989,273.00 101.407000 SUNGARD -11,836.50 05/18/2016 .435141 1,996,925.20 99.997000 SUNGARD -6,984.90 09/19/2016 .840060 1,966,245.75 102.092000 SUNGARD -21,393.15 82370 CCCCD CORP AMERICAN 0258M0DC0 01/23/2015 2.800000 1,905,000.00 1,944,852.60 15,112.99 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 31 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 22 of 25 07/01/2015 .000000 537,226.12 100.000000 BOOK 0.00 81524 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 537,226.12 537,226.12 0.00 0.00 81525 AUHSD MM DREYFUS TA 26202K205 06/27/2013 .000000 28,092.20 28,092.20 0.00 0.00 07/01/2015 .000000 28,092.20 100.000000 BOOK 0.00 .000000 565,318.32 100.000000 0.00 Subtotal .000000 565,318.32 565,318.32 0.00 0.00 Inv Type: 99 MONEY MARKET ACCOUNTS 06/10/2016 .492884 2,448,520.20 99.587917 SUNGARD -8,616.24 82011 CCCSIG YCD BK NOVA 06417HMU7 06/13/2014 .444600 2,450,000.00 2,439,903.96 635.41 0.00 .492884 2,448,520.20 99.587917 -8,616.24 Subtotal .444600 2,450,000.00 2,439,903.96 635.41 0.00 Inv Type: 80 YCD / NCD QTR FLTR 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 8,402.78 0.00 Subtotal 1.375000 2,000,000.00 1,996,780.00 8,402.78 0.00 1.430018 1,996,780.00 99.839000 0.00 Inv Type: 79 YCD/NCD 30/360 82575 CCCCD CORP BK OF NE 06406HDB2 05/29/2015 1.600000 125,000.00 124,926.25 177.78 0.00 05/22/2018 1.603145 124,988.75 99.941000 SUNGARD -62.50 82560 CCCSIG CORP APPLE I 037833BB5 05/13/2015 .900000 565,000.00 565,158.20 678.00 548.05 05/12/2017 .934955 564,610.15 100.028000 SUNGARD 0.00 82574 CCCSIG CORP BK OF N 06406HDB2 05/29/2015 1.600000 1,600,000.00 1,599,056.00 2,275.56 0.00 05/22/2018 1.603145 1,599,856.00 99.941000 SUNGARD -800.00 05/15/2018 1.658000 4,999,086.81 99.221000 SUNGARD -34,200.00 06/15/2018 1.655855 129,977.90 100.355000 SUNGARD 0.00 82581 CORP JP MORGAN CHAS 46625HJL5 06/02/2015 1.625000 5,000,000.00 4,961,050.00 10,381.95 0.00 82587 CCCCD CORP CISCO SY 17275RAU6 06/17/2015 1.650000 130,000.00 130,461.50 83.42 483.60 82586 CCCSIG CORP CISCO S 17275RAU6 06/17/2015 1.650000 1,725,000.00 1,731,123.75 1,106.88 6,417.00 06/15/2018 1.655855 1,724,706.75 100.355000 SUNGARD 0.00 1.169984 124,969,422.22 100.122694 -323,017.70 Subtotal 1.341267 124,772,000.00 124,925,087.26 451,543.33 292,804.64 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Page 32 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 23 of 25 82001 CD CCCCD BERTA KAMM 121101042 05/24/2014 .600000 3,335.77 3,335.77 22.41 0.00 05/24/2017 .600000 3,335.77 100.000000 BOOK 0.00 .600000 3,335.77 100.000000 0.00 Subtotal .600000 3,335.77 3,335.77 22.41 0.00 Inv Type: 1000 TD WITH CALC CODE OF CSC-00 Grand Total Count 355 .530907 2,197,263,654.09 2,199,356,705.18 2,677,447.88 1,904,196.07 .489628 2,198,391,685.69 100.095257 -1,512,835.54 Inv.Description CUSIP Purchase Coupon Current Par /Share Market Value Curr Accr Int Unrealized Gain No.Maturity YTM TR Current Book Market Price Price Source Unrealized Loss Note: Grand Total does not include Retirement investments, if any. Page 33 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 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 3,320.00 3,327.70 3,327.22 99.99 %0.00 0.95 % CORPORATE NOTES 135,272.00 135,421.87 135,432.66 100.01 %24.91 1.16 % NCD/YCD 557,496.00 557,492.99 557,714.24 100.04 %221.24 0.31 % COMMERCIAL PAPER 864,581.00 863,467.79 864,185.96 100.08 %141.02 0.28 % MUNICIPALS 7,225.00 7,456.85 7,456.85 100.00 %0.00 1.19 % U.S. AGENCIES 604,886.00 606,702.69 606,699.91 100.00 %-14.53 0.77 % U.S. TREASURIES 23,915.00 23,953.14 23,971.21 100.08 %18.72 0.93 % Totals(000's)2,197,263.65 2,198,391.69 2,199,356.71 100.04 %391.36 0.49 % Assets (000's)Current Par Current Book Market MKT/Book Un Gain/Loss Yield Asset Allocation Page 34 Inventory by Market Value Contra Costa County As Of Date: 06/30/2015 Run: 07/21/2015 04:37:18 PMDate Basis: Settlement Reporting Currency: Local AvantGard APS2 Page 25 of 25 Page 35 Page 36 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.1. STATE OF CALIFORNIA LOCAL AGENCY INVESTMENT FUND (LAIF) CONTRA COSTA COUNTY AS OF JUNE 30, 2015 CALIFORNIA STATE LOCAL STATE CONTROLLER ACCOUNT ESTIMATED AGENCY INVESTMENT ACCOUNTS ACCOUNT NUMBER BALANCE FAIR VALUE ACALANES UNION HIGH SCHOOL 75-07-010 946,938.05 947,294.08 ANTIOCH UNIFIED SCHOOL DISTRICT 75-07-005 819,269.00 819,577.03 BRENTWOOD UNION SCHOOL DISTRICT 75-07-013 8,123,833.60 8,126,887.99 BYRON UNION SCHOOL DISTRICT 75-07-017 165,221.49 165,283.61 CANYON ELEMENTARY SCHOOL DISTRICT 75-07-018 192,083.50 192,155.72 CENTRAL CONTRA COSTA SANITARY DISTRICT 70-07-001 43,000,000.00 43,016,167.10 CONTRA COSTA COMMUNITY COLLEGE 75-07-001 614,645.51 614,876.60 CONTRA COSTA COUNTY 99-07-000 50,000,000.00 50,018,798.95 CONTRA COSTA COUNTY OFFICE OF EDUCATION 75-07-007 1,279,712.24 1,280,193.38 CONTRA COSTA COUNTY SCHOOL INSURANCE GROUP 35-07-001 2,227,781.65 2,228,619.25 CROCKETT COMMUNITY SERVICES DISTRICT 16-07-004 2,617,832.17 2,618,816.42 DELTA DIABLO SANITATION DISTRICT 70-07-003 72,460.52 72,487.76 EAST CONTRA COSTA REG FEE & FINANCING AUTH 40-07-006 1,007,522.88 1,007,901.69 JOHN SWETT UNIFIED SCHOOL DISTRICT 75-07-020 2,391.75 2,392.65 KENSINGTON FIRE PROTECTION DISTRICT 17-07-011 4,472,664.53 4,474,346.16 KENSINGTON POLICE PROTECTION & COMMUNITY 16-07-003 725,357.41 725,630.13 SERVICES DISTRICT KNIGHTSEN SCHOOL DISTRICT 75-07-019 0.00 0.00 LAFAYETTE SCHOOL DISTRICT 75-07-012 5,725,108.98 5,727,261.50 MARTINEZ UNIFIED SCHOOL DISTRICT 75-07-011 3,811,742.01 3,813,175.14 MORAGA ORINDA FIRE DISTRICT 17-07-003 4,703,993.08 4,705,761.68 MT DIABLO UNIFIED SCHOOL DISTRICT 75-07-008 14,614,404.51 14,619,899.22 MT VIEW SANITARY DISTRICT 70-07-008 10,399,614.59 10,403,524.63 OAKLEY UNION SCHOOL DISTRICT 75-07-009 246,779.19 246,871.97 ORINDA UNION SCHOOL DISTRICT 75-07-015 7,393,962.34 7,396,742.31 PITTSBURG UNIFIED SCHOOL DISTRICT 75-07-002 33,818,487.37 33,831,202.41 RECLAMATION DISTRICT 800 60-07-003 4,630,868.42 4,632,609.53 REDEVELOPMENT AGENCY 65-07-015 6,972.10 6,974.72 RODEO -HERCULES FIRE PROTECTION DISTRICT 17-07-001 105,653.24 105,692.96 SAN RAMON VALLEY UNIFIED SCHOOL DISTRICT 75-07-004 239,118.22 239,208.12 WALNUT CREEK SCHOOL DISTRICT 75-07-003 0.00 0.00 WEST CONTRA COSTA UNIFIED SCHOOL DISTRICT 75-07-014 9,976,665.10 9,980,416.12 TOTAL 211,941,083.45 212,020,768.85 Page 37 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B.2. ASSET MANAGEMENT FUNDS a. WELLS CAPITAL MANAGEMENT b. CalTRUST Wells Capital Management GAAPWC-Contra Costa County (19529)Quarter End (Q2 Y2015)04/01/2015 - 06/30/2015Dated: 07/09/2015Locked DownPage 38 Risk Summary (WC-Contra Costa County (19529))1Performance Summary Gross of Fees (WC-Contra Costa County (19529))4Performance Summary Net of Fees (WC-Contra Costa County (19529))5GAAP Financials (WC-Contra Costa County (19529))6Income Detail (WC-Contra Costa County (19529))7Balance Sheet Classification (WC-Contra Costa County (19529))9Trading Activity (WC-Contra Costa County (19529))13Transaction Detail (WC-Contra Costa County (19529))17MMF Transaction Detail (WC-Contra Costa County (19529))21Roll Forward (WC-Contra Costa County (19529))23Shock Analysis (WC-Contra Costa County (19529))27Table of ContentsDated: 07/09/2015Page 39 Asset ClassIssuer ConcentrationIssuer Concentration% of Base MarketValue + AccruedGovernment of the United States15.951%Federal Home Loan Banks Office of Finance10.189%Federal Farm Credit Banks Funding Corporation9.479%Federal National Mortgage Association, Inc.4.553%International Bank for Reconstruction & Development4.354%Wells Fargo Funds Trust3.269%Federal Home Loan Mortgage Corp2.258%Other49.948%---100.00%Security TypeMarket SectorCash and Fixed Income SummaryRisk MetricValueCash67.86MMFund1,450,260.25Fixed Income42,908,350.74Duration0.63Convexity0.00WAL0.83Years to Final Maturity1.004Years to Effective Maturity0.775Yield0.449Book Yield0.508Avg Credit RatingAA+/Aa1/AA+Balance SheetBook Value + Accrued44,350,875.33Net Unrealized Gain/Loss7,803.52Market Value + Accrued44,358,678.85Risk SummaryWC-Contra Costa County (19529)04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20151Page 40 Credit Duration Heat MapRating0 - 1 1 - 2 2 - 3 3 - 4 4 - 5 5 - 7 7 - 10 10 - 15 15 - 30AAA 48.909% 9.098% 0.00% 1.128% 0.00% 0.00% 0.00% 0.00% 0.00%AA18.031% 4.679% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%A12.069% 3.832% 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% 2.254% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00% 0.00%Time To MaturityCredit RatingDurationRisk SummaryWC-Contra Costa County (19529)04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20152Page 41 MMF Asset AllocationCountryCurrencyBase Exposure - Industry SectorBase Exposure - Industry GroupBase Exposure - Industry SubgroupRisk SummaryWC-Contra Costa County (19529)04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20153Page 42 Gross of Fees (includes trading). Returns are actual and have not been annualized. Note that data will not exist prior to the performance inception date of: 04/01/2001. No Tax Adjustment.PeriodPeriod BeginPeriod EndTotal ReturnIndex Total ReturnExcess Total ReturnMonth to Date06/01/201506/30/20150.023%0.015%0.008%Quarter to Date04/01/201506/30/20150.125%0.064%0.061%Year to Date01/01/201506/30/20150.298%0.112%0.186%Prior Month05/01/201505/31/20150.037%0.008%0.03%Prior Quarter01/01/201503/31/20150.173%0.047%0.126%Prior Year01/01/201412/31/20140.319%0.12%0.199%Trailing Month06/01/201506/30/20150.023%0.015%0.008%Trailing Quarter04/01/201506/30/20150.125%0.064%0.061%Trailing Year07/01/201406/30/20150.413%0.167%0.246%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill01/31/198011/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Gross of FeesWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/20154Page 43 Net of Fees (includes management and trading). Returns are actual and have not been annualized. Note that data will not exist prior to the performance inception date of: 04/01/2001. No Tax Adjustment.PeriodPeriod BeginPeriod EndTotal ReturnIndex Total ReturnExcess Total ReturnMonth to Date06/01/201506/30/20150.008%0.015%-0.007%Quarter to Date04/01/201506/30/20150.082%0.064%0.018%Year to Date01/01/201506/30/20150.226%0.112%0.115%Prior Month05/01/201505/31/20150.023%0.008%0.015%Prior Quarter01/01/201503/31/20150.144%0.047%0.097%Prior Year01/01/201412/31/20140.203%0.12%0.083%Trailing Month06/01/201506/30/20150.008%0.015%-0.007%Trailing Quarter04/01/201506/30/20150.082%0.064%0.018%Trailing Year07/01/201406/30/20150.283%0.167%0.116%AccountIndexIndex Start DateIndex End DateWC-Contra Costa CountyML 6 Month T-Bill01/31/198011/30/2004WC-Contra Costa CountyBofA Merrill Lynch 6 Month Treasury Bill Index (G0O2)12/01/2004---Performance Summary Net of FeesWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/20155Page 44 Balance SheetWC-Contra Costa CountyAs of:03/31/201506/30/2015Book Value44,201,511.4544,229,855.51Accrued Balance113,120.39121,019.83Book Value + Accrued44,314,631.8444,350,875.33Net Unrealized Gain/Loss7,675.877,803.52Market Value + Accrued44,322,307.7144,358,678.85Income StatementWC-Contra Costa CountyBegin DateEnd Date04/01/201506/30/2015Net Amortization/Accretion Income-62,724.35Interest Income117,875.55Dividend Income0.00Misc Income0.00Income Subtotal117,875.55Net Realized Gain/Loss82.96Impairment Loss0.00Net Gain/Loss82.96Expense-18,990.67Net Income36,243.49Transfers In/Out0.00Change in Unrealized Gain/Loss127.65Statement of Cash FlowsWC-Contra Costa CountyBegin DateEnd Date04/01/201506/30/2015Net Income36,243.49Amortization/Accretion on MS62,724.35Change in Accrued on MS2,359.76Net Gain/Loss on MS-82.96Change in Unrealized G/L on CE0.00Subtotal65,001.15Purchases of MS-7,488,141.51Purchased Accrued of MS-11,934.20Sales of MS4,495,730.59Sold Accrued of MS1,675.00Maturities of MS4,000,000.00Net Purchases/Sales997,329.88Transfers of Cash & CE0.00Total Change in Cash & CE1,098,574.52Beginning Cash & CE351,753.59Ending Cash & CE1,450,328.11GAAP FinancialsWC-Contra Costa County (19529)04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20156Page 45 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 09/15/20150.000.00-4,196.915,156.25 0.00959.34 06/30/201403255LGX1750,000.00 ANAHEIM FING AUTH-B1.00 05/01/2016 05/01/20160.000.000.001,229.17 0.001,229.17 11/14/201403255LGX10.00 ANAHEIM FING AUTH-B1.00 05/01/2016 05/01/20160.000.000.00645.84 0.00645.84 11/14/201406050TLU4500,000.00 BANK OF AMERICA NA0.745 02/14/2017 02/14/20170.000.000.00930.91 0.00930.91 02/14/201406050TMB5250,000.00 BANK OF AMERICA NA0.729 06/05/2017 06/05/20170.000.000.00131.66 0.00131.66 06/05/201506406HBX6750,000.00 BANK OF NEW YORK MELLON2.30 07/28/2016 07/28/20160.000.00-3,079.874,312.50 0.001,232.63 01/21/201505531FAG8750,000.00 BB&T CORPORATION3.20 03/15/2016 02/16/20160.000.00-4,441.525,666.67 0.001,225.15 04/06/2015084664CD1750,000.00 BERKSHIRE HATHAWAY FIN0.575 01/12/2018 01/12/20180.000.000.001,086.16 0.001,086.16 01/15/2015097023BC8750,000.00 BOEING CO3.75 11/20/2016 11/20/20160.000.00-5,363.387,031.25 0.001,667.87 01/26/2015CCYUSD0.88 Cash0.00 06/30/2015 06/30/20150.000.000.000.00 -18,990.67-18,990.67 ---14912L4X6775,000.00 CATERPILLAR FINANCIAL SE2.05 08/01/2016 08/01/20160.000.00-2,697.913,971.88 0.001,273.96 11/04/2014161571FY50.00 CHAIT 2013-A4 A40.286 05/15/2017 05/15/20150.000.000.00256.00 0.00256.00 05/23/201317275RAY8750,000.00 CISCO SYSTEMS INC0.596 06/15/2018 06/15/20180.000.000.00173.85 0.00173.85 06/17/20153136G1NQ81,000,000.00 FANNIE MAE1.00 06/19/2017 09/19/20150.000.000.00555.55 0.00555.55 06/11/20153136FPET01,000,000.00 FANNIE MAE2.00 03/10/2016 03/10/20160.000.00-4,149.605,000.00 0.00850.40 03/26/2015313384SS91,000,000.00 FED HOME LN DISCOUNT NT0.00 02/05/2016 02/05/20160.000.00631.950.00 0.00631.95 02/06/20153133EDGC01,000,000.00 FEDERAL FARM CREDIT BANK0.25 11/04/2015 11/04/20150.000.00326.98625.00 0.00951.98 03/24/20143133EDQW51,000,000.00 FEDERAL FARM CREDIT BANK0.29 01/21/2016 01/21/20160.000.00223.27725.00 0.00948.27 08/01/20143133EDXG21,000,000.00 FEDERAL FARM CREDIT BANK0.67 10/14/2016 10/14/20150.000.00-256.341,675.00 0.001,418.66 10/24/20143133EDGM81,000,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.00225.31875.00 0.001,100.31 03/14/20143133EDGM8200,000.00 FEDERAL FARM CREDIT BANK0.35 03/10/2016 03/10/20160.000.0084.27175.00 0.00259.27 03/24/20143130A4KE1500,000.00 FEDERAL HOME LOAN BANK0.33 04/01/2016 04/01/20160.000.0018.89407.92 0.00426.80 04/01/20153130A4KE10.00 FEDERAL HOME LOAN BANK0.33 04/01/2016 04/01/20160.000.000.214.58 0.004.79 04/01/20153130A3J701,000,000.00 FEDERAL HOME LOAN BANK0.625 11/23/2016 11/23/20160.000.00-168.86746.53 0.00577.67 05/18/20153130A3XU31,000,000.00 FEDERAL HOME LOAN BANK0.25 01/22/2016 01/22/20160.000.0032.86625.00 0.00657.86 01/27/2015313373SZ61,000,000.00 FEDERAL HOME LOAN BANK2.125 06/10/2016 06/10/20160.000.00-883.111,180.56 0.00297.45 07/16/2014313373SZ60.00 FEDERAL HOME LOAN BANK2.125 06/10/2016 06/10/20160.000.00-3,135.034,131.94 0.00996.91 07/16/201431679KAB6418,868.98 FITAT 2014-2 A2A0.45 04/17/2017 10/29/20150.00-0.0017.97574.43 0.00592.39 06/11/20143134G53J20.00 FREDDIE MAC0.55 05/20/2016 05/20/20160.000.000.00748.61 0.00748.61 08/07/20143134G4XC70.00 FREDDIE MAC0.67 09/19/2016 09/19/20160.0082.9714.311,451.67 0.001,548.95 03/17/20153137EADD80.00 FREDDIE MAC0.50 04/17/2015 04/17/20150.000.00-100.09222.22 0.00122.14 01/10/20143134G54C60.00 FREDDIE MAC0.50 05/20/2016 05/20/20160.000.00-167.81680.56 0.00512.75 05/20/20143134G4TH11,000,000.00 FREDDIE MAC0.30 07/08/2015 07/08/20150.000.00-18.50750.00 0.00731.50 01/13/201436164EAB1400,000.00 GEET 2015-1 A20.89 11/24/2017 05/19/20160.000.006.21890.01 0.00896.22 03/04/201536962G6Q2750,000.00 GENERAL ELEC CAP CORP0.874 01/08/2016 01/08/20160.000.00-417.491,653.18 0.001,235.69 09/23/201343814GAB6102,755.55 HAROT 2014-2 A20.39 09/19/2016 09/02/20150.00-0.003.43129.95 0.00133.38 05/21/201443814KAB7335,000.00 HAROT 2015-1 A20.70 06/15/2017 02/17/20160.000.002.82586.26 0.00589.07 01/28/20154197915E4750,000.00 HAWAII-TXBL-REF-ES0.731 08/01/2016 08/01/20160.000.000.001,370.63 0.001,370.63 11/25/201441284AAB4157,808.82 HDMOT 2014-1 A2A0.49 04/15/2018 11/23/20150.000.002.80225.47 0.00228.27 04/16/201441284BAB2500,000.00 HDMOT 2015-1 A2A0.80 01/15/2019 01/15/20170.000.000.55999.99 0.001,000.54 01/28/2015459200HD60.00 IBM CORP0.75 05/11/2015 05/11/20150.000.00-202.59625.00 0.00422.41 06/14/2013459056HY6771,000.00 INTL BK RECON & DEVELOP0.00 02/15/2016 02/15/20160.000.00584.790.00 0.00584.79 04/30/2015459056HY6163,000.00 INTL BK RECON & DEVELOP0.00 02/15/2016 02/15/20160.000.0094.480.00 0.0094.48 05/20/201545905U7F51,000,000.00 INTL BK RECON & DEVELOP0.45 07/19/2016 07/19/20160.000.000.0062.50 0.0062.50 06/26/201547787VAB7284,960.66 JDOT 2014-A A20.45 09/15/2016 09/06/20150.000.014.37409.27 0.00413.65 04/09/201446625HHW3750,000.00 JPMORGAN CHASE & CO2.60 01/15/2016 01/15/20160.000.00-3,231.894,875.00 0.001,643.11 01/21/201554438CQZ8750,000.00 LOS ANGELES CCD-H-TXL0.297 08/01/2015 08/01/20150.000.000.00556.88 0.00556.88 01/08/20155446462Q4400,000.00 LOS ANGELES SD-L-TXBL0.486 01/01/2016 01/01/20160.000.000.00486.00 0.00486.00 08/19/201458768EAC30.00 MBALT 2014-A A2A0.48 06/15/2016 08/05/20150.000.002.94387.12 0.00390.07 04/09/2014Income DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20157Page 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 Date58768EAC3254,047.06 MBALT 2014-A A2A0.48 06/15/2016 08/05/20150.000.000.1950.81 0.0051.00 04/09/2014605581FW2300,000.00 MISSISSIPPI ST-B-TXBL0.64 10/01/2016 10/01/20160.000.000.00480.00 0.00480.00 02/18/201565477WAB2750,000.00 NAROT 2014-B A20.60 06/15/2017 12/20/20150.000.006.631,125.00 0.001,131.63 12/10/2014677520FR4750,000.00 OH ST-TXB-DEV ASST-A5.39 10/01/2015 10/01/20150.000.00-9,374.8310,106.25 0.00731.42 07/11/201468428LDH4300,000.00 ORANGE CNTY -TXBL-A0.68 02/01/2016 02/01/20160.000.000.00510.00 0.00510.00 02/27/201568428LDH4490,000.00 ORANGE CNTY -TXBL-A0.68 02/01/2016 02/01/20160.000.000.00833.00 0.00833.00 01/13/201569371RK96205,000.00 PACCAR FINANCIAL CORP0.70 11/16/2015 11/16/20150.000.00-123.42358.75 0.00235.33 12/23/201469371RK96500,000.00 PACCAR FINANCIAL CORP0.70 11/16/2015 11/16/20150.000.00-359.21865.28 0.00506.07 04/02/2015CCYUSD0.00 Payable0.00 06/30/2015 06/30/20150.000.000.000.00 0.000.00 ---70659PAE1750,000.00 PENAR 2013-1A A10.575 11/18/2017 11/17/20150.000.000.001,083.27 0.001,083.27 11/21/201369349LAL20.00 PNC BANK NA0.572 04/29/2016 04/29/20160.000.00-71.81334.02 0.00262.22 11/25/201469349LAH1750,000.00 PNC BANK NA0.80 01/28/2016 12/28/20150.000.00-457.311,016.67 0.00559.35 04/30/201574153WCA5300,000.00 PRICOA GLOBAL FUNDING 10.546 08/19/2015 08/19/20150.000.00-131.68406.51 0.00274.83 01/30/201474153WCA5375,000.00 PRICOA GLOBAL FUNDING 10.546 08/19/2015 08/19/20150.000.000.00508.14 0.00508.14 08/23/201374256LAC3250,000.00 PRINCIPAL LFE GLB FND II1.00 12/11/2015 12/11/20150.000.00-350.93625.00 0.00274.07 06/30/201474254PYF30.00 PRINCIPAL LIFE INC FDG5.55 04/27/2015 04/27/20150.000.00-1,786.312,004.17 0.00217.85 11/22/2013CCYUSD66.98 Receivable0.00 06/30/2015 06/30/20150.000.000.000.00 0.000.00 ---762494QV7250,000.00 RIALTO USD-TXBL1.258 02/01/2017 02/01/20170.000.000.00786.25 0.00786.25 03/26/201576912TJC8125,000.00 RIVERSIDE PUB FIN-REF1.00 09/01/2016 09/01/20160.000.0092.08312.50 0.00404.58 03/26/2015857477AH6285,000.00 STATE STREET CORP2.875 03/07/2016 03/07/20160.000.00-1,596.862,048.44 0.00451.58 03/23/2015857477AH6300,000.00 STATE STREET CORP2.875 03/07/2016 03/07/20160.000.00-1,736.132,156.25 0.00420.12 03/03/201589236VAB60.00 TAOT 2013-B A20.48 02/15/2016 04/15/20150.00-0.000.033.67 0.003.70 09/18/201389236WAB4600,000.00 TAOT 2015-A A20.71 07/17/2017 01/29/20160.000.000.911,065.00 0.001,065.91 03/04/201589116FYH7350,000.00 Toronto Dominion Holdings (U.S.A.), Inc.0.00 11/17/2015 11/17/20150.000.00227.500.00 0.00227.50 04/14/201589233P4B90.00 TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 06/17/20150.000.00-4,508.555,066.67 0.00558.11 07/10/201491412GUT00.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00198.13 0.00198.13 04/10/201491412GUT0250,000.00 UNIV OF CALIFORNIA-AN0.634 05/15/2016 05/15/20160.000.000.00198.13 0.00198.13 04/10/201490331HMR1450,000.00 US BANK NA CINCINNATI0.577 01/26/2018 01/26/20180.000.00-62.88360.63 0.00297.75 05/12/201590331HMR1300,000.00 US BANK NA CINCINNATI0.577 01/26/2018 01/26/20180.000.000.00438.01 0.00438.01 01/27/2015912828B821,000,000.00 US TREASURY N/B0.25 02/29/2016 02/29/20160.000.00469.96618.21 0.001,088.16 03/20/2014912828QX11,000,000.00 US TREASURY N/B1.50 07/31/2016 07/31/20160.000.00-2,644.963,770.72 0.001,125.76 11/06/2014912828VL11,000,000.00 US TREASURY N/B0.625 07/15/2016 07/15/20160.000.00-220.08517.96 0.00297.87 06/01/2015912828RF91,000,000.00 US TREASURY N/B1.00 08/31/2016 08/31/20160.000.00-1,405.962,472.83 0.001,066.87 10/31/2014912828WQ91,000,000.00 US TREASURY N/B0.50 06/30/2016 06/30/20160.000.00-102.261,256.68 0.001,154.42 07/01/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-4,176.275,027.62 0.00851.35 07/31/2014912828PS31,000,000.00 US TREASURY N/B2.00 01/31/2016 01/31/20160.000.00-4,138.165,027.62 0.00889.47 12/31/201490290KAB1100,693.68 USAOT 2014-1 A20.38 10/17/2016 07/27/20150.00-0.012.54179.49 0.00182.02 02/28/201492867GAC723,999.13 VALET 2012-1 A30.85 08/22/2016 07/21/20150.00-0.00-44.08137.74 0.0093.66 10/08/2013928668AD4500,000.00 VOLKSWAGEN GROUP AMERICA0.502 05/23/2016 05/23/20160.000.000.00264.38 0.00264.38 05/23/2014928668AD40.00 VOLKSWAGEN GROUP AMERICA0.502 05/23/2016 05/23/20160.000.000.00354.44 0.00354.44 05/23/20149499173971,450,260.25 WFA HERITAGE MONEY MARK-I0.04 06/30/2015 06/30/20150.000.000.00165.14 0.00165.14 ------44,067,461.99 ------ 07/01/2016 04/08/20160.0082.96-62,724.35117,875.55 -18,990.6736,243.49 ---Income DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/20158Page 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-I1,450,260.25 CashAAA 0.04 06/30/201506/30/20150.000.001,450,260.251,450,260.250.00 1.000.001,450,260.251,450,260.25CCYUSD Receivable66.98 CashAAA 0.00 06/30/201506/30/20150.000.0066.9866.980.00 1.000.0066.9866.98CCYUSD Cash0.88 CashAAA 0.00 06/30/201506/30/20150.000.000.880.880.00 1.000.000.880.88------1,450,328.11 CashAAA --- 06/30/201506/30/20150.000.001,450,328.111,450,328.110.00 1.000.001,450,328.111,450,328.11Identifier 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 +Accrued912828B82 US TREASURY N/B1,000,000.00 Government AAA 0.25 02/29/201602/29/20160.440.156996,328.13998,745.061,801.94 100.054835.601,000,547.001,001,382.603130A4KE1 FEDERAL HOME LOAN BANK500,000.00 Agency AAA 0.33 04/01/201604/01/20160.3450.311499,923.19499,942.29109.71 100.01513.33500,052.00500,565.3369371RK96 PACCAR FINANCIAL CORP205,000.00 Industrial A+ 0.70 11/16/201511/16/20150.4570.418205,444.85205,187.16-8.81 100.087179.38205,178.35205,357.7369371RK96 PACCAR FINANCIAL CORP500,000.00 Industrial A+ 0.70 11/16/201511/16/20150.4070.418500,910.00500,550.79-115.79 100.087437.50500,435.00500,872.503136FPET0 FANNIE MAE1,000,000.00 Agency AAA 2.00 03/10/201603/10/20160.3260.2971,015,960.001,011,536.80241.20 101.178 6,166.671,011,778.001,017,944.67313384SS9 FED HOME LN DISCOUNT NT1,000,000.00 Agency A-1+ 0.00 02/05/201602/05/20160.2540.158997,472.22998,479.17607.83 99.9080.00999,087.00999,087.0036962G6Q2 GENERAL ELEC CAP CORP750,000.00 Financial AA+ 0.874 01/08/201601/08/20160.6670.299753,840.00750,876.271,359.48 100.298 1,529.06752,235.75753,764.8174256LAC3 PRINCIPAL LFE GLB FND II250,000.00 Financial A+ 1.00 12/11/201512/11/20150.4340.559252,040.00250,628.58-196.58 100.172138.89250,432.00250,570.89459056HY6 INTL BK RECON & DEVELOP163,000.00 Government AAA 0.00 02/15/201602/15/20160.510.479162,390.38162,484.8622.55 99.6980.00162,507.41162,507.41459056HY6 INTL BK RECON & DEVELOP771,000.00 Government AAA 0.00 02/15/201602/15/20160.4510.479768,255.24768,840.03-170.00 99.6980.00768,670.03768,670.03677520FR4 OH ST-TXB-DEV ASST-A750,000.00 Municipal AA 5.39 10/01/201510/01/20150.3510.70796,050.00759,477.85-725.35 101.167 10,106.25758,752.50768,858.753133EDQW5 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.29 01/21/201601/21/20160.380.24998,680.00999,499.48731.52 100.023 1,288.891,000,231.001,001,519.8969349LAH1 PNC BANK NA750,000.00 Financial A+ 0.80 01/28/201612/28/20150.4390.498751,785.00751,327.68-271.68 100.14 2,550.00751,056.00753,606.00857477AH6 STATE STREET CORP285,000.00 Financial AA- 2.875 03/07/201603/07/20160.610.494291,141.75289,386.96174.18 101.60 2,594.69289,561.14292,155.83857477AH6 STATE STREET CORP300,000.00 Financial AA- 2.875 03/07/201603/07/20160.5380.494307,059.00304,769.5931.61 101.60 2,731.25304,801.20307,532.453133EDGC0 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.25 11/04/201511/04/20150.3820.152997,880.00999,547.25734.75 100.028395.831,000,282.001,000,677.8305531FAG8 BB&T CORPORATION750,000.00 Financial A+ 3.20 03/15/201602/16/20160.6620.80766,320.00761,878.48-668.98 101.495 7,066.67761,209.50768,276.17010775AK0 ALAMEDA CA CMNTY IMPT100,000.00 Municipal A+ 0.553 09/01/201509/01/20150.5530.536100,000.00100,000.003.00 100.003184.33100,003.00100,187.333130A3XU3 FEDERAL HOME LOAN BANK1,000,000.00 Agency A-1+ 0.25 01/22/201601/22/20160.2630.214999,870.00999,925.97231.03 100.015 1,097.221,000,157.001,001,254.2254438CQZ8 LOS ANGELES CCD-H-TXL750,000.00 Municipal AA+ 0.297 08/01/201508/01/20150.2970.195750,000.00750,000.0067.50 100.009 1,070.44750,067.50751,137.94Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/20159Page 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 +Accrued58768EAC3 MBALT 2014-A A2A254,047.06 Asset Backed AAA 0.48 06/15/201608/05/20150.4840.451254,040.35254,046.094.78 100.00154.20254,050.87254,105.0768428LDH4 ORANGE CNTY -TXBL-A300,000.00 Municipal AA 0.68 02/01/201602/01/20160.680.463300,000.00300,000.00441.00 100.147952.00300,441.00301,393.0068428LDH4 ORANGE CNTY -TXBL-A490,000.00 Municipal AA 0.68 02/01/201602/01/20160.680.463490,000.00490,000.00720.30 100.147 1,554.93490,720.30492,275.233134G4TH1 FREDDIE MAC1,000,000.00 Agency AAA 0.30 07/08/201507/08/20150.2930.061,000,110.001,000,001.4245.58 100.004 1,441.671,000,047.001,001,488.6703255LGX1 ANAHEIM FING AUTH-B750,000.00 Municipal AA- 1.00 05/01/201605/01/20161.001.07750,000.00750,000.00-247.50 99.967 1,250.00749,752.50751,002.505446462Q4 LOS ANGELES SD-L-TXBL400,000.00 Municipal AA 0.486 01/01/201601/01/20160.4860.502400,000.00400,000.0028.00 100.007972.00400,028.00401,000.00313373SZ6 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA 2.125 06/10/201606/10/20160.500.3951,030,688.001,015,233.611,000.39 101.623 1,239.581,016,234.001,017,473.5891412GUT0 UNIV OF CALIFORNIA-AN250,000.00 Municipal AA 0.634 05/15/201605/15/20160.6340.593250,000.00250,000.00152.50 100.061202.53250,152.50250,355.0374153WCA5 PRICOA GLOBAL FUNDING 1300,000.00 Financial AA- 0.546 08/19/201508/19/20150.3810.443300,819.00300,070.90-30.10 100.013195.83300,040.80300,236.6374153WCA5 PRICOA GLOBAL FUNDING 1375,000.00 Financial AA- 0.546 08/19/201508/19/20150.5580.443375,000.00375,000.0051.00 100.013244.79375,051.00375,295.790258M0DA4 AMER EXPRESS CREDIT CO750,000.00 Financial A+ 2.75 09/15/201509/15/20150.4910.79770,385.00753,505.11-602.61 100.387 6,072.92752,902.50758,975.42928668AD4 VOLKSWAGEN GROUP AMERICA500,000.00 Industrial A 0.502 05/23/201605/23/20160.510.591500,000.00500,000.00-398.00 99.92251.00499,602.00499,853.0089116FYH7 Toronto Dominion Holdings (U.S.A.), Inc.350,000.00 Financial A-1+ 0.00 11/17/201511/17/20150.300.258349,367.08349,594.5867.86 99.9040.00349,662.44349,662.44912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3150.1661,025,195.311,009,821.12803.88 101.063 8,342.541,010,625.001,018,967.54912828PS3 US TREASURY N/B1,000,000.00 Government AAA 2.00 01/31/201601/31/20160.3350.1661,018,007.811,009,731.49893.51 101.063 8,342.541,010,625.001,018,967.543133EDGM8 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.35 03/10/201603/10/20160.4410.397998,200.00999,373.59265.41 99.963 1,079.17999,639.001,000,718.173133EDGM8 FEDERAL FARM CREDIT BANK200,000.00 Agency AAA 0.35 03/10/201603/10/20160.520.397199,336.00199,765.70162.10 99.963215.83199,927.80200,143.6346625HHW3 JPMORGAN CHASE & CO750,000.00 Financial A+ 2.60 01/15/201601/15/20160.860.622762,750.00757,032.03-1,081.53 100.793 8,991.67755,950.50764,942.17------23,493,047.06 ---AA+ --- 01/15/201601/10/20160.4560.38823,685,248.3123,576,259.966,235.65 --- 80,289.18 23,582,495.61 23,662,784.79Identifier 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 +Accrued3136G1NQ8 FANNIE MAE1,000,000.00 Agency AAA 1.00 06/19/201709/19/20151.000.3921,000,000.001,000,000.001,293.00 100.129333.331,001,293.001,001,626.33605581FW2 MISSISSIPPI ST-B-TXBL300,000.00 Municipal AA+ 0.64 10/01/201610/01/20160.640.698300,000.00300,000.00-252.00 99.916480.00299,748.00300,228.0045905U7F5 INTL BK RECON & DEVELOP1,000,000.00 Government NA 0.45 07/19/201607/19/20160.450.451,000,000.001,000,000.000.00 100.0062.501,000,000.001,000,062.5090331HMR1 US BANK NA CINCINNATI450,000.00 Financial AA- 0.577 01/26/201801/26/20180.4830.628451,206.00451,143.12-1,724.97 99.87476.02449,418.15449,894.1790331HMR1 US BANK NA CINCINNATI300,000.00 Financial AA- 0.577 01/26/201801/26/20180.5870.628300,000.00300,000.00-387.90 99.87317.35299,612.10299,929.453133EDXG2 FEDERAL FARM CREDIT BANK1,000,000.00 Agency AAA 0.67 10/14/201610/14/20150.5670.5941,001,000.001,000,295.77-168.77 100.012 1,433.061,000,127.001,001,560.06Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/201510Page 49 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 +Accrued89236WAB4 TAOT 2015-A A2600,000.00 Asset Backed AAA 0.71 07/17/201701/29/20160.7120.739599,994.30599,995.51-287.11 99.951189.33599,708.40599,897.7317275RAY8 CISCO SYSTEMS INC750,000.00 Industrial AA- 0.596 06/15/201806/15/20180.6050.538750,000.00750,000.001,311.75 100.174173.85751,311.75751,485.6006050TLU4 BANK OF AMERICA NA500,000.00 Financial A+ 0.745 02/14/201702/14/20170.7590.729500,000.00500,000.00135.50 100.027496.67500,135.50500,632.17084664CD1 BERKSHIRE HATHAWAY FIN750,000.00 Financial AA 0.575 01/12/201801/12/20180.5850.527750,000.00750,000.00931.50 100.124947.84750,931.50751,879.3406406HBX6 BANK OF NEW YORK MELLON750,000.00 Financial AA- 2.30 07/28/201607/28/20160.6440.613768,750.00763,300.9965.51 101.782 7,331.25763,366.50770,697.7592867GAC7 VALET 2012-1 A323,999.13 Asset Backed AAA 0.85 08/22/201607/21/20150.5880.34924,071.3124,004.430.84 100.0256.2324,005.2724,011.5043814KAB7 HAROT 2015-1 A2335,000.00 Asset Backed AAA 0.70 06/15/201702/17/20160.7070.704334,982.51334,987.28-77.73 99.973104.22334,909.55335,013.7790290KAB1 USAOT 2014-1 A2100,693.68 Asset Backed AAA 0.38 10/17/201607/27/20150.3850.473100,689.73100,693.34-7.22 99.99317.01100,686.13100,703.13762494QV7 RIALTO USD-TXBL250,000.00 Municipal AA 1.258 02/01/201702/01/20171.2581.314250,000.00250,000.0015.00 100.006829.93250,015.00250,844.9370659PAE1 PENAR 2013-1A A1750,000.00 Asset Backed AAA 0.575 11/18/201711/17/20150.5740.464750,000.00750,000.00320.25 100.042155.73750,320.25750,475.9841284BAB2 HDMOT 2015-1 A2A500,000.00 Asset Backed AAA 0.80 01/15/201901/15/20170.8020.74499,995.95499,996.82411.68 100.081177.78500,408.50500,586.2831679KAB6 FITAT 2014-2 A2A418,868.98 Asset Backed AAA 0.45 04/17/201710/29/20150.4640.405418,822.95418,851.8253.19 100.00983.77418,905.01418,988.7806050TMB5 BANK OF AMERICA NA250,000.00 Financial A+ 0.729 06/05/201706/05/20170.740.723250,000.00250,000.0094.00 100.037131.66250,094.00250,225.66912828QX1 US TREASURY N/B1,000,000.00 Government AAA 1.50 07/31/201607/31/20160.4340.3411,018,398.441,011,509.92678.08 101.219 6,256.911,012,188.001,018,444.914197915E4 HAWAII-TXBL-REF-ES750,000.00 Municipal AA 0.731 08/01/201608/01/20160.7310.572750,000.00750,000.00382.50 100.051 3,289.50750,382.50753,672.003130A3J70 FEDERAL HOME LOAN BANK1,000,000.00 Agency AAA 0.625 11/23/201611/23/20160.4840.5721,002,130.001,001,961.14-1,355.14 100.06659.721,000,606.001,001,265.7243814GAB6 HAROT 2014-2 A2102,755.55 Asset Backed AAA 0.39 09/19/201609/02/20150.400.601102,747.52102,752.89-37.62 99.96114.47102,715.27102,729.74097023BC8 BOEING CO750,000.00 Industrial A3.75 11/20/201611/20/20160.8490.84789,135.00779,940.63-176.13 103.968 3,203.13779,764.50782,967.6341284AAB4 HDMOT 2014-1 A2A157,808.82 Asset Backed AAA 0.49 04/15/201811/23/20150.4970.441157,798.14157,804.099.30 100.00234.37157,813.40157,847.7665477WAB2 NAROT 2014-B A2750,000.00 Asset Backed AAA 0.60 06/15/201712/20/20150.6070.643749,959.73749,974.51-293.26 99.957200.00749,681.25749,881.25912828VL1 US TREASURY N/B1,000,000.00 Government AAA 0.625 07/15/201607/15/20160.3560.3241,003,007.811,002,787.73-53.73 100.273 2,883.291,002,734.001,005,617.2914912L4X6 CATERPILLAR FINANCIAL SE775,000.00 Industrial A2.05 08/01/201608/01/20160.6430.754793,855.75786,770.02-1,515.22 101.323 6,619.79785,254.80791,874.5976912TJC8 RIVERSIDE PUB FIN-REF125,000.00 Municipal A1.00 09/01/201609/01/20161.3011.269124,468.75124,566.9088.10 99.724329.86124,655.00124,984.86912828RF9 US TREASURY N/B1,000,000.00 Government AAA 1.00 08/31/201608/31/20160.4320.3511,010,351.561,006,597.19590.81 100.719 3,342.391,007,188.001,010,530.3936164EAB1 GEET 2015-1 A2400,000.00 Asset Backed AAA 0.89 11/24/201705/19/20160.9020.862399,957.00399,965.12294.48 100.06479.11400,259.60400,338.71912828WQ9 US TREASURY N/B1,000,000.00 Government AAA 0.50 06/30/201606/30/20160.4590.2971,000,820.311,000,410.161,230.85 100.16413.581,001,641.001,001,654.5947787VAB7 JDOT 2014-A A2284,960.66 Asset Backed AAA 0.45 09/15/201609/06/20150.4550.445284,949.52284,958.05-1.67 99.99956.99284,956.39285,013.38------19,124,086.82 ---AA+ --- 02/20/201708/17/20160.6110.55719,237,092.2919,203,267.441,567.87 --- 40,730.64 19,204,835.30 19,245,565.95Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/201511Page 50 Summary * Grouped By: BS Class 2. * Groups Sorted By: BS Class 2. * Weighted By: Base Market Value + Accrued.Identifier DescriptionBase Current Units Market Sector Rating Coupon FinalMaturity,EffectiveMaturityBookYield,YieldBase Original Cost,Base Book ValueBase Net TotalUnrealized Gain/LossMarketPriceBase AccruedBalanceBase Market Value Base Market Value +Accrued------44,067,461.99 ---AA+ --- 07/01/201604/08/20160.5080.44944,372,668.7144,229,855.517,803.52 --- 121,019.83 44,237,659.02 44,358,678.85Balance Sheet ClassificationWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/201512Page 51 * Does not Lock Down.Principal PaydownBuyTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/15/201505/15/2015Principal Paydown 161571FY5CHAIT 2013-A4 A40.286 05/15/2017 Direct0.00-750,000.00---0.00-750,000.000.000.00 0.00750,000.0006/15/201506/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-59,983.73---0.00-59,983.730.00-0.00 0.0059,983.7305/15/201505/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-64,440.40---0.00-64,440.400.000.00 0.0064,440.4004/15/201504/15/2015Principal Paydown 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017 Direct0.00-70,136.51---0.00-70,136.510.00-0.00 0.0070,136.5104/15/201504/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-20,251.26---0.00-20,251.260.000.00 0.0020,251.2606/15/201506/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-17,339.25---0.00-17,339.250.00-0.00 0.0017,339.2505/15/201505/15/2015Principal Paydown 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018 Direct0.00-18,089.34---0.00-18,089.340.000.00 0.0018,089.3404/18/201504/18/2015Principal Paydown 43814GAB6HAROT 2014-2 A20.39 09/19/2016 Direct0.00-20,500.06---0.00-20,500.060.00-0.00 0.0020,500.0606/18/201506/18/2015Principal Paydown 43814GAB6HAROT 2014-2 A20.39 09/19/2016 Direct0.00-19,045.59---0.00-19,045.590.00-0.00 0.0019,045.5905/18/201505/18/2015Principal Paydown 43814GAB6HAROT 2014-2 A20.39 09/19/2016 Direct0.00-19,819.10---0.00-19,819.100.00-0.00 0.0019,819.1004/15/201504/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-59,993.66---0.00-59,993.660.000.00 0.0059,993.6605/15/201505/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-69,868.04---0.00-69,868.050.000.01 0.0069,868.0506/15/201506/15/2015Principal Paydown 47787VAB7JDOT 2014-A A20.45 09/15/2016 Direct0.00-42,979.56---0.00-42,979.560.00-0.00 0.0042,979.5606/15/201506/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-72,646.19---0.00-72,646.190.000.00 0.0072,646.1905/15/201505/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-78,112.39---0.00-78,112.390.00-0.00 0.0078,112.3904/15/201504/15/2015Principal Paydown 58768EAC3MBALT 2014-A A2A0.48 06/15/2016 Direct0.00-83,441.18---0.00-83,441.180.000.00 0.0083,441.1804/15/201504/15/2015Principal Paydown 89236VAB6TAOT 2013-B A20.48 02/15/2016 Direct0.00-19,671.51---0.00-19,671.510.00-0.00 0.0019,671.5104/15/201504/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-66,825.12---0.00-66,825.120.00-0.00 0.0066,825.1205/15/201505/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-61,421.36---0.00-61,421.360.00-0.00 0.0061,421.3606/15/201506/15/2015Principal Paydown 90290KAB1USAOT 2014-1 A20.38 10/17/2016 Direct0.00-58,161.56---0.00-58,161.550.00-0.01 0.0058,161.5506/20/201506/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-26,840.54---0.00-26,840.540.00-0.00 0.0026,840.5405/20/201505/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-22,540.32---0.00-22,540.320.00-0.00 0.0022,540.3204/20/201504/20/2015Principal Paydown 92867GAC7VALET 2012-1 A30.85 08/22/2016 Direct0.00-23,623.92---0.00-23,623.920.000.00 0.0023,623.92------Principal Paydown --------- ---Direct0.00-1,745,730.60---0.00-1,745,730.590.00-0.01 0.00 1,745,730.59Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/29/201506/05/2015Buy06050TMB5BANK OF AMERICA NA0.729 06/05/2017 Bank of America250,000.00250,000.00100.000.00250,000.000.000.00 0.00-250,000.00Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201513Page 52 Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount06/10/201506/17/2015Buy17275RAY8CISCO SYSTEMS INC0.596 06/15/2018 Citigroup Global Markets (AU)750,000.00750,000.00100.000.00750,000.000.000.00 0.00-750,000.0005/15/201505/18/2015Buy3130A3J70FEDERAL HOME LOAN BANK0.625 11/23/2016 APX Asset1,000,000.001,000,000.00100.2130.001,002,130.003,142.360.00 0.00 -1,005,272.3606/10/201506/11/2015Buy3136G1NQ8FANNIE MAE1.00 06/19/2017 APX Asset1,000,000.001,000,000.00100.000.001,000,000.004,777.780.00 0.00 -1,004,777.7804/27/201504/30/2015Buy459056HY6INTL BK RECON & DEVELOP0.00 02/15/2016 CastleOak Securities LP771,000.00771,000.0099.6440.00768,255.240.000.00 0.00-768,255.2405/19/201505/20/2015Buy459056HY6INTL BK RECON & DEVELOP0.00 02/15/2016 CastleOak Securities LP163,000.00163,000.0099.6260.00162,390.380.000.00 0.00-162,390.3806/19/201506/26/2015Buy45905U7F5INTL BK RECON & DEVELOP0.45 07/19/2016 APX Asset1,000,000.001,000,000.00100.000.001,000,000.000.000.00 0.00 -1,000,000.0004/30/201504/30/2015Buy69349LAH1PNC BANK NA0.80 01/28/2016 TORONTO DOMINION BK750,000.00750,000.00100.2380.00751,785.001,533.330.00 0.00-753,318.3304/14/201504/14/2015Buy89116FYH7Toronto Dominion Holdings(U.S.A.), Inc.0.00 11/17/2015 Bank of America350,000.00350,000.0099.8190.00349,367.080.000.00 0.00-349,367.0805/11/201505/12/2015Buy90331HMR1US BANK NA CINCINNATI0.577 01/26/2018 Dain Rauscher450,000.00450,000.00100.2680.00451,206.00115.400.00 0.00-451,321.4005/29/201506/01/2015Buy912828VL1US TREASURY N/B0.625 07/15/2016 Goldman Sachs & Co. (AU)1,000,000.001,000,000.00100.3010.001,003,007.812,365.330.00 0.00 -1,005,373.1406/24/201506/24/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct296.67296.671.00296.67296.670.000.00 0.00-296.6706/30/201506/30/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct2,500.002,500.001.002,500.002,500.000.000.00 0.00-2,500.0004/08/201504/08/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct1,595.811,595.811.001,595.811,595.810.000.00 0.00-1,595.8104/15/201504/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct20,164.5520,164.551.0020,164.5520,164.550.000.00 0.00-20,164.5504/15/201504/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct83,808.0483,808.041.0083,808.0483,808.040.000.00 0.00-83,808.0404/15/201504/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct218,690.11218,690.111.00218,690.11218,690.110.000.00 0.00-218,690.1104/14/201504/14/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct3,350.003,350.001.003,350.003,350.000.000.00 0.00-3,350.0004/13/201504/13/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct1,014.381,014.381.001,014.381,014.380.000.00 0.00-1,014.3804/17/201504/17/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct1,002,500.001,002,500.001.00 1,002,500.001,002,500.000.000.00 0.00 -1,002,500.0004/23/201504/23/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct484.56484.561.00484.56484.560.000.00 0.00-484.5604/20/201504/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct14,299.0314,299.031.0014,299.0314,299.030.000.00 0.00-14,299.0304/20/201504/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct23,692.6323,692.631.0023,692.6323,692.630.000.00 0.00-23,692.6304/20/201504/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct389.81389.811.00389.81389.810.000.00 0.00-389.8104/27/201504/27/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct417.07417.071.00417.07417.070.000.00 0.00-417.0704/27/201504/27/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct513,875.00513,875.001.00513,875.00513,875.000.000.00 0.00-513,875.0005/01/201505/01/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct3,510.343,510.341.003,510.343,510.340.000.00 0.00-3,510.3404/29/201504/29/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct751,073.63751,073.631.00751,073.63751,073.630.000.00 0.00-751,073.6305/04/201505/04/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct1,250.001,250.001.001,250.001,250.000.000.00 0.00-1,250.0005/11/201505/11/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct752,812.50752,812.501.00752,812.50752,812.500.000.00 0.00-752,812.50Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201514Page 53 SellTrade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/15/201505/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct966,371.97966,371.971.00966,371.97966,371.970.000.00 0.00-966,371.9705/15/201505/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct78,274.3178,274.311.0078,274.3178,274.310.000.00 0.00-78,274.3105/14/201505/14/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct869.68869.681.00869.68869.680.000.00 0.00-869.6805/21/201505/21/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct22,592.3022,592.301.0022,592.3022,592.300.000.00 0.00-22,592.3005/20/201505/20/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct1,850,480.631,850,480.631.00 1,850,480.631,850,480.630.000.00 0.00 -1,850,480.6305/19/201505/19/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct878.93878.931.00878.93878.930.000.00 0.00-878.9305/18/201505/18/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct332.82332.821.00332.82332.820.000.00 0.00-332.8205/26/201505/26/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct615.00615.001.00615.00615.000.000.00 0.00-615.0005/26/201505/26/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct3,229.173,229.171.003,229.173,229.170.000.00 0.00-3,229.1705/26/201505/26/2015Buy949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct296.67296.671.00296.67296.670.000.00 0.00-296.6706/10/201506/10/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct10,625.0010,625.001.0010,625.0010,625.000.000.00 0.00-10,625.0006/18/201506/18/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct19,455.4719,455.471.0019,455.4719,455.470.000.00 0.00-19,455.4706/17/201506/17/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct12,000.0012,000.001.0012,000.0012,000.000.000.00 0.00-12,000.0006/15/201506/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct252,728.67252,728.671.00252,728.67252,728.670.000.00 0.00-252,728.6706/15/201506/15/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct195.42195.421.00195.42195.420.000.00 0.00-195.4206/22/201506/22/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct26,876.5526,876.551.0026,876.5526,876.550.000.00 0.00-26,876.5506/19/201506/19/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct1,005,000.001,005,000.001.00 1,005,000.001,005,000.000.000.00 0.00 -1,005,000.0006/19/201506/19/2015Buy949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct1,675.001,675.001.001,675.001,675.000.000.00 0.00-1,675.00------Buy--------- ------15,132,221.7215,132,221.72--- 7,648,221.7215,136,363.2311,934.200.00 0.00 -15,148,297.43Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount06/19/201506/19/2015Sell3134G4XC7FREDDIE MAC0.67 09/19/2016 Not Provided-1,000,000.00-1,000,000.00100.000.00-1,000,000.00-1,675.0082.97 0.00 1,001,675.0005/20/201505/20/2015Sell3134G53J2FREDDIE MAC0.55 05/20/2016 Not Provided-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0004/29/201504/29/2015Sell69349LAL2PNC BANK NA0.572 04/29/2016 Not Provided-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.0006/26/201506/26/2015Sell949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct-1,000,000.00-1,000,000.001.00 -1,000,000.00-1,000,000.000.000.00 0.00 1,000,000.0004/02/201504/02/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-502,232.22-502,232.221.00-502,232.22-502,232.220.000.00 0.00502,232.2204/01/201504/01/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-479,516.35-479,516.351.00-479,516.35-479,516.350.000.00 0.00479,516.3504/06/201504/06/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-767,720.00-767,720.001.00-767,720.00-767,720.000.000.00 0.00767,720.0004/14/201504/14/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-349,367.08-349,367.081.00-349,367.08-349,367.080.000.00 0.00349,367.08Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201515Page 54 MaturityCall RedemptionSummary * Grouped By: Transaction Type. * Groups Sorted By: Transaction Type. * Showing transactions with Trade Date within selected date range. * MMF transactions are expanded. * 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 Amount04/30/201504/30/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-768,255.24-768,255.241.00-768,255.24-768,255.240.000.00 0.00768,255.2404/30/201504/30/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-753,318.33-753,318.331.00-753,318.33-753,318.330.000.00 0.00753,318.3305/12/201505/12/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-451,321.40-451,321.401.00-451,321.40-451,321.400.000.00 0.00451,321.4005/20/201505/20/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-1.20-1.201.00-1.20-1.200.000.00 0.001.2005/18/201505/18/2015Sell949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015 Direct-982,763.79-982,763.791.00-982,763.79-982,763.790.000.00 0.00982,763.7906/01/201506/01/2015Sell949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct-1,005,306.15-1,005,306.151.00 -1,005,306.15-1,005,306.150.000.00 0.00 1,005,306.1506/05/201506/05/2015Sell949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct-250,000.00-250,000.001.00-250,000.00-250,000.000.000.00 0.00250,000.0006/11/201506/11/2015Sell949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct-1,003,527.78-1,003,527.781.00 -1,003,527.78-1,003,527.780.000.00 0.00 1,003,527.7806/22/201506/22/2015Sell949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015 Direct-6,295.46-6,295.461.00-6,295.46-6,295.460.000.00 0.006,295.46------Sell--------- -------11,069,625.00-11,069,625.00--- -8,319,625.00-11,069,625.00-1,675.0082.97 0.00 11,071,300.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount04/17/201504/17/2015Maturity3137EADD8FREDDIE MAC0.50 04/17/2015 Maturity-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0005/11/201505/11/2015Maturity459200HD6IBM CORP0.75 05/11/2015 Maturity-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.0004/27/201504/27/2015Maturity74254PYF3PRINCIPAL LIFE INC FDG5.55 04/27/2015 Maturity-500,000.00-500,000.00100.000.00-500,000.000.000.00 0.00500,000.0006/17/201506/17/2015Maturity89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015 Maturity-750,000.00-750,000.00100.000.00-750,000.000.000.00 0.00750,000.00------Maturity--------- ---Maturity-3,000,000.00-3,000,000.00100.000.00-3,000,000.000.000.00 0.00 3,000,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount05/20/201505/20/2015Call Redemption 3134G54C6FREDDIE MAC0.50 05/20/2016 Redemption-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.0005/20/201505/20/2015Call Redemption 3134G54C6FREDDIE MAC0.50 05/20/2016 Redemption-1,000,000.00-1,000,000.00100.000.00-1,000,000.000.000.00 0.00 1,000,000.00Trade Date,Settle DateTransaction Type Identifier,DescriptionCouponRateFinalMaturityBroker/DealerBase Original Units,Base Current UnitsPrice Purchased Cost,Base PrincipalBase AccruedInterestBase Net TotalRealized GainBaseCommissionBase Amount------------------ ------62,596.72-1,683,133.88----671,403.28-1,678,992.3610,259.2082.96 0.00 1,668,733.16Trading ActivityWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201516Page 55 * Does not Lock Down.ReceivableSettledEntry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount06/30/2015 06/30/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015---66.9806/30/2015 06/30/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/2015---66.98Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount05/01/2015 05/01/2015 Coupon0.00 03255LGX1ANAHEIM FING AUTH-B1.00 05/01/2016---3,479.1705/14/2015 05/14/2015 Coupon0.00 06050TLU4BANK OF AMERICA NA0.745 02/14/2017---868.4805/29/2015 06/05/2015 Buy250,000.00 06050TMB5BANK OF AMERICA NA0.729 06/05/2017100.00-250,000.0004/13/2015 04/13/2015 Coupon0.00 084664CD1BERKSHIRE HATHAWAY FIN0.575 01/12/2018---1,014.3805/20/2015 05/20/2015 Coupon0.00 097023BC8BOEING CO3.75 11/20/2016---14,062.5005/15/2015 05/15/2015 Principal Paydown-750,000.00 161571FY5CHAIT 2013-A4 A40.286 05/15/2017---750,000.0005/15/2015 05/15/2015 Coupon0.00 161571FY5CHAIT 2013-A4 A40.286 05/15/2017---175.9404/15/2015 04/15/2015 Coupon0.00 161571FY5CHAIT 2013-A4 A40.281 05/15/2017---171.5606/10/2015 06/17/2015 Buy750,000.00 17275RAY8CISCO SYSTEMS INC0.596 06/15/2018100.00-750,000.0005/23/2015 05/23/2015 Coupon0.00 3130A3J70FEDERAL HOME LOAN BANK0.625 11/23/2016---3,229.1705/15/2015 05/18/2015 Buy1,000,000.00 3130A3J70FEDERAL HOME LOAN BANK0.625 11/23/2016100.213-1,005,272.3606/10/2015 06/10/2015 Coupon0.00 313373SZ6FEDERAL HOME LOAN BANK2.125 06/10/2016---10,625.0005/04/2015 05/04/2015 Coupon0.00 3133EDGC0FEDERAL FARM CREDIT BANK0.25 11/04/2015---1,250.0004/14/2015 04/14/2015 Coupon0.00 3133EDXG2FEDERAL FARM CREDIT BANK0.67 10/14/2016---3,350.0006/19/2015 06/19/2015 Sell-1,000,000.00 3134G4XC7FREDDIE MAC0.67 09/19/2016100.001,001,675.0005/20/2015 05/20/2015 Coupon0.00 3134G53J2FREDDIE MAC0.55 05/20/2016---2,750.0005/20/2015 05/20/2015 Sell-1,000,000.00 3134G53J2FREDDIE MAC0.55 05/20/2016100.001,000,000.0005/20/2015 05/20/2015 Coupon0.00 3134G54C6FREDDIE MAC0.50 05/20/2016---2,500.0005/20/2015 05/20/2015 Call Redemption-1,000,000.00 3134G54C6FREDDIE MAC0.50 05/20/2016100.001,000,000.0006/19/2015 06/19/2015 Coupon0.00 3136G1NQ8FANNIE MAE1.00 06/19/2017---5,000.0006/10/2015 06/11/2015 Buy1,000,000.00 3136G1NQ8FANNIE MAE1.00 06/19/2017100.00-1,004,777.7804/17/2015 04/17/2015 Maturity-1,000,000.00 3137EADD8FREDDIE MAC0.50 04/17/2015100.001,000,000.0004/17/2015 04/17/2015 Coupon0.00 3137EADD8FREDDIE MAC0.50 04/17/2015---2,500.0006/15/2015 06/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---179.5706/15/2015 06/15/2015 Principal Paydown-59,983.73 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---59,983.7305/15/2015 05/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---203.7305/15/2015 05/15/2015 Principal Paydown-64,440.40 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---64,440.4004/15/2015 04/15/2015 Coupon0.00 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---230.0404/15/2015 04/15/2015 Principal Paydown-70,136.51 31679KAB6FITAT 2014-2 A2A0.45 04/17/2017---70,136.5105/23/2015 05/23/2015 Coupon0.00 36164EAB1GEET 2015-1 A20.89 11/24/2017---296.6704/23/2015 04/23/2015 Coupon0.00 36164EAB1GEET 2015-1 A20.89 11/24/2017---484.5606/23/2015 06/23/2015 Coupon0.00 36164EAB1GEET 2015-1 A20.89 11/24/2017---296.6704/08/2015 04/08/2015 Coupon0.00 36962G6Q2GENERAL ELEC CAP CORP0.874 01/08/2016---1,595.8104/15/2015 04/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---87.1704/15/2015 04/15/2015 Principal Paydown-20,251.26 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---20,251.2606/15/2015 06/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---71.5206/15/2015 06/15/2015 Principal Paydown-17,339.25 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---17,339.2505/15/2015 05/15/2015 Coupon0.00 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---78.9105/15/2015 05/15/2015 Principal Paydown-18,089.34 41284AAB4HDMOT 2014-1 A2A0.49 04/15/2018---18,089.3406/15/2015 06/15/2015 Coupon0.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019---333.33Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201517Page 56 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount05/15/2015 05/15/2015 Coupon0.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019---333.3304/15/2015 04/15/2015 Coupon0.00 41284BAB2HDMOT 2015-1 A2A0.80 01/15/2019---333.3304/18/2015 04/18/2015 Principal Paydown-20,500.06 43814GAB6HAROT 2014-2 A20.39 09/19/2016---20,500.0604/18/2015 04/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---52.6906/18/2015 06/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---39.5906/18/2015 06/18/2015 Principal Paydown-19,045.59 43814GAB6HAROT 2014-2 A20.39 09/19/2016---19,045.5905/18/2015 05/18/2015 Principal Paydown-19,819.10 43814GAB6HAROT 2014-2 A20.39 09/19/2016---19,819.1005/18/2015 05/18/2015 Coupon0.00 43814GAB6HAROT 2014-2 A20.39 09/19/2016---46.0306/15/2015 06/15/2015 Coupon0.00 43814KAB7HAROT 2015-1 A20.70 06/15/2017---195.4205/15/2015 05/15/2015 Coupon0.00 43814KAB7HAROT 2015-1 A20.70 06/15/2017---195.4204/15/2015 04/15/2015 Coupon0.00 43814KAB7HAROT 2015-1 A20.70 06/15/2017---195.4204/27/2015 04/30/2015 Buy771,000.00 459056HY6INTL BK RECON & DEVELOP0.00 02/15/201699.644-768,255.2405/19/2015 05/20/2015 Buy163,000.00 459056HY6INTL BK RECON & DEVELOP0.00 02/15/201699.626-162,390.3806/19/2015 06/26/2015 Buy1,000,000.00 45905U7F5INTL BK RECON & DEVELOP0.45 07/19/2016100.00-1,000,000.0005/11/2015 05/11/2015 Coupon0.00 459200HD6IBM CORP0.75 05/11/2015---2,812.5005/11/2015 05/11/2015 Maturity-750,000.00 459200HD6IBM CORP0.75 05/11/2015100.00750,000.0004/15/2015 04/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---171.6804/15/2015 04/15/2015 Principal Paydown-59,993.66 47787VAB7JDOT 2014-A A20.45 09/15/2016---59,993.6605/15/2015 05/15/2015 Principal Paydown-69,868.04 47787VAB7JDOT 2014-A A20.45 09/15/2016---69,868.0505/15/2015 05/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---149.1806/15/2015 06/15/2015 Coupon0.00 47787VAB7JDOT 2014-A A20.45 09/15/2016---122.9806/15/2015 06/15/2015 Principal Paydown-42,979.56 47787VAB7JDOT 2014-A A20.45 09/15/2016---42,979.5606/15/2015 06/15/2015 Principal Paydown-72,646.19 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---72,646.1906/15/2015 06/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---130.6805/15/2015 05/15/2015 Principal Paydown-78,112.39 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---78,112.3905/15/2015 05/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---161.9204/15/2015 04/15/2015 Principal Paydown-83,441.18 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---83,441.1804/15/2015 04/15/2015 Coupon0.00 58768EAC3MBALT 2014-A A2A0.48 06/15/2016---195.3004/01/2015 04/01/2015 Coupon0.00 605581FW2MISSISSIPPI ST-B-TXBL0.64 10/01/2016---229.3304/15/2015 04/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---375.0005/15/2015 05/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---375.0006/15/2015 06/15/2015 Coupon0.00 65477WAB2NAROT 2014-B A20.60 06/15/2017---375.0004/01/2015 04/01/2015 Coupon0.00 677520FR4OH ST-TXB-DEV ASST-A5.39 10/01/2015---20,212.5004/30/2015 04/30/2015 Buy750,000.00 69349LAH1PNC BANK NA0.80 01/28/2016100.238-753,318.3304/29/2015 04/29/2015 Coupon0.00 69349LAL2PNC BANK NA0.572 04/29/2016---1,073.6304/29/2015 04/29/2015 Sell-750,000.00 69349LAL2PNC BANK NA0.572 04/29/2016100.00750,000.0005/16/2015 05/16/2015 Coupon0.00 69371RK96PACCAR FINANCIAL CORP0.70 11/16/2015---2,467.5005/18/2015 05/18/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.573 11/18/2017---332.8204/20/2015 04/20/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.571 11/18/2017---389.8106/18/2015 06/18/2015 Coupon0.00 70659PAE1PENAR 2013-1A A10.575 11/18/2017---370.2905/19/2015 05/19/2015 Coupon0.00 74153WCA5PRICOA GLOBAL FUNDING 10.546 08/19/2015---878.9304/27/2015 04/27/2015 Coupon0.00 74254PYF3PRINCIPAL LIFE INC FDG5.55 04/27/2015---13,875.0004/27/2015 04/27/2015 Maturity-500,000.00 74254PYF3PRINCIPAL LIFE INC FDG5.55 04/27/2015100.00500,000.0006/11/2015 06/11/2015 Coupon0.00 74256LAC3PRINCIPAL LFE GLB FND II1.00 12/11/2015---1,250.0004/14/2015 04/14/2015 Buy350,000.00 89116FYH7Toronto Dominion Holdings (U.S.A.), Inc.0.00 11/17/201599.819-349,367.0806/17/2015 06/17/2015 Coupon0.00 89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015---12,000.0006/17/2015 06/17/2015 Maturity-750,000.00 89233P4B9TOYOTA MOTOR CREDIT CORP3.20 06/17/2015100.00750,000.0004/15/2015 04/15/2015 Principal Paydown-19,671.51 89236VAB6TAOT 2013-B A20.48 02/15/2016---19,671.5104/15/2015 04/15/2015 Coupon0.00 89236VAB6TAOT 2013-B A20.48 02/15/2016---7.8705/15/2015 05/15/2015 Coupon0.00 89236WAB4TAOT 2015-A A20.71 07/17/2017---355.00Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201518Page 57 Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount04/15/2015 04/15/2015 Coupon0.00 89236WAB4TAOT 2015-A A20.71 07/17/2017---485.1706/15/2015 06/15/2015 Coupon0.00 89236WAB4TAOT 2015-A A20.71 07/17/2017---355.0004/15/2015 04/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---90.9204/15/2015 04/15/2015 Principal Paydown-66,825.12 90290KAB1USAOT 2014-1 A20.38 10/17/2016---66,825.1205/15/2015 05/15/2015 Principal Paydown-61,421.36 90290KAB1USAOT 2014-1 A20.38 10/17/2016---61,421.3605/15/2015 05/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---69.7506/15/2015 06/15/2015 Principal Paydown-58,161.56 90290KAB1USAOT 2014-1 A20.38 10/17/2016---58,161.5506/15/2015 06/15/2015 Coupon0.00 90290KAB1USAOT 2014-1 A20.38 10/17/2016---50.3005/11/2015 05/12/2015 Buy450,000.00 90331HMR1US BANK NA CINCINNATI0.577 01/26/2018100.268-451,321.4004/26/2015 04/26/2015 Coupon0.00 90331HMR1US BANK NA CINCINNATI0.577 01/26/2018---417.2505/29/2015 06/01/2015 Buy1,000,000.00 912828VL1US TREASURY N/B0.625 07/15/2016100.301-1,005,373.1406/30/2015 06/30/2015 Coupon0.00 912828WQ9US TREASURY N/B0.50 06/30/2016---2,500.0005/15/2015 05/15/2015 Coupon0.00 91412GUT0UNIV OF CALIFORNIA-AN0.634 05/15/2016---792.5005/26/2015 05/26/2015 Coupon0.00 928668AD4VOLKSWAGEN GROUP AMERICA0.502 05/23/2016---615.2506/20/2015 06/20/2015 Principal Paydown-26,840.54 92867GAC7VALET 2012-1 A30.85 08/22/2016---26,840.5406/20/2015 06/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---36.0105/20/2015 05/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---51.9805/20/2015 05/20/2015 Principal Paydown-22,540.32 92867GAC7VALET 2012-1 A30.85 08/22/2016---22,540.3204/20/2015 04/20/2015 Coupon0.00 92867GAC7VALET 2012-1 A30.85 08/22/2016---68.7104/20/2015 04/20/2015 Principal Paydown-23,623.92 92867GAC7VALET 2012-1 A30.85 08/22/2016---23,623.9206/26/2015 06/26/2015 Sell-1,000,000.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.001,000,000.0006/24/2015 06/24/2015 Buy296.67 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-296.6706/30/2015 06/30/2015 Buy2,500.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-2,500.0004/02/2015 04/02/2015 Sell-502,232.22 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00502,232.2204/01/2015 04/01/2015 Sell-479,516.35 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00479,516.3504/06/2015 04/06/2015 Sell-767,720.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00767,720.0004/08/2015 04/08/2015 Buy1,595.81 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-1,595.8104/15/2015 04/15/2015 Buy20,164.55 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-20,164.5504/15/2015 04/15/2015 Buy218,690.11 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-218,690.1104/15/2015 04/15/2015 Buy83,808.04 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-83,808.0404/14/2015 04/14/2015 Sell-349,367.08 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00349,367.0804/14/2015 04/14/2015 Buy3,350.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-3,350.0004/13/2015 04/13/2015 Buy1,014.38 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-1,014.3804/17/2015 04/17/2015 Buy1,002,500.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-1,002,500.0004/23/2015 04/23/2015 Buy484.56 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-484.5604/20/2015 04/20/2015 Buy389.81 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-389.8104/20/2015 04/20/2015 Buy23,692.63 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-23,692.6304/20/2015 04/20/2015 Buy14,299.03 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-14,299.0304/27/2015 04/27/2015 Buy417.07 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-417.0704/27/2015 04/27/2015 Buy513,875.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-513,875.0005/01/2015 05/01/2015 Buy3,510.34 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-3,510.3404/30/2015 04/30/2015 Sell-768,255.24 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00768,255.2404/30/2015 04/30/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015---31.1704/30/2015 04/30/2015 Sell-753,318.33 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00753,318.3304/29/2015 04/29/2015 Buy751,073.63 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-751,073.6305/04/2015 05/04/2015 Buy1,250.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-1,250.0005/12/2015 05/12/2015 Sell-451,321.40 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00451,321.4005/11/2015 05/11/2015 Buy752,812.50 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-752,812.5005/15/2015 05/15/2015 Buy78,274.31 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-78,274.3105/15/2015 05/15/2015 Buy966,371.97 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-966,371.97Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201519Page 58 Summary * Grouped By: Status. * Groups Sorted By: Status. * Showing transactions with Entry Date within selected date range. * MMF transactions are expanded. * 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 Amount05/14/2015 05/14/2015 Buy869.68 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-869.6805/21/2015 05/21/2015 Buy22,592.30 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-22,592.3005/20/2015 05/20/2015 Buy1,850,480.63 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-1,850,480.6305/20/2015 05/20/2015 Sell-1.20 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.001.2005/19/2015 05/19/2015 Buy878.93 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-878.9305/18/2015 05/18/2015 Buy332.82 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-332.8205/18/2015 05/18/2015 Sell-982,763.79 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00982,763.7905/26/2015 05/26/2015 Buy296.67 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-296.6705/26/2015 05/26/2015 Buy615.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-615.0005/26/2015 05/26/2015 Buy3,229.17 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/20151.00-3,229.1706/01/2015 06/01/2015 Sell-1,005,306.15 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.001,005,306.1505/31/2015 05/31/2015 Money Market Funds0.00 949917397WFA HERITAGE MONEY MARK-I0.03 06/30/2015---66.9906/05/2015 06/05/2015 Sell-250,000.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00250,000.0006/10/2015 06/10/2015 Buy10,625.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-10,625.0006/11/2015 06/11/2015 Sell-1,003,527.78 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.001,003,527.7806/18/2015 06/18/2015 Buy19,455.47 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-19,455.4706/17/2015 06/17/2015 Buy12,000.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-12,000.0006/15/2015 06/15/2015 Buy252,728.67 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-252,728.6706/15/2015 06/15/2015 Buy195.42 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-195.4206/22/2015 06/22/2015 Sell-6,295.46 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.006,295.4606/22/2015 06/22/2015 Buy26,876.55 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-26,876.5506/19/2015 06/19/2015 Buy1,005,000.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-1,005,000.0006/19/2015 06/19/2015 Buy1,675.00 949917397WFA HERITAGE MONEY MARK-I0.04 06/30/20151.00-1,675.0004/20/2015 04/20/2015 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2015----6,253.7205/20/2015 05/20/2015 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2015----6,441.4906/22/2015 06/22/2015 Management Fee0.00 CCYUSDUS Dollar0.00 06/30/2015----6,295.46----------1,683,133.88 --------- ------1,769,910.82Entry Date Settle Date Transaction TypeBase Current Units IdentifierDescriptionCouponRateFinal MaturityPriceBase Amount----------1,683,133.88 --------- ------1,769,977.80Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201520Page 59 * Does not Lock Down.ReceivableSettledEntry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/30/201506/30/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I66.9806/30/201506/30/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I66.98Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount06/26/201506/26/2015Sell-1,000,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I1,000,000.0006/24/201506/24/2015Buy296.67 949917397SHIXX WFA HERITAGE MONEY MARK-I-296.6706/30/201506/30/2015Buy2,500.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-2,500.0004/02/201504/02/2015Sell-502,232.22 949917397SHIXX WFA HERITAGE MONEY MARK-I502,232.2204/01/201504/01/2015Sell-479,516.35 949917397SHIXX WFA HERITAGE MONEY MARK-I479,516.3504/06/201504/06/2015Sell-767,720.00 949917397SHIXX WFA HERITAGE MONEY MARK-I767,720.0004/08/201504/08/2015Buy1,595.81 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,595.8104/15/201504/15/2015Buy20,164.55 949917397SHIXX WFA HERITAGE MONEY MARK-I-20,164.5504/15/201504/15/2015Buy218,690.11 949917397SHIXX WFA HERITAGE MONEY MARK-I-218,690.1104/15/201504/15/2015Buy83,808.04 949917397SHIXX WFA HERITAGE MONEY MARK-I-83,808.0404/14/201504/14/2015Sell-349,367.08 949917397SHIXX WFA HERITAGE MONEY MARK-I349,367.0804/14/201504/14/2015Buy3,350.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,350.0004/13/201504/13/2015Buy1,014.38 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,014.3804/17/201504/17/2015Buy1,002,500.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,002,500.0004/23/201504/23/2015Buy484.56 949917397SHIXX WFA HERITAGE MONEY MARK-I-484.5604/20/201504/20/2015Buy389.81 949917397SHIXX WFA HERITAGE MONEY MARK-I-389.8104/20/201504/20/2015Buy23,692.63 949917397SHIXX WFA HERITAGE MONEY MARK-I-23,692.6304/20/201504/20/2015Buy14,299.03 949917397SHIXX WFA HERITAGE MONEY MARK-I-14,299.0304/27/201504/27/2015Buy417.07 949917397SHIXX WFA HERITAGE MONEY MARK-I-417.0704/27/201504/27/2015Buy513,875.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-513,875.0005/01/201505/01/2015Buy3,510.34 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,510.3404/30/201504/30/2015Sell-768,255.24 949917397SHIXX WFA HERITAGE MONEY MARK-I768,255.2404/30/201504/30/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I31.1704/30/201504/30/2015Sell-753,318.33 949917397SHIXX WFA HERITAGE MONEY MARK-I753,318.3304/29/201504/29/2015Buy751,073.63 949917397SHIXX WFA HERITAGE MONEY MARK-I-751,073.6305/04/201505/04/2015Buy1,250.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,250.0005/12/201505/12/2015Sell-451,321.40 949917397SHIXX WFA HERITAGE MONEY MARK-I451,321.4005/11/201505/11/2015Buy752,812.50 949917397SHIXX WFA HERITAGE MONEY MARK-I-752,812.5005/15/201505/15/2015Buy78,274.31 949917397SHIXX WFA HERITAGE MONEY MARK-I-78,274.3105/15/201505/15/2015Buy966,371.97 949917397SHIXX WFA HERITAGE MONEY MARK-I-966,371.9705/14/201505/14/2015Buy869.68 949917397SHIXX WFA HERITAGE MONEY MARK-I-869.6805/21/201505/21/2015Buy22,592.30 949917397SHIXX WFA HERITAGE MONEY MARK-I-22,592.3005/20/201505/20/2015Buy1,850,480.63 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,850,480.6305/20/201505/20/2015Sell-1.20 949917397SHIXX WFA HERITAGE MONEY MARK-I1.2005/19/201505/19/2015Buy878.93 949917397SHIXX WFA HERITAGE MONEY MARK-I-878.9305/18/201505/18/2015Buy332.82 949917397SHIXX WFA HERITAGE MONEY MARK-I-332.8205/18/201505/18/2015Sell-982,763.79 949917397SHIXX WFA HERITAGE MONEY MARK-I982,763.7905/26/201505/26/2015Buy296.67 949917397SHIXX WFA HERITAGE MONEY MARK-I-296.6705/26/201505/26/2015Buy615.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-615.0005/26/201505/26/2015Buy3,229.17 949917397SHIXX WFA HERITAGE MONEY MARK-I-3,229.1706/01/201506/01/2015Sell-1,005,306.15 949917397SHIXX WFA HERITAGE MONEY MARK-I1,005,306.1505/31/201505/31/2015Money Market Funds0.00 949917397SHIXX WFA HERITAGE MONEY MARK-I66.99MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201521Page 60 Summary * Grouped By: Status. * Groups Sorted By: Status. * Filtered By: Security Type = "MMFUND". * Showing transactions with Entry Date within selected date range. * MMF transactions are expanded. * 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 Amount06/05/201506/05/2015Sell-250,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I250,000.0006/10/201506/10/2015Buy10,625.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-10,625.0006/11/201506/11/2015Sell-1,003,527.78 949917397SHIXX WFA HERITAGE MONEY MARK-I1,003,527.7806/18/201506/18/2015Buy19,455.47 949917397SHIXX WFA HERITAGE MONEY MARK-I-19,455.4706/17/201506/17/2015Buy12,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-12,000.0006/15/201506/15/2015Buy252,728.67 949917397SHIXX WFA HERITAGE MONEY MARK-I-252,728.6706/15/201506/15/2015Buy195.42 949917397SHIXX WFA HERITAGE MONEY MARK-I-195.4206/22/201506/22/2015Sell-6,295.46 949917397SHIXX WFA HERITAGE MONEY MARK-I6,295.4606/22/201506/22/2015Buy26,876.55 949917397SHIXX WFA HERITAGE MONEY MARK-I-26,876.5506/19/201506/19/2015Buy1,005,000.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,005,000.0006/19/201506/19/2015Buy1,675.00 949917397SHIXX WFA HERITAGE MONEY MARK-I-1,675.00----------671,403.28 949917397SHIXX WFA HERITAGE MONEY MARK-I671,501.44Entry DateSettle DateTransaction TypeBase Current Units IdentifierTicker DescriptionBase Amount----------671,403.28 949917397SHIXX WFA HERITAGE MONEY MARK-I671,568.42MMF Transaction DetailWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201522Page 61 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 +Accrued90290KAB1USAOT 2014-1 A2287,101.690.000.000.00-186,408.030.002.54-31.48-0.0138.430.00100,703.1343814GAB6HAROT 2014-2 A2162,074.230.000.000.00-59,364.750.003.43-8.36-0.0025.190.00102,729.7489236VAB6TAOT 2013-B A219,675.590.000.000.00-19,671.510.000.03-4.20-0.000.090.000.0092867GAC7VALET 2012-1 A397,101.370.000.000.00-73,004.780.00-44.08-18.96-0.00-22.050.0024,011.5031679KAB6FITAT 2014-2 A2A613,297.120.000.000.00-194,560.640.0017.97-38.91-0.00273.240.00418,988.78949917397WFA HERITAGE MONEY MARK-I2,121,663.537,648,221.72-8,319,625.000.000.000.000.000.000.000.000.001,450,260.25912828B82US TREASURY N/B1,000,139.390.000.000.000.000.00469.96618.210.00155.040.001,001,382.603136G1NQ8FANNIE MAE0.001,000,000.000.000.000.000.000.00333.330.001,293.000.001,001,626.333130A4KE1FEDERAL HOME LOAN BANK499,996.830.000.000.000.000.0019.10412.500.00136.900.00500,565.3336962G6Q2GENERAL ELEC CAP CORP754,755.190.000.000.000.000.00-417.4957.370.00-630.260.00753,764.8174256LAC3PRINCIPAL LFE GLB FND II251,613.140.000.000.000.000.00-350.93-625.000.00-66.320.00250,570.89605581FW2MISSISSIPPI ST-B-TXBL299,539.330.000.000.000.000.000.00250.670.00438.000.00300,228.003134G53J2FREDDIE MAC1,002,566.390.00-1,000,000.000.000.000.000.00-2,001.390.00-565.000.000.00677520FR4OH ST-TXB-DEV ASST-A788,587.500.000.000.000.000.00-9,374.83 -10,106.250.00-247.670.00768,858.7590331HMR1US BANK NA CINCINNATI0.00451,206.000.000.000.000.00-62.88476.020.00-1,724.970.00449,894.1790331HMR1US BANK NA CINCINNATI300,877.090.000.000.000.000.000.0020.760.00-968.400.00299,929.45857477AH6STATE STREET CORP291,678.590.000.000.000.000.00-1,596.862,048.440.0025.650.00292,155.83857477AH6STATE STREET CORP307,030.100.000.000.000.000.00-1,736.132,156.250.0082.230.00307,532.4506050TLU4BANK OF AMERICA NA500,140.240.000.000.000.000.000.0062.430.00429.500.00500,632.173133EDGC0FEDERAL FARM CREDIT BANK1,000,912.830.000.000.000.000.00326.98-625.000.0063.020.001,000,677.83084664CD1BERKSHIRE HATHAWAY FIN752,106.810.000.000.000.000.000.0071.780.00-299.250.00751,879.3405531FAG8BB&T CORPORATION767,190.500.000.000.000.000.00-4,441.525,666.670.00-139.480.00768,276.1743814KAB7HAROT 2015-1 A2335,095.180.000.000.000.000.002.820.000.00-84.220.00335,013.7754438CQZ8LOS ANGELES CCD-H-TXL750,588.560.000.000.000.000.000.00556.880.00-7.500.00751,137.9470659PAE1PENAR 2013-1A A1750,574.130.000.000.000.000.000.00-9.650.00-88.500.00750,475.9841284BAB2HDMOT 2015-1 A2A500,239.780.000.000.000.000.000.550.000.00345.950.00500,586.2803255LGX1ANAHEIM FING AUTH-B751,834.170.000.000.000.000.000.00-1,604.170.00772.500.00751,002.50912828QX1US TREASURY N/B1,017,095.190.000.000.000.000.00-2,644.963,770.720.00223.960.001,018,444.914197915E4HAWAII-TXBL-REF-ES751,926.380.000.000.000.000.000.001,370.630.00375.000.00753,672.00Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201523Page 62 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 +Accrued459200HD6IBM CORP752,487.500.000.00-750,000.000.000.00-202.59-2,187.500.00-97.410.000.003130A3J70FEDERAL HOME LOAN BANK0.001,002,130.000.000.000.000.00-168.86659.720.00-1,355.140.001,001,265.72097023BC8BOEING CO796,770.630.000.000.000.000.00-5,363.38-7,031.250.00-1,408.370.00782,967.6374153WCA5PRICOA GLOBAL FUNDING 1300,318.260.000.000.000.000.00-131.6815.870.0034.180.00300,236.6374153WCA5PRICOA GLOBAL FUNDING 1375,397.820.000.000.000.000.000.0019.840.00-121.880.00375,295.7969349LAL2PNC BANK NA750,663.110.00-750,000.000.000.000.00-71.81-739.610.00148.310.000.0065477WAB2NAROT 2014-B A2750,022.250.000.000.000.000.006.630.000.00-147.630.00749,881.25928668AD4VOLKSWAGEN GROUP AMERICA499,648.940.000.000.000.000.000.003.560.00200.500.00499,853.00912828VL1US TREASURY N/B0.001,003,007.810.000.000.000.00-220.082,883.290.00-53.730.001,005,617.2989116FYH7Toronto Dominion Holdings (U.S.A.), Inc.0.00349,367.080.000.000.000.00227.500.000.0067.860.00349,662.44CCYUSDReceivable65.840.000.000.000.000.000.000.000.000.001.1466.98CCYUSDCash0.460.000.000.000.000.000.000.000.000.000.420.88CCYUSDPayable-1,769,976.240.000.000.000.000.000.000.000.000.001,769,976.240.0076912TJC8RIVERSIDE PUB FIN-REF124,446.110.000.000.000.000.0092.08312.500.00134.170.00124,984.8636164EAB1GEET 2015-1 A2400,429.800.000.000.000.000.006.21-187.890.0090.590.00400,338.71912828RF9US TREASURY N/B1,009,150.570.000.000.000.000.00-1,405.962,472.830.00312.960.001,010,530.39912828WQ9US TREASURY N/B1,002,897.910.000.000.000.000.00-102.26-1,243.320.00102.260.001,001,654.5974254PYF3PRINCIPAL LIFE INC FDG513,583.330.000.00-500,000.000.000.00-1,786.31 -11,870.830.0073.810.000.0046625HHW3JPMORGAN CHASE & CO764,472.670.000.000.000.000.00-3,231.894,875.000.00-1,173.610.00764,942.173137EADD8FREDDIE MAC1,002,465.780.000.00-1,000,000.000.000.00-100.09-2,277.780.00-87.910.000.0069371RK96PACCAR FINANCIAL CORP205,805.860.000.000.000.000.00-123.42-358.750.0034.040.00205,357.7369371RK96PACCAR FINANCIAL CORP501,975.220.000.000.000.000.00-359.21-884.720.00141.210.00500,872.503136FPET0FANNIE MAE1,016,383.670.000.000.000.000.00-4,149.605,000.000.00710.600.001,017,944.67313384SS9FED HOME LN DISCOUNT NT997,933.000.000.000.000.000.00631.950.000.00522.050.00999,087.00459056HY6INTL BK RECON & DEVELOP0.00768,255.240.000.000.000.00584.790.000.00-170.000.00768,670.03459056HY6INTL BK RECON & DEVELOP0.00162,390.380.000.000.000.0094.480.000.0022.550.00162,507.4145905U7F5INTL BK RECON & DEVELOP0.001,000,000.000.000.000.000.000.0062.500.000.000.001,000,062.503133EDQW5FEDERAL FARM CREDIT BANK1,000,476.890.000.000.000.000.00223.27725.000.0094.730.001,001,519.8969349LAH1PNC BANK NA0.00751,785.000.000.000.000.00-457.312,550.000.00-271.680.00753,606.00Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201524Page 63 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 +Accrued3133EDXG2FEDERAL FARM CREDIT BANK1,003,435.060.000.000.000.000.00-256.34-1,675.000.0056.340.001,001,560.0689236WAB4TAOT 2015-A A2600,577.500.000.000.000.000.000.91-130.170.00-550.510.00599,897.7317275RAY8CISCO SYSTEMS INC0.00750,000.000.000.000.000.000.00173.850.001,311.750.00751,485.6006406HBX6BANK OF NEW YORK MELLON767,952.000.000.000.000.000.00-3,079.874,312.500.001,513.120.00770,697.75010775AK0ALAMEDA CA CMNTY IMPT100,020.080.000.000.000.000.000.00138.250.0029.000.00100,187.333130A3XU3FEDERAL HOME LOAN BANK1,000,365.220.000.000.000.000.0032.86625.000.00231.140.001,001,254.223134G54C6FREDDIE MAC1,001,832.440.000.00-1,000,000.000.000.00-167.81-1,819.440.00154.810.000.00762494QV7RIALTO USD-TXBL250,338.680.000.000.000.000.000.00786.250.00-280.000.00250,844.9368428LDH4ORANGE CNTY -TXBL-A300,220.000.000.000.000.000.000.00510.000.00663.000.00301,393.0068428LDH4ORANGE CNTY -TXBL-A490,359.330.000.000.000.000.000.00833.000.001,082.900.00492,275.23161571FY5CHAIT 2013-A4 A4750,091.500.000.000.00-750,000.000.000.00-91.500.000.000.000.003134G4TH1FREDDIE MAC1,000,952.670.000.000.000.000.00-18.50750.000.00-195.500.001,001,488.6706050TMB5BANK OF AMERICA NA0.00250,000.000.000.000.000.000.00131.660.0094.000.00250,225.665446462Q4LOS ANGELES SD-L-TXBL400,270.000.000.000.000.000.000.00486.000.00244.000.00401,000.00313373SZ6FEDERAL HOME LOAN BANK1,026,804.080.000.000.000.000.00-4,018.14-5,312.500.000.140.001,017,473.5891412GUT0UNIV OF CALIFORNIA-AN250,553.780.000.000.000.000.000.00-396.250.00197.500.00250,355.030258M0DA4AMER EXPRESS CREDIT CO758,196.170.000.000.000.000.00-4,196.915,156.250.00-180.090.00758,975.4289233P4B9TOYOTA MOTOR CREDIT CORP761,496.330.000.00-750,000.000.000.00-4,508.55-6,933.330.00-54.450.000.00912828PS3US TREASURY N/B1,017,923.920.000.000.000.000.00-4,176.275,027.620.00192.270.001,018,967.54912828PS3US TREASURY N/B1,017,923.920.000.000.000.000.00-4,138.165,027.620.00154.160.001,018,967.543133EDGM8FEDERAL FARM CREDIT BANK1,000,226.170.000.000.000.000.00225.31875.000.00-608.310.001,000,718.173133EDGM8FEDERAL FARM CREDIT BANK200,045.230.000.000.000.000.0084.27175.000.00-160.870.00200,143.6314912L4X6CATERPILLAR FINANCIAL SE791,560.720.000.000.000.000.00-2,697.913,971.880.00-960.090.00791,874.5958768EAC3MBALT 2014-A A2A488,307.040.000.000.00-234,199.760.003.14-49.960.0044.620.00254,105.0741284AAB4HDMOT 2014-1 A2A213,309.930.000.000.00-55,679.850.002.80-12.130.00227.010.00157,847.7647787VAB7JDOT 2014-A A2457,742.410.000.000.00-172,841.270.004.37-34.570.01142.430.00285,013.383134G4XC7FREDDIE MAC1,000,983.330.00-1,000,000.000.000.000.0014.31-223.3382.97-857.280.000.00------44,322,307.7115,136,363.23-11,069,625.00-4,000,000.00-1,745,730.590.00 -62,724.357,899.4482.96127.651,769,977.80 44,358,678.85Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201525Page 64 * Weighted By: Ending Base Market Value + Accrued.Roll ForwardWC-Contra Costa County (19529)Base Currency: USD 04/01/2015 - 06/30/2015Return to Table of ContentsDated: 07/09/201526Page 65 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 IMPTMUNI100,003.00 0.553 0.536 0.183100,101.09100,101.09100,094.5099,911.5099,819.9999,636.990258M0DA4 AMER EXPRESS CREDIT COCORP752,902.50 0.491 0.79 0.21754,151.57754,151.57753,693.05752,111.95751,321.40749,740.3103255LGX1 ANAHEIM FING AUTH-BMUNI749,752.50 1.00 1.07 0.842756,507.32756,065.42752,908.95746,596.04743,439.58737,126.6705531FAG8 BB&T CORPORATIONCORP761,209.50 0.662 0.80 0.70765,472.27765,472.27763,873.73758,545.27755,881.03750,552.5706050TLU4 BANK OF AMERICA NACORP500,135.50 0.759 0.729 0.122500,580.31500,580.31500,440.58499,830.42499,525.33498,915.1706050TMB5 BANK OF AMERICA NACORP250,094.00 0.74 0.723 0.191250,439.36250,439.36250,332.84249,855.16249,616.32249,138.6406406HBX6 BANK OF NEW YORK MELLONCORP763,366.50 0.644 0.613 1.061768,331.38768,331.38767,416.16759,316.84755,267.18747,167.86084664CD1 BERKSHIRE HATHAWAY FINCORP750,931.50 0.585 0.527 0.034751,066.05751,066.05751,059.16750,803.84750,676.18750,420.87097023BC8 BOEING COCORP779,764.50 0.849 0.84 1.359788,665.98788,665.98785,063.00774,466.00769,167.50758,570.5014912L4X6 CATERPILLAR FINANCIAL SECORP785,254.80 0.643 0.754 1.07791,590.08791,590.08789,455.91781,053.69776,852.57768,450.3517275RAY8 CISCO SYSTEMS INCCORP751,311.75 0.605 0.538 0.213752,172.71752,172.71752,111.89750,511.60749,711.46748,111.163130A3J70 FEDERAL HOME LOAN BANKAGCY BOND1,000,606.00 0.484 0.572 1.391 1,008,567.34 1,008,567.34 1,007,565.21993,646.79986,687.57972,769.143130A3XU3 FEDERAL HOME LOAN BANKAGCY BOND1,000,157.00 0.263 0.214 0.563 1,001,362.01 1,001,362.01 1,001,362.01997,341.56994,526.12988,895.233130A4KE1 FEDERAL HOME LOAN BANKAGCY BOND500,052.00 0.345 0.311 0.753501,223.04501,223.04501,223.04498,169.30496,286.61492,521.22313373SZ6 FEDERAL HOME LOAN BANKAGCY BOND1,016,234.00 0.50 0.395 0.94 1,020,007.28 1,020,007.28 1,020,007.28 1,011,457.70 1,006,681.40997,128.80313384SS9 FED HOME LN DISCOUNT NTAGCY DISC999,087.00 0.254 0.158 0.60 1,000,034.13 1,000,034.13 1,000,034.13996,089.74993,092.48987,097.963133EDGC0 FEDERAL FARM CREDIT BANKAGCY BOND1,000,282.00 0.382 0.152 0.347 1,000,809.59 1,000,809.59 1,000,809.59998,546.51996,811.02993,340.043133EDGM8 FEDERAL FARM CREDIT BANKAGCY BOND1,199,566.80 0.454 0.397 0.382 1,201,385.99 1,201,385.99 1,201,385.99 1,197,275.63 1,194,984.45 1,190,402.113133EDQW5 FEDERAL FARM CREDIT BANKAGCY BOND1,000,231.00 0.38 0.24 0.56 1,001,575.31 1,001,575.31 1,001,575.31997,430.35994,629.71989,028.413133EDXG2 FEDERAL FARM CREDIT BANKAGCY BOND1,000,127.00 0.567 0.594 0.815 1,004,968.71 1,004,968.71 1,004,202.52996,051.48991,975.96983,824.933134G4TH1 FREDDIE MACAGCY BOND1,000,047.00 0.293 0.06 0.025 1,000,062.00 1,000,062.00 1,000,062.00999,921.99999,796.99999,546.983136FPET0 FANNIE MAEAGCY BOND1,011,778.00 0.326 0.297 0.691 1,013,854.44 1,013,854.44 1,013,854.44 1,008,282.31 1,004,786.61997,795.233136G1NQ8 FANNIE MAEAGCY BOND1,001,293.00 1.00 0.392 0.975 1,005,119.94 1,005,119.94 1,005,119.94996,411.70991,530.39981,767.7831679KAB6 FITAT 2014-2 A2AABS418,905.01 0.464 0.405 0.331419,466.57419,466.57419,466.57418,211.72417,518.43416,131.8636164EAB1 GEET 2015-1 A2ABS400,259.60 0.902 0.862 0.00400,259.60400,259.60400,259.60400,259.60400,259.60400,259.6036962G6Q2 GENERAL ELEC CAP CORPCORP752,235.75 0.667 0.299 0.024752,289.73752,289.73752,289.73752,145.48752,055.21751,874.6841284AAB4 HDMOT 2014-1 A2AABS157,813.40 0.497 0.441 0.40158,091.78158,091.78158,091.78157,497.77157,182.14156,550.8941284BAB2 HDMOT 2015-1 A2AABS500,408.50 0.802 0.74 3.663513,972.67513,972.67509,573.48491,243.51482,078.54463,748.574197915E4 HAWAII-TXBL-REF-ESMUNI750,382.50 0.731 0.572 1.093755,073.86755,073.86754,483.34746,281.66742,180.82733,979.1443814GAB6 HAROT 2014-2 A2ABS102,715.27 0.40 0.601 0.175102,823.30102,823.30102,805.14102,625.39102,535.51102,355.7643814KAB7 HAROT 2015-1 A2ABS334,909.55 0.707 0.704 0.633336,402.01336,402.01335,969.54333,849.56332,789.57330,669.59459056HY6 INTL BK RECON & DEVELOPINTL GOV931,177.45 0.462 0.479 0.626933,969.62933,969.62933,969.62928,262.87925,348.28919,519.1145905U7F5 INTL BK RECON & DEVELOPINTL GOV1,000,000.00 0.45 0.45 1.052 1,004,734.00 1,004,734.00 1,004,734.00994,740.00989,480.00978,959.9946625HHW3 JPMORGAN CHASE & COCORP755,950.50 0.86 0.622 0.536758,470.78758,470.78757,976.45753,924.55751,898.61747,846.7147787VAB7 JDOT 2014-A A2ABS284,956.39 0.455 0.445 0.188285,194.78285,194.78285,194.78284,688.53284,420.67283,884.9554438CQZ8 LOS ANGELES CCD-H-TXLMUNI750,067.50 0.297 0.195 0.089750,197.67750,197.67750,197.67749,733.72749,399.94748,732.385446462Q4 LOS ANGELES SD-L-TXBLMUNI400,028.00 0.486 0.502 0.515401,062.19401,062.19401,058.07398,997.93397,967.86395,907.7158768EAC3 MBALT 2014-A A2AABS254,050.87 0.484 0.451 0.101254,166.59254,166.59254,166.59253,922.58253,794.28253,537.69605581FW2 MISSISSIPPI ST-B-TXBLMUNI299,748.00 0.64 0.698 1.246302,354.93302,354.93301,615.43297,880.57296,013.14292,278.2865477WAB2 NAROT 2014-B A2ABS749,681.25 0.607 0.643 0.473751,961.32751,961.32751,454.25747,908.25746,135.26742,589.27677520FR4 OH ST-TXB-DEV ASST-AMUNI758,752.50 0.351 0.70 0.265760,159.99760,159.99759,757.84757,747.15756,741.81754,731.1168428LDH4 ORANGE CNTY -TXBL-AMUNI791,161.30 0.68 0.463 0.599793,355.48793,355.48793,355.48788,791.77786,422.24781,683.1969349LAH1 PNC BANK NACORP751,056.00 0.439 0.498 0.536753,060.78753,060.78753,060.78749,043.17747,030.34743,004.6869371RK96 PACCAR FINANCIAL CORPCORP705,613.35 0.421 0.418 0.38706,734.15706,734.15706,734.15704,272.68702,932.02700,250.6970659PAE1 PENAR 2013-1A A1ABS750,320.25 0.574 0.464 0.053750,504.77750,504.77750,504.77750,121.42749,922.58749,524.9174153WCA5 PRICOA GLOBAL FUNDING 1CORP675,091.80 0.479 0.443 0.136675,498.53675,498.53675,498.53674,632.74674,173.68673,255.5574256LAC3 PRINCIPAL LFE GLB FND IICORP250,432.00 0.434 0.559 0.449251,060.56251,060.56250,994.22249,869.78249,307.56248,183.12762494QV7 RIALTO USD-TXBLMUNI250,015.00 1.258 1.314 1.578255,199.04253,960.24251,987.62248,042.38246,069.76242,124.5376912TJC8 RIVERSIDE PUB FIN-REFMUNI124,655.00 1.301 1.269 1.171126,507.37126,114.71125,384.85123,925.14123,195.29121,735.58857477AH6 STATE STREET CORPCORP594,362.34 0.573 0.494 0.68596,358.92596,358.92596,358.92592,341.51590,320.67586,279.01Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/201527Page 66 * 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 PointShock89116FYH7 Toronto Dominion Holdings (U.S.A.), Inc. CP349,662.44 0.30 0.258 0.38350,005.26350,005.26350,005.26348,998.09348,333.73347,005.0189236WAB4 TAOT 2015-A A2ABS599,708.40 0.712 0.739 0.58602,278.87602,278.87601,447.55597,969.25596,230.09592,751.7890290KAB1 USAOT 2014-1 A2ABS100,686.13 0.385 0.473 0.075100,721.84100,721.84100,721.84100,648.37100,610.61100,535.1090331HMR1 US BANK NA CINCINNATICORP749,030.25 0.525 0.628 0.069749,354.82749,354.82749,288.67748,771.83748,513.42747,996.59912828B82 US TREASURY N/BUS GOV1,000,547.00 0.44 0.156 0.67 1,001,592.77 1,001,592.77 1,001,592.77997,195.17993,843.33987,139.67912828PS3 US TREASURY N/BUS GOV2,021,250.00 0.325 0.166 0.583 2,023,206.13 2,023,206.13 2,023,206.13 2,015,358.06 2,009,466.11 1,997,682.22912828QX1 US TREASURY N/BUS GOV1,012,188.00 0.434 0.341 1.076 1,015,901.88 1,015,901.88 1,015,901.88 1,006,742.43 1,001,296.86990,405.71912828RF9 US TREASURY N/BUS GOV1,007,188.00 0.432 0.351 1.162 1,011,295.94 1,011,295.94 1,011,295.94 1,001,336.24995,484.48983,780.95912828VL1 US TREASURY N/BUS GOV1,002,734.00 0.356 0.324 1.038 1,006,106.31 1,006,106.31 1,006,106.31997,529.81992,325.62981,917.24912828WQ9 US TREASURY N/BUS GOV1,001,641.00 0.459 0.297 0.998 1,004,609.92 1,004,609.92 1,004,609.92996,642.81991,644.62981,648.2591412GUT0 UNIV OF CALIFORNIA-ANMUNI250,152.50 0.634 0.593 0.883251,462.34251,462.34251,256.92249,048.08247,943.65245,734.81928668AD4 VOLKSWAGEN GROUP AMERICA CORP499,602.00 0.51 0.591 0.146500,033.09500,033.09499,966.71499,237.29498,872.58498,143.1692867GAC7 VALET 2012-1 A3ABS24,005.27 0.588 0.349 0.0624,010.3024,010.3024,010.3023,998.0723,990.8723,976.47949917397 WFA HERITAGE MONEY MARK-I MMFUND1,450,260.25 0.00 0.00 0.00 1,450,260.25 1,450,260.25 1,450,260.25 1,450,260.25 1,450,260.25 1,450,260.25CCYUSD ReceivableCASH66.98 0.00 0.00 0.0066.9866.9866.9866.9866.9866.98CCYUSD CashCASH0.88 0.00 0.00 0.000.880.880.880.880.880.88---------44,237,659.02 0.508 0.449 0.63 44,377,886.51 44,375,813.14 44,350,332.79 44,098,392.40 43,959,125.78 43,680,592.54Shock AnalysisWC-Contra Costa County (19529)Base Currency: USD As of 06/30/2015Return to Table of ContentsDated: 07/09/201528Page 67 The information contained in this report represents estimated trade date investment calculations provided via Clearwater Analytics for Wells Capital Management clients. Certain calculations may not be available for all timeperiods. Please refer to your custody statement for official portfolio holdings and transactions. Note that certain accounting methods may cause differences between this investment report and your custody statement.DisclaimerAs of 06/30/2015Return to Table of ContentsDated: 07/09/201529Page 68 STATEMENT FOR PERIOD June 01, 2015 - June 30, 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 05/31/2015 BALANCE FORWARD 14,823,326.009 10.03 148,677,959.87 10.02517785 148,606,479.60 06/01/2015 INCOME DISTRIBUTION - MAY 5,597.114 10.03 56,139.05 10.02517967 0.00 56,139.05 06/30/2015 UNREALIZED GAIN (LOSS) 0.000 -148,289.23 0.00 06/30/2015 ENDING BALANCE 14,828,923.123 10.02 148,662,618.65 148,585,809.69 INCOME DISTRIBUTION PAID - MAY 0.00 61,220.53INCOME ACCRUAL - JUNE -76,808.96CUMULATIVE 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 CONTRA COSTA COUNTY ATTN: BELINDA ZHU 625 COURT STREET ROOM 102 MARTINEZ CA 94553-1281 Page 1 of 1 Page 69 Caltrust Short Term Fund MONTH END PORTFOLIO STATISTICS June 30, 2015 CalTrust Short Term LAIF Market Value N/A$988,843,423.59 NAV per Share N/A$10.02 Yield 0.30%0.51% Period Total Return N/A0.00% Period Yield Return 0.02%0.04% Effective Duration N/A0.72 yrs. Average Maturity 0.62 yrs.1.34 yrs. CalTrust Short Term Total Return CalTrust Short Term Yield Return LAIF Yield Return 0.00%0.02%0.04%One Month 0.09%0.07%0.11%Three Month 0.27%0.14%0.22%Six Month 0.35%0.27%0.42%One Year* 0.47%0.26%0.40%Two Year* 0.41%0.28%0.38%Three Year* 0.48%0.33%0.44%Five Year* 1.88%1.80%1.85%Ten Year* 1.92%1.83%1.89%Since Inception* *Annualized US Govt Agency 35.5% Corporate 28.7% MBS/ABS 16.5% Muni 14.7% COMPAPER 2.8% CD 1.0% MONEYMKT 0.8% Total:100.0% Portfolio Sector Breakdown AA+37.4% AAA 19.1% A 13.7% AA-7.8% A-7.2% AA 6.0% A+4.6% A-1+3.8% SP-1+0.4% Total:100.0% Portfolio Quality Breakdown Disclosure to Performance Information This performance information is based on an inception date of February 13, 2005, when the CalTrust Short-Term portfolio commenced investment operations according to its investment objective , and does not include any investment returns from temporary investments held before the commencement of those operations. First-month index returns, February 13-28, 2005, are intra-period and were calculated by calculating the average daily return during the month and multiplying the average daily return by number of days in the shortened period. Performance was calculated net of investment advisory and program administration fees. The Local Agency Investment Fund (LAIF) is a diversified portfolio managed by the State of California for local governments and special districts. Performance for the CalTRUST Short Term Account is on a trade date basis. LAIF's monthly performance was calculated by taking the average monthly effective yield and dividing it by 365 then multiplying the result by the number of days in the month. Yield represents the 7-day net distribution on investments for the period. Rating source - Standard & Poor's. Past performance is no guarantee of future results. Page 70 <<Back CalTrust Short Term Fund View Export Print Home Search Complete Listing Additional Ratings Effective Date: 6/30/2015 Go Ticker CUSIP Description S&P Rating 6/30/2015*Mat. Date Years Shares Price Value AL090115 010775AK0 ALAMEDA CA CMNTY IMP T 9/1/2015 0.553% A+9/1/2015 0.2 1,355,000.00 100.0030 $1,355,040.65 AX091515 0258M0DA4 AMER EXPRESS CREDIT CO 9/15/2015 2.75% A-9/15/2015 0.2 1,300,000.00 100.3870 $1,305,031.00 AM111315 025815AA9 AMERICAN EXPR CENTURION 11/13/15 A-11/13/2015 0.4 2,800,000.00 100.0682 $2,801,909.60 AX072916 0258M0DG1 AMERICAN EXPRESS CRE DIT 7/29/2016 1.3% A-7/29/2016 1.1 959,000.00 100.3180 $962,049.62 AH121117 02665WAR2 AMERICAN HONDA FINAN CE 12/11/2017 0.545 A+12/11/2017 2.5 8,000,000.00 100.0626 $8,005,008.00 Cr031518 02582JGD6 AMXCA 2012-2 A 3/15/2018 0.68%AAA 3/15/2018 2.8 10,000,000.00 100.0178 $10,001,780.00 AN050116 03255LGX1 ANAHEIM FING AUTH-B 5/1/2016 1%AA-5/1/2016 0.9 2,850,000.00 99.9670 $2,849,059.50 BA080115 060505BS2 BANK OF AMERICA CORP 8/1/2015 4.75%A-8/1/2015 0.2 5,250,000.00 100.2747 $5,264,421.75 BA100915 06051GER6 BANK OF AMERICA CORP 1.5% 10/09/15 A-10/9/2015 0.3 988,000.00 100.2295 $990,267.46 BA021417 06050TLU4 BANK OF AMERICA NA 2/14/2017 0.7061%A 2/14/2017 1.7 500,000.00 100.0271 $500,135.50 BA060517 06050TMB5 BANK OF AMERICA NA 06/05/2017 A 6/5/2017 2.0 2,250,000.00 100.0376 $2,250,846.00 BA111416 06050TLS9 BANK OF AMERICA NA 11/14/2016 0.7089%A 11/14/2016 1.4 2,200,000.00 100.0493 $2,201,084.60 BN021417 06050TLT7 BANK OF AMERICA NA 2/14/2017 1.25%A 2/14/2017 1.7 5,000,000.00 99.9605 $4,998,025.00 BO111416 06050TLR1 BANK OF AMERICA NA 11/14/2016 1.125%A 11/14/2016 1.4 2,000,000.00 100.0269 $2,000,538.00 BN011516 06406HBS7 BANK OF NEW YORK MELLON 2.5% 1/15/16 A+1/15/2016 0.6 2,000,000.00 101.0661 $2,021,322.00 BN072816 06406HBX6 BANK OF NEW YORK MELLON 2.3% 7/28/16 A+7/28/2016 1.1 3,947,000.00 101.7822 $4,017,343.43 BA052218 06406HDC0 BANK OF NY MELLON 5/22/18 VARIABLE A+5/22/2018 2.9 5,000,000.00 99.9694 $4,998,470.00 BB031516 05531FAG8 BB&T CORPORATION 3/15/2016 3.2%A-3/15/2016 0.8 2,350,000.00 101.4946 $2,385,123.10 BR011218 084664CD1 BERKSHIRE HATHAWAY F IN 1/12/2018 0.5533 AA 1/12/2018 2.6 2,750,000.00 100.1242 $2,753,415.50 Au042517 09658UAB5 BMWOT 2014-A A2 4/25/2017 0.53%AAA 4/25/2017 1.8 8,778,445.30 100.0274 $8,780,850.59 BA112016 097023BC8 BOEING CO 11/20/2016 3.75%A 11/20/2016 1.4 2,750,000.00 103.9686 $2,859,136.50 BB091316 10513KAB0 BRANCH BANKING & TRU ST 9/13/2016 0.5899 A-9/13/2016 1.2 2,000,000.00 99.7201 $1,994,402.00 BB120116 07330NAF2 BRANCH BANKING & TRU ST 12/1/2016 0.6743 A 12/1/2016 1.5 5,000,000.00 100.1045 $5,005,225.00 BT120116 07330NAG0 BRANCH BANKING & TRU ST 12/1/2016 1.05% A 12/1/2016 1.5 8,125,000.00 100.1313 $8,135,668.13 UN070141 91412GFA8 CA UNI-FLTG-TXB-Y-2 7/1/2041 0.656%AA 7/1/2017 2.1 3,250,000.00 100.0400 $3,251,300.00 CA120116 13066KW21 CALIFORNIA ST DEPT .991% 12/1/16 AAA 12/1/2016 1.5 1,250,000.00 100.0580 $1,250,725.00 CO020518 14042E4K3 CAPITAL ONE NA 2/5/2018 0.9351%A 2/5/2018 2.7 2,000,000.00 100.0226 $2,000,452.00 CA040116 14912L4S7 CATERPILLAR FINANCIA L SE 4/1/2016 2.65% A 4/1/2016 0.8 1,550,000.00 101.6383 $1,575,393.65 Cr070717 17305EBU8 CCCIT 2003-A7 A7 7/7/2017 4.15%AAA 7/7/2017 2.1 5,000,000.00 100.0613 $5,003,065.00 Cr101017 17305EEW1 CCCIT 2012-A1 A1 10/10/2017 0.55%AAA 10/10/2017 2.3 8,000,000.00 99.9992 $7,999,936.00 Cr090718 17305EFE0 CCCIT 2013-A6 A6 9/7/2018 1.32%AAA 9/7/2018 3.2 4,250,000.00 100.5035 $4,271,398.75 CH041618 161571BC7 CHAIT 2006-A2 A2 4/16/2018 5.16%AAA 4/16/2018 2.8 2,426,000.00 102.8604 $2,495,393.30 Cr081517 161571FL3 CHAIT 2012-A5 A5 8/15/2017 0.59%AAA 8/15/2017 2.2 3,000,000.00 100.0003 $3,000,009.00 Cr011519 161571GJ7 CHAIT 2014-A1 A1 1/15/2019 1.15%AAA 1/15/2019 3.6 13,000,000.00 100.2072 $13,026,936.00 CS120415 808513AH8 CHARLES SCHWAB CORP 0.85% 12/04/15 A 12/4/2015 0.5 4,500,000.00 100.1513 $4,506,808.50 CC030218 166764AW0 CHEVRON CORP 3/2/2018 0.432967%AA 3/2/2018 2.8 4,000,000.00 99.6528 $3,986,112.00 CI061518 17275RAY8 CISCO SYSTEMS INC 06/15/2018 AA-6/15/2018 3.0 5,500,000.00 100.1749 $5,509,619.50 C031017 172967HL8 CITIGROUP INC 3/10/2017 0.7744%A-3/10/2017 1.8 1,000,000.00 99.7247 $997,247.00 C040116 172967GP0 CITIGROUP INC 4/1/2016 1.3%A-4/1/2016 0.8 100,000.00 100.2360 $100,236.00 C042718 172967JQ5 CITIGROUP INC 4/27/2018 0.967%A-4/27/2018 2.8 5,000,000.00 99.6950 $4,984,750.00 I072516 172967GV7 CITIGROUP INC 7/25/2016 1.2161%A-7/25/2016 1.1 3,000,000.00 100.2832 $3,008,496.00 CM061516 20030NAG6 COMCAST CORP 6/15/2016 4.95%A-6/15/2016 1.0 1,402,000.00 103.9384 $1,457,216.37 CR042718 22546QAW7 CREDIT SUISSE NEW YO RK 4/27/2018 0.9574 A 4/27/2018 2.8 5,500,000.00 99.9997 $5,499,983.50 CS120715 22549TNZ7 CREDIT SUISSE NEW YO RK 12/7/2015 0.6513 A 12/7/2015 0.5 10,000,000.00 100.0182 $10,001,820.00 DU050116 26362VFQ6 DUBLIN USD-TXB-BANS 5/1/2016 4.761%SP-1+5/1/2016 0.9 4,000,000.00 102.9900 $4,119,600.00 FM022717 3135G0XL2 FANNIE MAE 02/27/2017 0.65%AA+2/27/2017 1.7 3,660,000.00 99.8086 $3,652,994.76 FM061917 3136G1NQ8 FANNIE MAE 1% 06/19/2017 AA+6/19/2017 2.0 10,000,000.00 100.1293 $10,012,930.00 FN031016 3136FPET0 FANNIE MAE 3/10/2016 2%AA+3/10/2016 0.8 8,975,000.00 101.1778 $9,080,707.55 FM070215 3135G0LN1 FANNIE MAE 0.50% 7/2/2015 AA+7/2/2015 0.1 10,000,000.00 100.0011 $10,000,110.00 FF100616 3133EDWQ1 FEDERAL FARM CREDIT BANK 10/6/2016 0.67 AA+10/6/2016 1.3 10,000,000.00 100.1321 $10,013,210.00 FF101416 3133EDXG2 FEDERAL FARM CREDIT BANK 10/14/2016 0.6 AA+10/14/2016 1.3 5,000,000.00 100.0127 $5,000,635.00 FF112316 3133EEUS7 FEDERAL FARM CREDIT BANK 11/23/2016 0.6 AA+11/23/2016 1.4 31,000,000.00 100.1469 $31,045,539.00 FH012216 3130A3XU3 FEDERAL HOME LOAN BA NK 1/22/2016 0.25% A-1+1/22/2016 0.6 8,700,000.00 100.0157 $8,701,365.90 FH031816 313382K85 FEDERAL HOME LOAN BA NK 3/18/2016 0.45% AA+3/18/2016 0.8 10,650,000.00 100.1256 $10,663,376.40 FH061016 313373SZ6 FEDERAL HOME LOAN BA NK 6/10/2016 2.125% AA+6/10/2016 1.0 5,000,000.00 101.6234 $5,081,170.00 FH091115 313370JB5 FEDERAL HOME LOAN BA NK 9/11/2015 1.75% AA+9/11/2015 0.2 10,000,000.00 100.3161 $10,031,610.00 FH092816 3130A1CD8 FEDERAL HOME LOAN BA NK 9/28/2016 1.125% AA+9/28/2016 1.2 2,500,000.00 100.2608 $2,506,520.00 FL112316 3130A3J70 FEDERAL HOME LOAN BA NK 11/23/2016 0.625 AA+11/23/2016 1.4 30,000,000.00 100.0606 $30,018,180.00 FB111816 31677QAZ2 FIFTH THIRD BANK 11/18/2016 0.7481%A-11/18/2016 1.4 8,360,000.00 100.1423 $8,371,896.28 FI022616 31677QAX7 FIFTH THIRD BANK 2/26/2016 0.9%A-2/26/2016 0.7 6,810,000.00 100.0964 $6,816,564.84 Au081516 31679JAB9 FITAT 2014-1 A2 8/15/2016 0.46%AAA 8/15/2016 1.2 1,204,180.38 99.9968 $1,204,141.84 FH031516 3134G4VH8 FREDDIE MAC 3/15/2016 0.4%AA+3/15/2016 0.8 10,000,000.00 100.0692 $10,006,920.00 FH041417 3134G6PN7 FREDDIE MAC 4/14/2017 0.8%AA+4/14/2017 1.8 10,000,000.00 100.0298 $10,002,980.00 FH091815 3134G36F2 FREDDIE MAC 9/18/2015 0.42%AA+9/18/2015 0.2 2,150,000.00 100.0570 $2,151,225.50 FM052517 3134G6W41 FREDDIE MAC 5/25/17 0.80%AA+5/25/2017 1.9 10,000,000.00 100.0129 $10,001,290.00 FM052617 3134G6E82 FREDDIE MAC 0.85% 05/26/2017 AA+5/26/2017 1.9 11,545,000.00 99.8647 $11,529,379.62 FM061617 3134G6W66 FREDDIE MAC 0.85% 06/16/2017 AA+6/16/2017 2.0 5,000,000.00 100.0312 $5,001,560.00 FM082516 3137EACW7 FREDDIE MAC 2.0 08/25/2016 AA+8/25/2016 1.2 15,000,000.00 101.7723 $15,265,845.00 FM092515 3134G3L24 FREDDIE MAC 0.5% 09/25/15 AA+9/25/2015 0.2 12,910,000.00 100.0822 $12,920,612.02 FM092616 3134G4XW3 FREDDIE MAC 9/26/2016 0.6%AA+9/26/2016 1.2 2,500,000.00 99.9636 $2,499,090.00 Page 1 of 3CalTrust Portal Page 71 AA+5/26/2017 1.9 5,000,000.00 100.0119 $5,000,595.00 Aaa 4/20/2018 2.8 4,690,000.00 99.9306 $4,686,745.14 Aaa 11/24/2017 2.4 6,500,000.00 100.0649 $6,504,218.50 AA+1/9/2017 1.6 3,000,000.00 102.9519 $3,088,557.00 AA+5/9/2016 0.9 8,842,000.00 101.9513 $9,014,533.95 AA+5/11/2016 0.9 4,635,000.00 100.1862 $4,643,630.37 A 4/15/2016 0.8 4,395,000.00 101.7639 $4,472,523.41 A-2/7/2016 0.7 5,000,000.00 101.6199 $5,080,995.00 A-8/1/2015 0.2 5,050,000.00 100.2118 $5,060,695.90 AAA 1/15/2019 3.6 5,500,000.00 100.0062 $5,500,341.00 Aaa 9/21/2016 1.2 1,918,274.29 99.9791 $1,917,873.37 AAA 11/21/2017 2.4 4,250,000.00 99.8411 $4,243,246.75 AAA 9/19/2016 1.2 2,055,110.91 99.9608 $2,054,305.31 AAA 6/15/2017 2.0 5,435,000.00 99.9730 $5,433,532.55 8/1/2016 1.2 14,250,000.00 100.0510 $14,257,267.50 Aaa 7/16/2018 3.1 1,105,365.48 99.9986 $1,105,350.01 AAA 1/15/2019 3.6 12,900,000.00 100.0817 $12,910,539.30 AAA 8/21/2017 2.2 2,000,000.00 99.9944 $1,999,888.00 A 1/19/2016 0.6 6,185,000.00 102.4259 $6,335,041.92 A 11/13/2017 2.4 7,955,000.00 99.6901 $7,930,347.46 AA-7/22/2016 1.1 12,450,000.00 101.4367 $12,628,869.15 AA 1/1/2017 1.6 7,700,000.00 99.9470 $7,695,919.00 A+7/1/2016 1.1 6,000,000.00 99.7990 $5,987,940.00 AAA 2/15/2018 2.7 7,155,000.00 100.1680 $7,167,020.40 A 1/16/2018 2.6 12,165,000.00 99.8480 $12,146,509.20 A 6/13/2016 1.0 6,650,000.00 99.7645 $6,634,339.25 A 1/15/2016 0.6 2,000,000.00 100.7934 $2,015,868.00 A 2/15/2017 1.7 1,500,000.00 100.1391 $1,502,086.50 A 3/1/2016 0.8 4,000,000.00 101.6940 $4,067,760.00 A 7/5/2016 1.1 1,500,000.00 102.0250 $1,530,375.00 A 10/15/2015 0.3 2,000,000.00 100.0906 $2,001,812.00 A-11/25/2016 1.4 8,000,000.00 100.0352 $8,002,816.00 AA-8/1/2016 1.2 5,735,000.00 99.9090 $5,729,781.15 AA+8/1/2015 0.2 11,250,000.00 100.0090 $11,251,012.50 A+12/1/2015 0.5 3,515,000.00 99.8890 $3,511,098.35 AA-7/1/2016 1.1 1,000,000.00 100.0000 $1,000,000.00 AA-1/1/2016 0.6 1,980,000.00 100.0070 $1,980,138.60 A 11/15/2015 0.4 6,000,000.00 100.3220 $6,019,320.00 AA 9/1/2016 1.2 1,405,000.00 100.0550 $1,405,772.75 A 7/25/2017 2.1 5,000,000.00 99.3847 $4,969,235.00 AAA 7/15/2016 1.1 3,974,400.18 99.9745 $3,973,386.70 AAA 6/15/2016 1.0 1,297,333.66 100.0015 $1,297,353.12 AAA 2/15/2017 1.7 4,000,000.00 100.0566 $4,002,264.00 AAA 2/15/2017 1.7 1,285,870.87 99.9700 $1,285,485.11 AA 10/1/2016 1.3 2,780,000.00 99.9160 $2,777,664.80 AA 10/1/2015 0.3 2,510,000.00 99.9790 $2,509,472.90 AA 10/1/2016 1.3 2,520,000.00 99.9160 $2,517,883.20 A-1/5/2018 2.6 7,938,000.00 100.0898 $7,945,128.32 A-4/29/2016 0.8 2,000,000.00 102.2015 $2,044,030.00 A+6/6/2016 1.0 680,000.00 101.7591 $691,961.88 AAA 4/17/2017 1.8 8,072,401.48 100.0186 $8,073,902.94 Aaa 6/15/2017 2.0 3,875,000.00 99.9575 $3,873,353.13 AAA 9/15/2017 2.2 5,000,000.00 99.9188 $4,995,940.00 A-4/1/2016 0.8 2,000,000.00 101.6160 $2,032,320.00 A 1/1/2016 0.6 12,000,000.00 100.0110 $12,001,320.00 AAA 2/15/2017 1.7 3,685,000.00 99.9680 $3,683,820.80 AAA 3/15/2016 0.8 10,000,000.00 99.9780 $9,997,800.00 AAA 3/15/2016 0.8 2,500,000.00 100.1740 $2,504,350.00 A-1+2/1/2016 0.7 2,000,000.00 99.9420 $1,998,840.00 AA 10/1/2015 0.3 3,850,000.00 101.1670 $3,894,929.50 AA-2/1/2016 0.7 10,930,000.00 100.1470 $10,946,067.10 A 6/1/2018 3.0 3,000,000.00 99.7982 $2,993,946.00 FR052617 3134G6R70 FREDDIE MAC 0.75% 05/26/2017 GE042018 36159LCF1 GE DEALER FLOORPLAN MASTER NT 04/20/18 Ot112417 36164EAB1 GEET 2015-1 A2 11/24/2017 0.89% GE010917 36962G5N0 GENERAL ELEC CAP CORP 2.9% 1/9/2017 GE050916 36962G5C4 GENERAL ELEC CAP CORP 2.95% 5/9/16 GE051116 36962G2V5 GENERAL ELEC CAP CORP 05/11/2016 SO041516 373334JV4 GEORGIA POWER COMPAN Y 4/15/2016 3% GS020716 38143USC6 GOLDMAN SACHS GROUP INC 3.625% 2/7/16 GS080115 38141EA74 GOLDMAN SACHS GROUP INC 8/1/2015 3.7% HD011519 41284CAB0 HARLEY-DAVIDSON 0.8% 01/15/19 AH082216 43813JAB1 HAROT 2014-1 A2 8/22/2016 0.41% Au122117 43813JAC9 HAROT 2014-1 A3 12/21/2017 0.67% Au091916 43814GAB6 HAROT 2014-2 A2 9/19/2016 0.39% Au071717 43814KAB7 HAROT 2015-1 A2 7/17/2017 0.7% HI080116 4197915E4 HAWAII-TXBL-REF-ES 8/1/2016 0.731% Au071618 41283YAC1 HDMOT 2013-1 A3 7/16/2018 0.65% Au011519 41284BAB2 HDMOT 2015-1 A2A 1/15/2019 0.95% HA082117 43813NAB2 HONDA AUTO RECEIV- ABLES 08/21/2017 HS011916 40429CFN7 HSBC FINANCE CORP SR NT 01/19/2016 5.5% HB111317 40428HPM8 HSBC USA INC 11/13/2017 0.57185% IB072216 459200GX3 IBM CORP 7/22/2016 1.95% ID010117 45656TAQ1 INDUSTRY PUB FACS-A 1/1/2017 1.764% IN070116 45884AZN6 INTERMOUNTAIN PWR-B 7/1/2016 0.785% Ot021518 47787UAB9 JDOT 2015-A A2A 2/15/2018 0.87% DC011618 24422ESU4 JOHN DEERE CAPITAL C ORP 1/16/2018 0.543 JP061316 48121CJM9 JP MORGAN CHASE BANK NA 6/13/2016 0.6101 JP011516 46625HHW3 JPMORGAN CHASE & CO 2.6% 1/15/16 JP021517 46623EJZ3 JPMORGAN CHASE & CO 2/15/2017 0.750933% JP030116 46625HHX1 JPMORGAN CHASE & CO 3/1/2016 3.45% JP070516 46625HJA9 JPMORGAN CHASE & CO 7/5/2016 3.15% JP101515 46623EJR1 JPMORGAN CHASE & CO 10/15/2015 1.1% KE112516 49327M2E3 KEY BANK NA 11/25/2016 0.7516% LD080116 54465AFK3 LA CO REDEV-B-TXBL 8/1/2016 1.074% LO080115 54438CQZ8 LOS ANGELES CCD-H-TX L 8/1/2015 0.297% LD120115 54465AEX6 LOS ANGELES REDEV-D 12/1/2015 0.48% LA070116 5446462D3 LOS ANGELES SD-L-TXB L 7/1/2016 0.68% LO010116 5446462Q4 LOS ANGELES SD-L-TXB L 1/1/2016 0.486% PP111515 546676AS6 LOUISVILLE GAS & ELE C 11/15/2015 1.625% MA090116 562785LC7 MANHATTAN BEACH CA .856% 9/1/16 MA072517 55279HAH3 MANUF & TRADERS TRUS T CO 7/25/2017 0.53 Au071516 58768DAC5 MBALT 2013-B A3 7/15/2016 0.62% Au061516 58768EAC3 MBALT 2014-A A2A 6/15/2016 0.48% AB021517 58768LAB9 MBALT 2015-A A2A 2/15/2017 0.78% Au021517 587729AB0 MBART 2014-1 A2 2/15/2017 0.43% MI100116 605581FW2 MISSISSIPPI ST-B-TXB L 10/1/2016 0.64% MS100115 605581EN3 MISSISSIPPI ST-D-REF 10/1/2015 0.31% MS100116 605581EP8 MISSISSIPPI ST-D-REF 10/1/2016 0.64% MO010518 61761JVN6 MORGAN STANLEY 1/5/2018 1.007098% MS042916 61747YDD4 MORGAN STANLEY 3.8% 04/29/16 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% Au091517 65477UAB6 NAROT 2015-A A2 9/15/2017 0.67% CM040116 63946BAC4 NBCUNIVERSAL MEDIA L LC 4/1/2016 2.875% NE010116 63968AXN0 NE PUB PWR DIST-B 1/1/2016 0.48% NY021517 64990EJ32 NEW YORK ST DORM AUT 2/15/17 .93% NE031516 650035K56 NEW YORK ST URBAN DE V 3/15/2016 0.63% NY031516 64990ERF6 NY DORM AUTH-D-TXBL 3/15/2016 0.66% OA020116 672211BC2 OAKLAND COLISEUM-A 2/1/2016 0.8% OH100120 677520FR4 OH ST-TXB-DEV ASST-A 10/1/2020** 5.39% OR020116 68428LDH4 ORANGE CNTY -TXBL-A 2/1/2016 0.68% PB060118 69353REN4 PNC BANK NA 06/01/2018 PN012717 69353RCG1 PNC BANK NA 1/27/2017 1.125%A 1/27/2017 1.6 7,735,000.00 100.0078 $7,735,603.33 PO061516 738798BC0 POWAY REDEV AGY-B 6/15/2016 0.95%AA-6/15/2016 1.0 2,000,000.00 99.9510 $1,999,020.00 PO121515 738798BB2 POWAY REDEV AGY-B 12/15/2015 0.5%AA-12/15/2015 0.5 2,465,000.00 99.9600 $2,464,014.00 PO121516 738798BD8 POWAY REDEV AGY-B 12/15/2016 1.1%AA-12/15/2016 1.5 3,545,000.00 99.9260 $3,542,376.70 PR100115 743755AK6 PRVDNC HLTH & SVC OB L GR 10/1/2015 0.80 AA 10/1/2015 0.3 5,600,000.00 100.0468 $5,602,620.80 RI020117 762494QV7 RIALTO USD-TXBL 2/1/2017 1.258%AA 2/1/2017 1.7 800,000.00 100.0060 $800,048.00 RI090116 76912TJC8 RIVERSIDE PUB FIN-RE F 9/1/2016 1%A 9/1/2016 1.2 2,090,000.00 99.7240 $2,084,231.60 SF080115 79770GBN5 SAN FRANCISCO CITY & 8/1/2015 0.569%A+8/1/2015 0.2 5,005,000.00 100.0110 $5,005,550.55 SA100116 79876CAV0 SAN MARCOS CA REDEV 1.09% 10/1/16 AA-10/1/2016 1.3 5,125,000.00 100.0960 $5,129,920.00 Au081417 78448MAB3 SMAT 2015-1US A2A 8/14/2017 0.99%AAA 8/14/2017 2.2 4,000,000.00 100.2116 $4,008,464.00 SO091515 842587CG0 SOUTHERN CO 9/15/2015 2.375%A-9/15/2015 0.2 1,000,000.00 100.3535 $1,003,535.00 SS120815 85744NAB7 STATE STREET BANK & TRST 12/08/15 A+12/8/2015 0.5 4,280,000.00 99.9431 $4,277,564.68 Au011717 89236RAC3 TAOT 2013-A A3 1/17/2017 0.55%AAA 1/17/2017 1.6 1,565,660.73 100.0079 $1,565,784.42 AT121517 89231MAC9 TAOT 2014-A A3 12/15/2017 0.67%AAA 12/15/2017 2.5 1,250,000.00 99.7980 $1,247,475.00 TO121516 89231RAB0 TAOT 2014-B A2 12/15/2016 0.4%AAA 12/15/2016 1.5 559,690.07 99.9796 $559,575.90 AT071717 89236WAB4 TAOT 2015-A A2 7/17/2017 0.71%AAA 7/17/2017 2.1 6,700,000.00 99.9514 $6,696,743.80 TD111715 89116FYH7 TORONTO DOMINION 0% 11/17/2015 A-1+11/17/2015 0.4 20,000,000.00 99.9036 $19,980,720.00 TO011218 89236TCB9 TOYOTA MOTOR CREDIT CORP 1/12/2018 0.57 AA-1/12/2018 2.6 13,000,000.00 100.0242 $13,003,146.00 TO091516 89233P5E2 TOYOTA MOTOR CREDIT CORP 9/15/2016 2% AA-9/15/2016 1.2 895,000.00 101.4741 $908,193.20 TM121015 89233HZA5 TOYOTA MTR CR CORP 0% 12/10/2015 A-1+12/10/2015 0.5 8,000,000.00 99.8682 $7,989,456.00 UB092616 90521APH5 UNION BANK NA 9/26/2016 1.5%A+9/26/2016 1.2 4,575,000.00 100.3164 $4,589,475.30 UN092616 90521APG7 UNION BANK NA 9/26/2016 0.9996%A+9/26/2016 1.2 2,515,000.00 100.4209 $2,525,585.64 Page 2 of 3CalTrust Portal Page 72 AA 5/15/2016 0.9 1,830,000.00 100.0610 $1,831,116.30 AA 7/1/2017 2.1 7,980,000.00 100.0390 $7,983,112.20 AA-1/30/2017 1.6 1,500,000.00 100.2282 $1,503,423.00 AA-1/26/2018 2.6 4,500,000.00 99.8707 $4,494,181.50 AA-1/30/2017 1.6 5,000,000.00 99.9812 $4,999,060.00 AA+5/31/2016 0.9 20,000,000.00 100.0703 $20,014,060.00 UN051516 91412GUT0 UNIV OF CALIFORNIA-A N 5/15/2016 0.634% UC070141 91412GEZ4 UNIVERSITY CALIF REVS 07/01/2041*** UB013017 90331HMC4 US BANK NA CINCINNAT I 1/30/2017 1.1% US012618 90331HMR1 US BANK NA CINCINNAT I 1/26/2018 0.55572 US013017 90331HMD2 US BANK NA CINCINNAT I 1/30/2017 0.4661% N053116 912828WM8 US TREASURY N/B 5/31/2016 0.375% N123115 912828PM6 US TREASURY N/B 12/31/2015 2.125%AA+12/31/2015 0.5 12,800,000.00 100.9766 $12,925,004.80 T013116 912828B41 US TREASURY N/B 1/31/2016 0.375%AA+1/31/2016 0.6 1,255,000.00 100.1328 $1,256,666.64 T022916 912828B82 US TREASURY N/B 2/29/2016 0.25%AA+2/29/2016 0.7 5,000,000.00 100.0547 $5,002,735.00 T043016 912828C81 US TREASURY N/B 4/30/2016 0.375%AA+4/30/2016 0.8 20,000,000.00 100.0703 $20,014,060.00 T071516 912828VL1 US TREASURY N/B 7/15/2016 0.625%AA+7/15/2016 1.1 4,750,000.00 100.2734 $4,762,986.50 T073116 912828QX1 US TREASURY N/B 7/31/2016 1.5%AA+7/31/2016 1.1 10,000,000.00 101.2188 $10,121,880.00 T083115 912828VU1 US TREASURY N/B 8/31/2015 0.375%AA+8/31/2015 0.2 2,000,000.00 100.0469 $2,000,938.00 T083116 912828RF9 US TREASURY N/B 8/31/2016 1%AA+8/31/2016 1.2 10,000,000.00 100.7188 $10,071,880.00 T101516 912828WA4 US TREASURY N/B 10/15/2016 0.625%AA+10/15/2016 1.3 3,000,000.00 100.2656 $3,007,968.00 T103115 912828PE4 US TREASURY N/B 10/31/2015 1.25%AA+10/31/2015 0.3 5,015,000.00 100.3906 $5,034,588.59 T113015 912828A26 US TREASURY N/B 11/30/2015 0.25%AA+11/30/2015 0.4 3,000,000.00 100.0703 $3,002,109.00 T123115 912828A67 US TREASURY N/B 12/31/2015 0.25%AA+12/31/2015 0.5 10,000,000.00 100.0547 $10,005,470.00 TN51516 912828VC1 US TREASURY N/B 5/15/2016 0.25%AA+5/15/2016 0.9 7,500,000.00 99.9688 $7,497,660.00 TR033116 912828C40 US TREASURY N/B 0.375% 03/31/16 AA+3/31/2016 0.8 15,000,000.00 100.1016 $15,015,240.00 Au121517 90290KAC9 USAOT 2014-1 A3 12/15/2017 0.58%AAA 12/15/2017 2.5 2,420,000.00 99.9980 $2,419,951.60 Au082216 92867GAC7 VALET 2012-1 A3 8/22/2016 0.85%AAA 8/22/2016 1.2 95,996.49 100.0256 $96,021.07 VA072016 92867PAB9 VALET 2013-2 A2 7/20/2016 0.67%AAA 7/20/2016 1.1 267,749.53 100.0001 $267,749.79 Au042018 92867PAC7 VALET 2013-2 A3 4/20/2018 0.7%AAA 4/20/2018 2.8 6,000,000.00 99.9056 $5,994,336.00 VZ060917 92343VCD4 VERIZON COMMUNICATIO NS 6/9/2017 0.6306% A 6/9/2017 2.0 1,000,000.00 99.7600 $997,600.00 VZ091516 92343VBL7 VERIZON COMMUNICATIO NS 9/15/2016 1.7823 A 9/15/2016 1.2 1,925,000.00 101.2306 $1,948,689.05 Au042017 92867QAD3 VWALT 2014-A A3 4/20/2017 0.8%AAA 4/20/2017 1.8 6,000,000.00 100.0082 $6,000,492.00 Au062017 92867VAB6 VWALT 2015-A A2A 6/20/2017 0.87%AAA 6/20/2017 2.0 2,000,000.00 100.0272 $2,000,544.00 VPWF3801 VP7000236 WELLS FARGO ADVANT- AGE HERITAGE AAA 7/1/2015 0.1 8,580,454.41 100.0000 $8,580,454.41 Grand Total $1,014,160,705.33 *Security ratings are updated monthly at month-end. Page 3 of 3CalTrust Portal **Mandatory put on 10/1/15 ***Mandatory put on 7/1/17 Page 73 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 3. EAST BAY REGIONAL COMMUNICATIONS SYSTEM AUTHORITY (EBRCS) EBRCS TRANSACTIONS* For the Quarter Ending June 30, 2015 FY 2014-2015 FUND BALANCE @ JV/Date JV/Date JV/Date JV/Date JV/Date JV/Date BALANCE @ NUMBER 03/31/15 06/30/15 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 74 SECTION III APPENDIX B. INVESTMENT PORTFOLIO DETAIL – MANAGED BY OUTSIDE CONTRACTED PARTIES B. 4. MISCELLANEOUS Shares /Market Price Market Value Accrued Income Par Value Asset Description Average Cost Cost Est Annual Income Market Yield Transaction Realized Date Transaction Description Income Principal Cost Gains/Losses Statement Period 06/01/2015 Through 06/30/2015 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 414,587.030 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP 1.00000 414,587.03 0.00 0.00% PRINCIPAL SALLY WEST, TEL (415) 263-2412 1.00000 414,587.03 0.00 CUSIP: S86217350 163,312.980 WELLS FARGO TRSRY PLUS MMKT A 453 1.00000 163,312.98 0.00 0.00% CUSIP: X9USDEWFA 1.00000 163,312.98 0.00 Total Market Value Plus Total Accrued Income 592,054.07 06/02/15 Purchase 0.00 1.30 -1.30 0.00 WELLS FARGO TRSRY PLUS MMKT A 453 TRADE DATE 06/02/15 SET/DATE 06/02/15 CUSIP X9USDEWFA 1.30 SHARES 06/02/15 Dividend 1.30 0.00 0.00 0.00 WELLS FARGO TRSRY PLUS MMKT A 453 TRADE DATE 06/02/15 SET/DATE 06/02/15 CUSIP X9USDEWFA 1.30 SHARES 06/12/15 Receive 0.00 0.00 29.20 0.00 CALIFORNIA ARBITRAGE MGMT PROGRAM CAMP PRINCIPAL SALLY WEST, TEL (415) 263-2412 TRADE DATE 06/12/15 SET/DATE 06/12/15 CUSIP S86217350 29.20 SHARES FIXED INCOME Total FIXED INCOME 14,154.06 0.00 0.00% 14,154.06 0.00 OTHER Total OTHER 414,587.03 0.00 0.00% 414,587.03 0.00 CASH AND SHORT TERM Total CASH AND SHORT TERM 163,312.98 0.00 0.00% 163,312.98 0.00 ACCOUNT TOTALS 592,054.07 0.00 0.00% 592,054.07 0.00 06/01/15 OPENING BALANCE 6.00 6.00 - 592,023.57 06/02/15 DAILY ENDING BALANCE 7.30 7.30 - 592,024.87 0.00 06/12/15 DAILY ENDING BALANCE 7.30 7.30 - 592,054.07 0.00 06/30/15 CLOSING BALANCE 7.30 7.30 - 592,054.07 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 43,836 Page 75 EXHIBITS Exhibit ICONTRA COSTA COUNTYPortfolio Summary ReportAS OF JUNE 30, 2015Portfolio CharacteristicsPar$2,897,607,281.21Cost$2,899,040,519.53Market Value$2,900,071,234.56Weighted Yield to Maturity0.46%Weighted Average Days to Maturity215Weighted Duration0.59yrPortfolio Breakdown by InvestmentInvestmentsPar Value Percent of TotalU.S. Treasuries$23,915,000.000.83%U.S.Agencies-Federal, State and Local612,111,000.0021.12%Money Market1,422,645,654.0949.10%ABS/MBS3,320,000.000.11%Corporate Notes135,272,000.004.67%Outside Contractors-LAIF211,941,083.457.31%Outside Contractors-Other 195,042,601.296.73%Cash293,359,942.3810.12%TOTAL*$2,897,607,281.21 100.00% **Maturity DistributionTimePar Value Percent of TotalLess 1 yr$2,262,384,683.0778.08%1 to 2 yrs310,577,613.7710.72%2 to 3 yrs266,720,808.829.20%3 to 4 yrs53,568,000.001.85%4+ yrs4,356,175.550.15%TOTAL* $2,897,607,281.21 100.00% ***Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority** May or may not total to 100% due to roundingU.S. Treasuries0.83%U.S.Agencies‐Federal, State and Local21.12%Money Market49.10%ABS/MBS0.11%Corporate Notes4.67%Outside Contractors‐LAIF7.31%Outside Contractors‐Other 6.73%Cash10.12%PORTFOLIO BREAKDOWNBY INVESTMENTLess 1 yr78.08%1 to 2 yrs10.72%2 to 3 yrs9.20%3 to 4 yrs1.85%4+ yrs0.15%MATURITY DISTRIBUTION Exhibit IICONTRA COSTA COUNTY INVESTMENT POOLPERFORMANCE SUMMARYAS OF JUNE 30, 2015AVERAGE DAYS TO3 PERCENT OFMATURITY AT PARPORTFOLIOYTMEND-OF-QUARTERDURATION($) (%) (%) (day) (year)A. Investments Managed by Treasurer's Office$2,197,263,654.09 75.89% 0.4896% 275 0.741B. Investments Managed by Outside Contractors1. Local Agency Investment Fund $211,941,083.45 7.32% 0.2900% 1 N/A2. Othera. Wells Capital Management $44,067,461.99 1.52% 0.4490% 366 0.632b. CalTRUST (Short-Term Fund) $148,585,809.69 5.13% 0.5100% 1 N/AC. Cash$293,359,942.38 10.13% 0.3500%41N/A3 Yield to Maturity on Portfolio at End-of-Quarter = 0.46%3 Weighted Average Days to Maturity on Portfolio at End-of-Quarter = 2153 Weighted Duration at End-of-Quarter =0.591. Data is provided by Sungard.2. Data is provided by Wells Cap Management.3. Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity Trust4. Earnings Credit Rate on Investable BalanceLAIF and CalTRUST Short-Term are subject to a one day call of principal provision.WEIGHTED Exhibit III CONTRA COSTA COUNTY INVESTMENT POOL As of June 30, 2015As of March 31, 2015CHANGE IN VALUETYPEPAR VALUEPAR VALUEFROM PREV. QTR.% CHANGEA. Investments Managed by Treasurer's Office 1. U.S. Treasuries (STRIPS, Bills, Notes) $23,915,000.00 $24,650,000.00 ($735,000.00)-2.98% 2. U.S. Agencies Federal Agriculture Mortgage Corporation 0.00 0.00 0.000.00% Federal Home Loan Banks 250,197,000.00 180,819,857.14 69,377,142.8638.37% Federal National Mortgage Association 110,156,000.00 109,945,000.00 211,000.000.19% Federal Farm Credit Banks 118,941,000.00 109,290,000.00 9,651,000.008.83% Federal Home Loan Mortgage Corporation 125,592,000.00 122,343,000.00 3,249,000.002.66% Municipal Bonds 7,225,000.00 7,225,000.00 0.000.00% Subtotal 612,111,000.00 529,622,857.14 82,488,142.8615.57% 3. Money Market Instruments Bankers Acceptances 0.00 0.00 0.000.00% Repurchase Agreement 0.00 0.00 0.000.00% Commercial Paper 864,581,000.00 801,140,000.00 63,441,000.007.92% Negotiable Certificates of Deposit 555,471,000.00 700,984,000.00 (145,513,000.00)-20.76% Medium Term Certificates of Deposit 2,025,000.00 2,025,000.00 0.000.00% Money Market Accounts 565,318.32 565,318.32 0.000.00% Time Deposit 3,335.77 3,335.77 0.000.00% Subtotal 1,422,645,654.09 1,504,717,654.09 (82,072,000.00)-5.45% 4. Asset Backed Securities/Mortgage Backed Securities3,320,000.00 2,090,000.00 2,093,548.49100.00% 5. Corporate Notes 135,272,000.00 130,122,000.00 5,150,000.003.96%TOTAL2,197,263,654.09 2,191,202,511.23 6,061,142.860.28%B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund 211,941,083.45 187,725,423.40 24,215,660.0512.90% 2. Othera. EBRCS Bond 2,375,175.55 2,375,175.55 0.000.00%b. Miscellaneous (BNY) 14,154.06 110,538.73 (96,384.67)-87.20%c. Wells Capital Management 44,067,461.99 43,980,618.07 86,843.920.20%d. CalTRUST (Short-Term Fund) 148,585,809.69 88,597,636.89 59,988,172.8067.71%Subtotal 195,042,601.29 135,063,969.24 59,978,632.0544.41%TOTAL406,983,684.74 322,789,392.64 84,194,292.1026.08%C. Cash293,359,942.38 142,422,153.81 150,937,788.57105.98%* GRAND TOTAL (FOR A , B, & C)$2,897,607,281.21 $2,656,414,057.68 $241,193,223.539.08%* Does not include the Futuris Public Entity Trust of the Contra Costa Community College District Retirement Board of Authority CONTRA COSTA INVESTMENT POOLINVESTMENTS MANAGED BY TREASURER'S OFFICEQUARTERLY COUPON RATES, YIELD TO MATURITYExhibit IV Quarter EndingFiscal Year September December March June2014/15Coupon Rate0.5437% 0.4624% 0.4912% 0.5309%Yield to Maturity0.4605% 0.4185% 0.4379% 0.4894%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% 0.28%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 June 30, 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%6/30/15 12/27/15 6/24/16 12/21/16 6/19/17 12/16/17 6/14/18 12/11/18 6/9/19 12/6/19 6/3/20Yield to Maturity Maturity DatesRisk Assessmentas of June 30, 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 June 30, 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 2/25/11 155,000.00 172,267.00 158,861.05 4.75 1/19/16 2.333137EACM9 WT GOV FHLMC NOTES 9/14/10 170,000.00 170,647.70 170,520.20 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 1.621. Date when the security was transferred from AUHSD to Contra Costa County Investment Pool Managed by Treasurer's Office.2. Date when the security was transferred from AUHSD's Fund 5055 to Fund 5057 per District's request. Exhibit VCONTRA COSTA COUNTY INVESTMENT POOL AVERAGE INFORMATIONApril 1, 2015 through June 30, 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$2,450,119,705.66 80.56% 0.4483% 211.06 262B. Investments Managed by Outside Contractors 1. Local Agency Investment Fund $199,879,304.43 6.57% 0.2907% 0.07 1 2. Other a. Wells Capital Management $44,196,321.31 1.45% 0.4333% 5.44 374b. CalTRUST Short Term Fund $138,677,257.86 4.56% 0.4667% 0.05 1c. Cash $208,455,257.36 6.85% 0.2145% 0.07 1Total $3,041,327,846.62 100.00% * Weighted Average Return of Portfolio = 0.42% 217 * Excludes: Section B.2.a (EBRCS Bond), B.2.b (Misc.) of the Investment Pool Summary and Futuris Public Entity Trust LAIF and CalTRUST Short Term Fund are subject to a one day call of principal provision Exhibit V (a)CONTRA COSTA COUNTY INVESTMENT POOLSUMMARY OF POOL RATES AND BENCHMARKSAS OF JUNE 30, 2015AveragePool Rates:YTM as of Quarterly Days to6/30/15 Ave. MaturityTotal County Portfolio 0.46% 0.42% 255Investments Managed by Treasurer's Office 0.49% 0.45% 262Wells Capital Management 0.45% 0.43% 374CalTRUST Short Term Fund 0.51% 0.47% 500 *Quarterly PMIA Ave.Apportionment Effective RateYieldLocal Agency Investment Fund (LAIF) 0.28% 0.29% 239 *4/1/15 - 6/30/15Benchmarks:6/30/15High Ave.LowFederal Fund Rate 0.0400% 0.2700% 0.1142% 0.0400%Six Month Treasury Bill 0.0075% 0.0975% 0.0291% -0.0150%Six Month LIBOR 0.4449% 0.4521% 0.4210% 0.3984%Vanguard Prime Money Mkt Fund 0.0100%* Average days to maturity (with a one day call of principal provision) Exhibit V (b)0.0000%1.0000%2.0000%3.0000%4.0000%5.0000%6.0000%Contra Costa County Investment PoolAverage Quarterly Returnsas of June 30, 2015TreasurerLAIFWells CapitalMgmtCalTRUST Exhibit VIPurchase CouponDescriptionCUSIPDateRateParMarket CostProvisionsFund #*GECC Float Rate Note 1/8/16 36962GU51 3/8/13 0.4326% $10,000,000.00 $10,007,200.00 $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 $2,439,903.96 $2,448,520.20 Float quarterly: LIBOR +18 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 8177FFCB Callable Note 11/29/16 3133EC5B6 12/28/12 0.6400% $10,000,000.00 $9,995,700.00 $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 $500,375.00 $500,000.00 Float quarterly: LIBOR +15 bps 6911FHLB Callable Note 6/13/17 313383EX5 6/18/13 0.8100% $5,000,000.00 $5,003,800.00 $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 $5,003,800.00 $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 $10,005,400.00 $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 $5,209,124.04 $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 $10,003,500.00 $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 5/25/18 3136G2K71 5/27/15 1.2500% $10,000,000.00 $10,016,300.00 $10,000,000.00 One time: 5/25/16 8177FNMA Callable Mult-Step Up 6/12/18 3136G1MU0 6/12/13 0.8500% $5,000,000.00 $5,006,150.00 $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 $83,721,000.00* Fund #5007 Acalanes Unified High School District5057 Acalanes Unified High School District6911 Contra Costa County Schools Insurance Group7903 Contra Costa Community College District Retiree Health Benefits8177 County (Pool)1. Date when the security was transferred from AUHSD to Contra Costa County Investment Pool managed by Treasurer's Office2. Date when the security was transferred from AUHSD's Fund 5055 to Fund 5057 per District's requestCONTRA COSTA COUNTYTREASURER'S INVESTMENT PORTFOLIOSTRUCTURED SECURITIESJune 30, 2015 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONS($) ($) ($)AMERICAN HONDA FINANCE 12/11/2017 0.545 02665WAR2 12/11/2014 8,000,000 8,005,008.00 8,000,000.00 Float quarterly: LIBOR +31 bpsAMXCA 2012-2 A 3/15/2018 0.68% 02582JGD6 3/15/2018 10,000,000 10,001,780.00 10,012,500.00 5% clean up callANAHEIM FING AUTH-B 5/1/2016 1% 03255LGX1 5/1/2016 2,850,000 2,849,059.50 2,850,000.00 Make‐whole call BANK OF AMERICA NA 11/14/2016 0.7089% 06050TLS9 11/14/2016 2,200,000.00 2,201,084.60 2,200,000.00 Float quarterly: LIBOR +47 bpsBANK OF AMERICA NA 2/14/2017 0.7061% 06050TLU4 2/14/2017 500,000.00 500,135.50 500,000.00 Float quarterly: LIBOR +47 bps BANK OF AMERICA NA 06/05/2017 06050TMB56/5/2017 2,250,000.00 2,250,846.00 2,250,000.00 Float quarterly: LIBOR +45 bpsBANK OF NY MELLON 5/22/18 VARIABLE 06406HDC05/22/2018 5,000,000.00 4,998,470.00 4,998,500.00 Float quarterly: LIBOR +38 bpsBB&T CORPORATION 3/15/2016 3.2% 05531FAG8 3/15/2016 2,350,000.00 2,385,123.10 2,401,026.00 Call anytime after 2/16/16BERKSHIRE HATHAWAY FIN 1/12/2018 0.5533 084664CD1 1/12/2018 2,750,000.00 2,753,415.50 2,750,000.00 Float quarterly: LIBOR +30 bpsBMWOT 2014-A A2 4/25/2017 0.53% 09658UAB54/25/20178,778,445.30 8,780,850.59 8,778,148.59 5% clean up callBRANCH BANKING & TRUST 12/1/2016 0.6743 07330NAF2 12/1/2016 5,000,000.00 5,005,225.00 5,001,780.00 Float quarterly: LIBOR +43 bps; Call after 11/1/16BRANCH BANKING & TRUST 12/1/2016 1.05% 07330NAG012/1/20168,125,000.00 8,135,668.13 8,135,667.00 Call anytime after 11/1/16BRANCH BANKING & TRUST 9/13/2016 0.5899 10513KAB09/13/20162,000,000.00 1,994,402.00 1,994,850.00 Float quarterly: LIBOR +32 bpsCA UNI-FLTG-TXB-Y-2 7/1/2041 0.656% 91412GFA87/1/20173,250,000.00 3,251,300.00 3,250,000.00 Float monthly: US0001M +50 bpsCALIFORNIA ST DEPT .991% 12/1/16 13066KW2112/1/20161,250,000.00 1,250,725.00 1,251,250.00 Make‐whole call +20 bpsCAPITAL ONE NA2/5/2018 0.9351% 14042E4K3 2/5/2018 2,000,000.00 2,000,452.00 2,000,000.00 Float quarterly: LIBOR +68 bps; Call after 1/5/18CCCIT 2003‐A7 A7 7/7/2017 4.15% 17305EBU8 7/7/2017 5,000,000.00 5,003,065.00 5,336,718.75 5% clean up callCCCIT 2012-A1 A1 10/10/2017 0.55% 17305EEW110/10/20178,000,000.00 7,999,936.00 8,006,875.04 5% clean up callCCCIT 2013-A6 A6 9/7/2018 1.32% 17305EFE09/7/20184,250,000.00 4,271,398.75 4,282,871.07 5% clean up callCHAIT 2012‐A5 A58/15/2017 0.59% 161571FL3 8/15/2017 3,000,000.00 3,000,009.00 3,005,976.56 10% clean up callCHAIT 2006-A2 A2 4/16/2018 5.16% 161571BC74/16/20182,426,000.00 2,495,393.30 2,514,700.63 10% clean up callCHAIT 2014-A1 A1 1/15/2019 1.15% 161571GJ71/15/201913,000,000.00 13,026,936.00 13,057,890.69 10% clean up callCHARLES SCHWABCORP 0.85% 12/04/15 808513AH8 12/4/2015 4,500,000.00 4,506,808.50 4,516,965.00 Make‐whole call +10 bps until 12/4/15CHEVRON CORP3/2/2018 0.432967% 166764AW0 3/2/2018 4,000,000.00 3,986,112.00 4,000,000.00 Float quarterly: LIBOR +17 bps CISCO SYSTEMS INC 06/15/2018 17275RAY8 6/15/2018 5,500,000.00 5,509,619.50 5,500,000.00 Float quarterly: LIBOR +31 bpsCITIGROUP INC7/25/2016 1.2161% 172967GV7 7/25/2016 3,000,000.00 3,008,496.00 3,018,570.00 Float quarterly: LIBOR +96 bpsCITIGROUP INC 3/10/2017 0.7744% 172967HL8 3/10/2017 1,000,000.00 997,247.00 999,690.00 Float quarterly: LIBOR +54 bpsCITIGROUP INC 4/27/2018 0.967% 172967JQ5 4/27/2018 5,000,000.00 4,984,750.00 5,000,000.00 Float quarterly: LIBOR +69 bpsCOMCAST CORP 6/15/2016 4.95% 20030NAG66/15/20161,402,000.00 1,457,216.37 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 10,001,820.00 10,000,000.00 Float quarterly: LIBOR +41 bps CREDIT SUISSE NEW YORK 4/27/2018 0.9574 22546QAW74/27/2018 5,500,000.00 5,499,983.50 5,500,000.00 Float quarterly: LIBOR +68 bpsFANNIE MAE 02/27/2017 0.65% 3135G0XL22/27/20173,660,000.00 3,652,994.76 3,654,876.00 Quarterly; First 11/27/13; Last 11/27/16FANNIE MAE 1% 06/19/2017 3136G1NQ86/19/201710,000,000.00 10,012,930.00 10,000,000.00 Quarterly; First 12/19/13; Last 3/19/17FREDDIE MAC 4/14/2017 0.8% 3134G6PN74/14/2017 10,000,000.00 10,002,980.00 10,012,500.00 One time: 4/14/16FREDDIE MAC 5/25/17 0.80% 3134G6W415/25/2017 10,000,000.00 10,001,290.00 10,000,000.00 One time: 11/25/15FREDDIE MAC 0.85% 05/26/2017 3134G6E825/26/201711,545,000.00 11,529,379.62 11,543,845.50 Quarterly; First 8/26/15; Last 2/26/17FREDDIE MAC0.75% 05/26/2017 3134G6R705/26/20175,000,000.00 5,000,595.00 4,995,500.00 One time: 5/26/16FREDDIE MAC 0.85% 06/16/2017 3134G6W666/16/20175,000,000.00 5,001,560.00 5,000,000.00 One time: 6/16/16FEDERAL FARM CREDITBANK 10/6/2016 0.67 3133EDWQ1 10/6/2016 10,000,000.00 10,013,210.00 9,997,500.00 Call anytime after 10/6/15FEDERAL FARM CREDITBANK 10/14/2016 0.6 3133EDXG2 10/14/2016 5,000,000 5,000,635.00 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 2,506,520.00 2,522,075.00 Call anytime after 9/28/15FIFTH THIRD BANK 2/26/2016 0.9% 31677QAX7 2/26/20166,810,000.00 6,816,564.84 6,821,310.80 Call anytime after 1/26/16FIFTH THIRD BANK 11/18/2016 0.7481% 31677QAZ2 11/18/20168,360,000.00 8,371,896.28 8,371,221.50 Float quarterly: LIBOR +51 bps; Call after 10/18/16FITAT 2014‐1 A2 8/15/2016 0.46% 31679JAB9 8/15/20161,204,180.38 1,204,141.84 1,204,148.11 10% clean up callGE DEALER FLOORPLANMASTER NT 04/20/18 36159LCF1 4/20/20184,690,000.00 4,686,745.14 4,690,000.00 Float monthly: LIBOR +40 bps; 10% clean up callGEET 2015-1 A211/24/2017 0.89% 36164EAB1 11/24/2017 6,500,000.00 6,504,218.50 6,499,301.25 10% clean up callGENERAL ELEC CAPCORP 05/11/2016 36962G2V5 5/11/20164,635,000.00 4,643,630.37 4,583,207.70 Float quarterly: LIBOR +20 bpsGEORGIA POWER COMPANY 4/15/2016 3% 373334JV44/15/20164,395,000.00 4,472,523.41 4,500,919.50 Make‐whole call +15 bps until 4/15/16HARLEY-DAVIDSON 0.8% 01/15/19 41284CAB01/15/20195,500,000.00 5,500,341.00 5,499,959.85 10% clean up callHAROT 2014‐1 A2 8/22/2016 0.41% 43813JAB1 8/22/20161,918,274.29 1,917,873.37 1,918,129.26 10% clean up callHAROT 2014‐2 A29/19/2016 0.39% 43814GAB6 9/19/20162,055,110.91 2,054,305.31 2,054,950.41 10% clean up callHAROT 2015-1 A27/17/2017 0.7% 43814KAB7 6/15/2017 5,435,000.00 5,433,532.55 5,437,619.68 10% clean up callHAROT 2014-1 A3 12/21/2017 0.67% 43813JAC9 12/21/2017 4,250,000.00 4,243,246.75 4,247,675.80 10% clean up callHAWAII-TXBL-REF-ES 8/1/2016 0.731% 4197915E48/1/201614,250,000.00 14,257,267.50 14,251,690.00 Make‐whole call +10 bpsHDMOT 2013‐1 A3 7/16/2018 0.65% 41283YAC1 7/16/20181,105,365.48 1,105,350.01 1,103,897.41 10% clean up callHDMOT 2015-1 A2A1/15/2019 0.95% 41284BAB2 1/15/2019 12,900,000.00 12,910,539.30 12,899,895.51 10% clean up callHONDA AUTO RECEIV-ABLES 08/21/2017 43813NAB2 8/21/2017 2,000,000.00 1,999,888.00 1,999,880.20 10% clean up callHSBC USA INC 11/13/2017 0.57185% 40428HPM811/13/20177,955,000.00 7,930,347.46 7,953,996.43 Float quarterly: LIBOR +34 bpsCONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESJune 30, 2015 Exhibit VI (a)DESCRIPTIONCUSIPMATURITY DATEPARMARKETCOSTPROVISIONS($) ($) ($)CONTRA COSTA COUNTYCALTRUST SHORT TERM FUNDSTRUCTURED SECURITIESJune 30, 2015IBM CORP 7/22/2016 1.95% 459200GX37/22/201612,450,000.00 12,628,869.15 12,714,064.50 Make‐whole call +15 bps until 7/22/16INDUSTRY PUB FACS-A 1/1/2017 1.764% 45656TAQ11/1/20177,700,000.00 7,695,919.00 7,700,000.00 Make‐whole call +25 bps JDOT 2015-A A2A2/15/2018 0.87% 47787UAB9 2/15/2018 7,155,000.00 7,167,020.40 7,154,539.22 10% clean up callJOHN DEERE CAPITAL CORP 1/16/2018 0.543 24422ESU4 1/16/2018 12,165,000.00 12,146,509.20 12,181,594.50 Float quarterly: LIBOR +29 bpsJP MORGAN CHASE BANKNA 6/13/2016 0.6101 48121CJM9 6/13/2016 6,650,000.00 6,634,339.25 6,576,340.50 Float quarterly: LIBOR +33 bpsJPMORGAN CHASE & CO 2/15/2017 0.750933% 46623EJZ32/15/2017 1,500,000.00 1,502,086.50 1,503,180.00 Float quarterly: LIBOR +52 bpsKEY BANK NA 11/25/2016 0.7516% 49327M2E311/25/2016 8,000,000.00 8,002,816.00 8,023,008.00 Float quarterly: LIBOR +49 bps; Call anytime on or after 10/25/16LOUISVILLE GAS & ELEC 11/15/2015 1.625% 546676AS611/15/20156,000,000.00 6,019,320.00 6,046,140.00 Make‐whole call +10 bps until 11/15/15MBALT 2014-A A2A 6/15/2016 0.48% 58768EAC36/15/20161,297,333.66 1,297,353.12 1,297,283.29 10% clean up callMANUF & TRADERS TRUST CO 7/25/2017 0.53 55279HAH3 7/25/2017 5,000,000.00 4,969,235.00 5,000,000.00 Float quarterly: LIBOR +30 bps MBALT 2013‐B A3 7/15/2016 0.62% 58768DAC5 7/15/20163,974,400.18 3,973,386.70 3,974,855.79 10% clean up callMBALT 2015-A A2A2/15/2017 0.78% 58768LAB9 2/15/2017 4,000,000.00 4,002,264.00 3,999,774.00 10% clean up callMBART 2014-1 A2 2/15/2017 0.43% 587729AB0 2/15/2017 1,285,870.87 1,285,485.11 1,285,795.39 10% clean up callMISSISSIPPI ST-B-TXBL 10/1/2016 0.64% 605581FW2 10/1/2016 2,780,000.00 2,777,664.80 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 2,509,472.90 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 2,517,883.20 2,520,000.00 Make‐whole call +25 bpsMORGAN STANLEY 1/5/2018 1.007098% 61761JVN61/5/20187,938,000.00 7,945,128.32 7,946,613.24 Float quarterly: LIBOR +74 bpsNALT 2014-B A2A 4/17/2017 0.73% 65490BAB1 4/17/2017 8,072,401.48 8,073,902.94 8,071,769.41 10% clean up callNAROT 2014-B A2 6/15/2017 0.6% 65477WAB2 6/15/2017 3,875,000.00 3,873,353.13 3,874,791.91 5% clean up callNAROT 2015-A A2 9/15/2017 0.67% 65477UAB6 9/15/2017 5,000,000.00 4,995,940.00 4,999,748.00 5% clean up callNEW YORK ST DORM AUT 2/15/17 .93% 64990EJ32 2/15/2017 3,685,000.00 3,683,820.80 3,685,221.10 Make‐whole call +20 bps NEW YORK ST URBAN DEV 3/15/2016 0.63% 650035K56 3/15/2016 10,000,000.00 9,997,800.00 10,000,000.00 Make‐whole call +25 bpsNY DORM AUTH-D-TXBL 3/15/2016 0.66% 64990ERF6 3/15/2016 2,500,000.00 2,504,350.00 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 3,894,929.50 4,086,390.00 Call anytime after 10/1/15PNC BANK NA 06/01/2018 69353REN4 6/1/2018 3,000,000.00 2,993,946.00 3,000,000.00 Float quarterly: LIBOR +42 bpsPNC BANK NA 1/27/2017 1.125% 69353RCG1 1/27/2017 7,735,000.00 7,735,603.33 7,756,047.90 Call anytime on and after 10/1/15PRVDNC HLTH & SVC OBL GR 10/1/2015 0.80 743755AK6 10/1/2015 5,600,000.00 5,602,620.80 5,600,000.00 Float monthly: LIBOR +35 bps STATE STREET BANK &TRST 12/08/15 85744NAB7 12/8/20154,280,000.00 4,277,564.68 4,272,056.00 Float quarterly: LIBOR +20 bpsTAOT 2014‐B A2 12/15/2016 0.4% 89231RAB0 12/15/2016559,690.07 559,575.90 559,641.55 5% clean up callTAOT 2013-A A3 1/17/2017 0.55% 89236RAC3 1/17/2017 1,565,660.73 1,565,784.42 1,566,639.28 5% clean up callTAOT 2014-A A31 2/15/2017 0.67% 89231MAC9 12/15/2017 1,250,000.00 1,247,475.00 1,247,412.11 5% clean up callTAOT 2015-A A27/17/2017 0.71% 89236WAB4 7/17/2017 6,700,000.00 6,696,743.80 6,699,936.35 5% clean up callTOYOTA MOTOR CREDITCORP 9/15/2016 2% 89233P5E2 9/15/2016 895,000.00 908,193.20 911,512.75 Make‐whole call +20 bps until 9/15/16UNIV OF CALIFORNIA‐AN 5/15/2016 0.634% 91412GUT0 5/15/2016 1,830,000.00 1,831,116.30 1,830,000.00 Make‐whole call +5 bpsUNION BANK NA 9/26/2016 0.9996% 90521APG7 9/26/20162,515,000.00 2,525,585.64 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 13,003,146.00 13,000,000.00 Float quarterly: LIBOR +32 bps UNIVERSITY CALIF REVS 07/01/2041191412GEZ4 7/1/20417,980,000.00 7,983,112.20 7,980,000.00 Float monthly: LIBOR +58 bpsUNION BANK NA9/26/2016 1.5%90521APH5 9/26/2016 4,575,000.00 4,589,475.30 4,603,999.75 Call anytime on and after 8/26/16US BANK NA CINCINNATI 1/26/2018 0.55572 90331HMR1 1/26/2018 4,500,000.00 4,494,181.50 4,503,960.00 Float quarterly: LIBOR +30 bps US BANK NA CINCINNATI 1/30/2017 0.4661% 90331HMD2 1/30/2017 4,500,000.00 4,494,181.50 4,503,960.00 Float quarterly: LIBOR +23 bpsUS BANK NA CINCINNATI 1/30/2017 1.1% 90331HMC4 1/30/2017 1,500,000.00 1,503,423.00 1,508,505.00 Call anytime on and after 12/30/16USAOT 2014-1 A31 2/15/2017 0.58% 90290KAC9 12/15/2017 2,420,000.00 2,419,951.60 2,419,054.70 10% clean up callVALET 2012‐1 A3 8/22/2016 0.85% 92867GAC7 8/22/2016388,015.65 96,021.07 389,182.69 10% clean up callVALET 2013‐2 A2 7/20/2016 0.67% 92867PAB9 7/20/2016267,749.53 267,749.79 267,739.51 10% clean up callVALET 2013-2 A3 4/20/2018 0.7% 92867PAC7 4/20/2018 6,000,000.00 5,994,336.00 5,981,484.36 10% clean up callVERIZON COMMUNICATIONS 9/15/2016 1.7823 92343VBL7 9/15/2016 1,925,000.00 1,948,689.05 1,925,000.00 Float quarterly: LIBOR +153 bpsVERIZON COMMUNICATIONS 6/9/2017 0.6306% 92343VCD4 6/9/2017 1,000,000.00 997,600.00 1,000,000.00 Float quarterly: LIBOR +40 bps VWALT 2014-A A3 4/20/2017 0.8% 92867QAD34/20/2017 6,000,000.00 6,000,492.00 6,004,687.50 10% clean up callVWALT 2015-A A2A 6/20/2017 0.87% 92867VAB6 6/20/2017 2,000,000.00 2,000,544.00 1,999,990.20 10% clean up callTOTAL 530,443,498.52 530,722,802.92 531,868,797.25 Notes:1. The security has a mandatory put date of 7/1/2017.Contra Costa County invests approximately $148.6 million in the CalTRUST Short Term Fund which had assets of $1,014.2 million as of 6/30/15. 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 $751,002.50 $750,000.00 Make-whole callBANK OF AMERICA NA 06050TLU4 02/14/2017 $500,000.00 $500,632.17 $500,000.00 Float quarterly: LIBOR +47 bps BANK OF AMERICA NA 06050TMB5 06/05/2017 $250,000.00 $250,225.66 $250,000.00 Float quarterly: LIBOR +45 bpsBB&T CORPORATION 05531FAG8 02/16/2016 $750,000.00 $768,276.17 $766,320.00 Call anytime on or after 2/16/16BERKSHIRE HATHAWAY FIN 084664CD1 01/12/2018 $750,000.00 $751,879.34 $750,000.00 Float quarterly: LIBOR +30 bps CISCO SYSTEMS INC 17275RAY8 06/15/2018 $750,000.00 $751,485.60 $750,000.00 Float quarterly: LIBOR +31 bpsFANNIE MAE 3136G1NQ8 06/19/2017 $1,000,000.00 $751,485.60 $750,000.00 Quarterly: First 12/19/13; Last: 3/19/17FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $200,000.00 $200,143.63 $199,336.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDGM8 03/10/2016 $1,000,000.00 $1,000,718.17 $998,200.00 Call anytime on or after 6/10/14FEDERAL FARM CREDIT BANK 3133EDXG2 10/14/2016 $1,000,000.00 $1,001,560.06 $1,001,000.00 Call anytime on or after 10/14/15FITAT 2014-2 A2A 31679KAB6 04/17/2017 $418,868.99 $418,988.78 $418,822.95 10% clean up callGEET 2015-1 A2 36164EAB1 11/24/2017 $400,000.00 $400,338.71 $399,957.00 10% clean up callHAROT 2014-2 A2 43814GAB6 09/19/2016 $102,755.55 $102,729.74 $102,747.52 10% clean up callHAROT 2015-1 A2 43814KAB7 06/15/2017 $335,000.00 $335,013.77 $334,982.51 10% clean up callHAWAII-TXBL-REF-ES 4197915E4 08/01/2016 $750,000.00 $753,672.00 $750,000.00 Make-whole call +10 bpsHDMOT 2015-1 A2A 41284BAB2 01/15/2019 $500,000.00 $500,586.28 $499,995.95 10% clean up callHTMOT 2014 - A A2 41284AAB4 04/15/2018 $157,808.82 $157,847.76 $157,798.14 10% clean up callJDOT 2014-A A2 47787VAB7 09/15/2016 $284,960.66 $285,013.38 $284,949.52 10% clean up callMBALT 2014-A A2A 58768EAC3 09/15/2015 $254,047.06 $254,105.07 $254,040.35 10% clean up callMISSISSIPPI ST-B-TXBL 605581FW2 10/01/2016 $300,000.00 $300,228.00 $300,000.00 Make-whole call +20 bpsPNC BANK NA 69349LAH1 01/28/2016 $750,000.00 $753,606.00 $751,785.00 Call anytime on or after 12/28/15PENAR 2013-1A A1 70659PAE1 11/18/2017 $750,000.00 $750,475.98 $750,000.00 Float monthly: LIBOR +39 bpsNAROT 2014-B A2 65477WAB2 06/15/2017 $750,000.00 $749,881.25 $749,959.73 5% clean up callPRICOA GLOBAL FUNDING 1 74153WCA5 08/19/2015 $300,000.00 $300,236.63 $300,819.00 Float quarterly: LIBOR +27 bps PRICOA GLOBAL FUNDING 1 74153WCA5 08/19/2015 $375,000.00 $375,295.79 $375,000.00 Float quarterly: LIBOR +27 bpsSTATE OF OHIO REVENUE BOND 677520FR4 10/01/2015 $750,000.00 $768,858.75 $750,000.00 Call anytime on or after 10/1/15TAOT 2015-A A2 89236WAB4 07/17/2017 $600,000.00 $599,897.73 $599,994.30 5% clean up callUNIV OF CALIFORNIA REVENUES 91412GUT0 05/15/2016 $250,000.00 $250,355.03 $250,000.00 Make-whole call +5 bpsUS BANK NA CINCINNATI 90331HMR1 01/26/2018 $300,000.00 $299,929.45 $300,000.00 Float quarterly: LIBOR +30 bps US BANK NA CINCINNATI 90331HMR1 01/26/2018 $450,000.00 $449,894.18 $451,206.00 10% clean up callUSAOT 2014-1 A2 90290KAB1 10/17/2016 $100,693.68 $100,703.13 $100,689.73 10% clean up callVALET 2012-1 A3 92867GAC7 08/22/2016 $23,999.13 $24,011.50 $24,071.31 10% clean up callVOLKSWAGEN GROUP AMERICA 928668AD4 05/23/2016 $500,000.00 $499,853.00 $500,000.00 Float quarterly: LIBOR +22 bps Total$16,353,133.89 $16,158,930.81 $16,121,675.01CONTRA COSTA COUNTYWELLS CAP MANAGEMENTSTRUCTURED SECURITIESJune 30, 2015 Pooled Money Investment Account Portfolio as of 06-30-15 PAR VALUES MATURING BY DATE AND TYPE Maturities in Millions of Dollars 1 day 31 days 61 days 91 days 121 days 151 days 181 days 211 days 271 days 1 year 2 years 3 years 4 yearsto to to to to to to to to to to to toITEM 30 days 60 days 90 days 120 days 150 days 180 days 210 days 270 days 1 year 2 years 3 years 4 years 5 year/out TREASURY 1,100$ 400$ 900$ 2,550$ 950$ 1,750$ 850$ 4,550$ 7,300$ 12,200$ 500$ REPO TDs 1,931$ 1,069$ 1,294$ 360$ 483$ 302$ AGENCY 1,176$ 100$ 100$ 200$ 50$ 550$ 1,150$ 2,380$ 3,075$ 882$ 781$ CP CDs + BNs 2,500$ 950$ 1,325$ 800$ -$ 350$ CORP BND 5,650$ 1,700$ 2,200$ 1,800$ 500$ 900$ 1,100$ 400$ 1,000$ 100$ TOTAL 70,207$ 12,356$ 4,219$ 5,819$ 5,710$ 1,983$ 3,852$ 3,100$ 7,330$ 11,375$ 13,182$ 1,281$ -$ -$ PERCENT 17.6% 6.0% 8.3% 8.1% 2.8% 5.5% 4.4% 10.4% 16.2% 18.8% 1.8% 0.0% 0.0% Notes: 1.SBA Floating Rate Securities are represented at coupon change date.2.Mortgages are represented at current book value.3.Figures are rounded to the nearest million.4.Does not include AB55 and General Fund loans.Exhibit VIIState of California State of California Pooled Money Investment Account Market Valuation 6/30/2015 Description Carrying Cost Plus Accrued Interest Purch. Amortized Cost Fair Value Accrued Interest United States Treasury: Bills 12,478,798,026.25 $ 12,486,334,849.86 $ 12,490,802,500.00 $ NA Notes 20,558,752,232.85 $ 20,555,536,741.39 $ 20,580,129,500.00 $ 21,455,182.50 $ Federal Agency: SBA 585,671,321.30 $ 585,666,243.58 $ 581,898,249.19 $ 515,761.93 $ MBS-REMICs 88,086,151.74 $ 88,086,151.74 $ 94,368,771.34 $ 419,094.47 $ Debentures 1,356,989,977.45 $ 1,356,980,116.34 $ 1,357,742,600.00 $ 3,825,064.96 $ Debentures FR -$ -$ -$ -$ Discount Notes 6,937,478,493.01 $ 6,939,792,520.75 $ 6,941,176,500.00 $ NA GNMA -$ -$ -$ -$ Supranational Debenture 450,178,265.15 $ 450,178,265.15 $ 450,788,000.00 $ 759,031.50 $ CDs and YCDs FR -$ -$ -$ -$ Bank Notes 700,000,000.00 $ 700,000,000.00 $ 699,897,195.93 $ 433,666.67 $ CDs and YCDs 14,650,014,748.62 $ 14,650,014,748.62 $ 14,642,625,872.59 $ 4,375,027.76 $ Commercial Paper 5,921,030,472.27 $ 5,922,910,944.52 $ 5,922,245,201.40 $ NA Corporate: Bonds FR -$ -$ -$ -$ Bonds -$ -$ -$ -$ Repurchase Agreements -$ -$ -$ -$ Reverse Repurchase -$ -$ -$ -$ Time Deposits 5,437,540,000.00 $ 5,437,540,000.00 $ 5,437,540,000.00 $ NA AB 55 & GF Loans 441,948,027.07 $ 441,948,027.07 $ 441,948,027.07 $ NA TOTAL 69,606,487,715.71 $ 69,614,988,609.02 $ 69,641,162,417.52 $ 31,782,829.79 $ Fair Value Including Accrued Interest $ 69,672,945,247.31 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 (1.000375979). 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 $20,007,519.59 or $20,000,000.00 x 1.000375979. 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 June 30, 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: 06/30/15 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 $ 585.666 million b. Agency MBS-REMIC’S $ 88.086 million (Medium term sub-total) $ 673.752 million c.Commercial Paper (Short term sub-total) $ 774.196 million U.S. $1,447.948 million As of: 06/30/15 Exhibit VII (b) State of California Total Portfolio As of: 06/30/15 $69,606,487,715.71 Structured notes and Medium-term Asset-backed securities as a percent of portfolio: 0.97% Short-term Asset-Backed Commercial Paper (ABCP) as a percent of portfolio: 1.11% * Total Medium-term and Short-term Structured notes and Asset-backed securities as a percent of portfolio: 2.08% *ABCP purchased by the Pooled Money Investment Account (PMIA) does not include Structured Investment Vehicles (SIVs) nor do any of the approved ABCP programs include SIVs as underlying assets. Exhibit VII (b) State of California Exhibit VIIIPar Value2,197,263,654.09 Book Price100.051Book Value2,198,391,685.69 Average Days to Maturity 275Market Value 2,199,356,705.18 Coupon0.5309%Market Price100.095 YTM0.4896%Yield ChangeMarket ValueMarket Price Gain/Loss2(bps)($)($)(bps)‐502,207,598,401.45 100.47037.46‐252,203,465,305.88 100.28218.68‐102,200,997,219.32 100.1707.4902,199,356,705.18 100.0950.00102,197,720,077.27 100.021‐7.39252,195,272,393.38 99.909‐18.58502,191,212,166.55 99.725‐36.96Note: 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 37.44 bps. If the yield were to go up by 50 bps, the market value of the portfolio would decrease by 36.99 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 June 30, 2015 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 SECURITIESJune 30, 2015