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Attachment 3 (Finance)
cm I CHANDLER ASSi=T MA.NAGIN JT Monthly Account Statement City of National City March 1, 2013 through March 31, 2013 Chandler Team For questions about your account, please call (800) 317-4747 or Email operations@chandlerasset.com Custodian Bank of New York Mellon Trust Company Amy Kung 213-630-6374 information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Prices are provided by 1DC, an independent pricing source. San Diego, CA 92121 Phone B01:1_3174747 ' Fax .3741 I www.chandleras .cO City of National City Account #10162 Average Duration Average Coupon Average Purchase YTM Average Market YTM Average S&P/Moody Rating Average Final Maturity Average Life atitit1, -51.111 Agency (77.5 %) Total Rate of Return As of 3/31/2013 City of National City 1,76 2,18 % 0.47 % 0.30 % AA+/Aaa 1.81 yrs 1.81 yrs Money Market IFFund Fl (0.2 %) US Treasury (22.2 %) Portfolio Summary As of 3/31/2013 Market Value Accrued Interest Total Market Value Income Earned Cont1WD Par Book Value Cost Value 30% 25% 20% 15% 10% 5% 13.8 % Beg. Values as of 2/28/13 20,008,262 121,747 18.0 % 4.6% I 20,130,010 35,502 19,466,399 20,253,864 20,253,864 5.5% 28.4 % End Values as of 3/31/13 20,035,839 106,531 20,142,370 35,508 -1,006 19,510,038 20,295,947 20,295,947 21.8 % 0-,25 25-8 8 T - 2 2-3 4 4.5 5+ Maturity (Yrs) Current Latest Year Month 3 Months To Date 1 Yr 0.07 % 0.12 % 0.12 % 0.79 % Issuer % Portfolio Government of United States 22.2 % 22.0 Federal National Mortgage Assoc Federal Home Loan Mortgage Corp 20.6 Federal Home Loan Bank 19.2 Federal Farm Credit Bank 15.7 Federated Govt Obligation Money 0.2 % UALITY (S&P) AA (99.8 %) Annualized 3 Yrs N/A 5 Yrs N/A 10 Yrs N/A 2/29/2012 0.69 % 100.0 % Since 2/29/2012 0.75 % 1 1-3 Yr TreasuryAgency 0.03 % 0.12 % 0.12 % 0.64 % N/A N/A N/A 0.55% 0.60 % Chandler Asset Management - CONFIDENTIAL Page 1 Execution Time: 4/2/2013 12:56:51 PM City of National City Account #10162 Holdings Report As of 3/31/13 IJ3kP ScoEJrttyy DesCr ptiot1 ,Par Va/Lie10111itt, Purchase Date Cost Value Mkt Prkoe Market Value % Port_ Moody Maturity BOOR Yield _ $ook Value Mkt YT 'I Aczruock kttit Gain/Loss: S&P Duration AGENCY 31398AMW9 FNMA Note 3.25% Due 4/9/2013 575,000.00 02/27/2012 0.22% 594,371,18 594, 371.18 100.07 0.19% 575,391.00 8,928.47 2.90 % Aaa 0.02 (18,980.18) AA+ 0.02 31398AJ94 FNMA Note 1.75% Due 5/7/2013 580,000.00 02/24/2012 590,420.86 0.24 % 590,420.86 100.17 580,960.48 2.90 % Aaa 0.10 0.09 % 4,060.00 (9,460.38) AA+ 0.10 31331KU40 FFCB Note 0.29% Due 5/16/2013 490,000.00 02/24/2012 0.26 % 490.164.15 490,164.15 100.02 490,102.41 2.44 % Aaa 0.13 0.12 % 532.88 (61.74) AA+ 0.12 3133XXYX9 FHLB Note 1.875% Due 6/21/2013 585,000.00 02/27/2012 0.27 % 597,343.50 597,343.50 100.40 587,337.08 2.93 % Aaa 0.22 0.08 % 3,046.88 (10,006.42) AA+ 0.22 31398AX31 FNMA Note 1.25% Due 8/20/2013 490, 000.00 03/07/2012 0.28 % 496,872.25 496,872.25 100.43 492,090.34 2.45 % Aaa 0.39 0.14 % 697.57 (4,781.91) AA+ 0.39 3133X1BV8 FHLB Note 415,000.00 03/07/2012 4.5% Due 9/16/2013 0.30 % 441,480.32 441,480.32 102,02 423,394.62 . 2.11 % Aaa 0.46 0.08 % 778.13 (18,085.70) AA+ 0.46 3133XSAE8 FHLB Note 3.625% Due 10/18/2013 560,000.00 02/21/2012 590,312.81 0.34 % 590,312.81 101.91 570,672.48 2.88 % Aaa 0.55 0.14 % 9,191.39 (19,640.33) AA+ 0.54 3134A4UK8 FHLMC Note 4 875% Due 11/15/2013 460,000.00 02/24/2012 495,671.16 0.34 % 495,671.16 102.99 473,762.28 2.39 % Aaa 0.63 0.06 % 8,471.67 (21,908.88) AA+ 0.61 31331RP90 FFCB Note 545,000.00 02/28/2012 5.45% Due 12/11/2013 0.42 % 593,701.20 593,701.20 103.69 565,121.40 2.85 % Aaa 0.70 0.13 % 9,075.76 (28,579.80) AA+ 0.68 31398AVZ2 FNMA Note 470,000.00 02/24/2012 2.75% Due 3/13/2014 0.38 % 492,683.61 492,683.61 102.45 481,504,19 2.39 % Aaa 0.95 0.17 % 646.25 (11,179.42) AA+ 0.94 3137EACB3 FHLMC Note 475,000.00 02/21/2012 2.5% Due 4/23/2014 0.42 % 496,260.53 496,260.53 102.48 486,797.10 2.44 % Aaa 1.06 0.16 % 5,211.81 (9,463.43) AA+ 1.04 3133X7FK5 FHLB Note 5.25% Due 6/18/2014 530,000.00 02/21/2012 589,291.10 0.40 % 589,291,10 106.17 562,706.30 2.83 % Aaa 1.22 0.16 % 7,961.04 (26,584.80) AA+ 1.18 3137EACD9 FHLMC Note 3% Due 7/28/2014 470,000.00 02/24/2012 498,859.88 0.45 % 498, 859.88 103.61 486,965.12 2.43 % Aaa 1.33 0.27 % 2,467.50 (11,894.76) AA+ 1.30 31398AZV7 FNMA Note 470,000.00 02/21/2012 2.625% Due 11/20/2014 0.54 % 496,614.22 496,614.22 103.91 488,371.83 2.45 % Aaa 1.64 0.23 % 4,489.48 (8,242.39) AA+ 1.60 3137EACHO FHLMC Note 560,000.00 2.875% Due 2/9/2015 02/24/2012 0.53 % 598,380.16 598,380.16 104.77 586,722.08 2.92 % Aaa 1.86 0.29 % 2,325.56 (11,658.08) AA+ 1.81 31398AU34 FNMA Note 2.375% Due 7/28/2015 470,000.00 02/24/2012 497,406.17 0.65 % 497,406.17 104.64 491,810.35 2 45 % Aaa 2.33 0.37 % 1,953.44 (5,595.82) AA+ 2.26 3133EADW5 FFCB Note 425,000.00 04/19/2012 0.55% Due 8/17/2015 0.60 % 424,260.50 424,260.50 100.16 425,661.30 2.11 % Aaa 2.38 0.48 % 285.69 1,400.80 AA+ 2.36 3137EACM9 FHLMC Note 1 75% Due 9/10/2015 535,000.00 02/24/2012 0.67 % 555,169.50 555,169.50 103.33 552,803.19 2.75 % Aaa 2.45 0.38 % 546.15 (2,366.31) AA+ 2.40 313370JB5 FHLB Note 1 75% Due 9/11/2015 565,000.00 01/11/2013 0.38 585,407.80 585,407.80 103.30 583,664.21 2.90 % Aaa 2.45 0.39 % 549.31 (1,743.59) AA+ 2.40 31331J2S1 FFCB Note 375,000.00 02/27/2012 386,490.75 1.5% Due 11/16/2015 0.66 % 386,490.75 102.99 386,200 13 1.93 % Aaa 2.63 0.36 % 2,109.38 (290.62) AM- 2.57 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 4/2I2013 12:56:51 PM I City of National City �,K-aqi Account #10162 Holdings Report As of 3/31/13 CUS1P Security t ieseripiaan AGENCY P nrctrate:Date Cast Value Mki Price Market Values To. of Port, Moody . Mati "rtity Fas:valuen.tnits Book .Yield Book ValueMkt Y IRO) Accizued.lrat. Gairt/1,.oss SAP Dijrt tkv?1. 313371 NW2 FHLB Note 1.375% Due 12/11/2015 600, 000.00 11/16/2012 0.39 % 617,928.00 617,928.00 3135G0SB0 FNMA Note 0.375% Due 12/21/2015 490,000.00 11/26/2012 0.45 % 488,858.30 488,858.30 3133ECFV1 FFCB Note 0.43% Due 1/29/2016 515,000.00 02/25/2013 0.44% 514,902.15 514,902.15 3133EAJU3 FFCB Note 1.05% Due 3/28/2016 3135G0BA0 FNMA Note 2.375°I° Due 4/11/2016 3137EACT4 FHLMC Note 2.5% Due 5/27/2016 3137EACW7 FHLMC Note 2% Due 8/25/2016 31331 V3Z7 FFCB Note 5.2% Due 9/15/2016 313371PV2 FHLB Note 1.625% Due 12/9/2016 340,000.00 03/11/2013 0.46 % 346,079.20 346,079.20 375,000.00 02/24/2012 397,993.13 0.86 % 397,993.13 375,000.00 03/20/2012 395,804.63 1 14 % 395,804.63 575,000,00 01/09/2013 0.56% 365,000.00 06/22/2012 0.88% 604,762.00 604,762.00 430,134.25 430,134.25 480,000.00 02/29/2012 494,668.80 0.97 % 494,668.80 3135GOGY3 FNMA Note 1.25% Due 1/30/2017 3137EADCO FHLMC Note 1% Due 3/8/2017 400,000.00 09/17/2012 409,328.00 0.71 % 409,328.00 535,000.00 08/20/2012 538,386.55 0.86 % 538,386.55 15,750,006.66 Total Agency 15,095,000.00 0.50 % 15,750,006.66 102.65 615,915.60 3.07 % Aaa 2.70 0.38 % 2,520.83 (2,012.40) AA+ 2.64 99.88 489,420.82 2.43 % Aaa 2.73 0.42 % 510.42 562.52 AA+ 2.70 100.06 515,284.80 2.56 % Aaa 2.83 0.41 % 239.90 382.65 AA+ 2.81 101.99 346,780.96 1.72 % Aaa 2.99 0.38 % 29.75 701.76 AA+ 2.95 105.89 397,090.13 1.99 % Aaa 3.03 0.42 % 4,205.73 (903.00) AA+ 2.91 106.28 398,536.88 1.99 % Aaa 3.16 0.49 % 3,229.17 2,732.25 AA+ 3.03 104.95 603,478.60 3.00 % Aaa 3.41 0.53 % 1,150.00 (1,283.40) AA+ 3.29 115.54 421,712.24 2.10 % Aaa 3.46 0.65 % 843.56 (8,422.01) AA+ 3.21 103.95 498,942.72 2.49 % Aaa 3.70 0.54 % 2,426.67 4,273.92 AA+ 3.57 102.18 408,732.00 2.03 % Aaa 3.84 0.67 % 847.22 (596.00) AA+ 3.74 101.22 541,526.47 2.69 % Aaa 3.94 0.69 % 341.81 3,139.92 AA+ 3.85 15,529,4.59.11 77.54 % Aaa 1.85 0.31 % 89,673.42 (220,547.55) AA+ 1.80 MONEY MARKET FUND FI 60934N807 Federated Govt Oblig Fund Inst. 50,037.83 Various 50,037.83 1.00 50,037 83 0.25 % Aaa 0.00 0.01 % 50,037.83 0.01 % 0.00 0.00 AAA 0.00 50,037.83 50,037.83 0.25 % Aaa 0.00 Total Money Market Fund Fl 50,037.83 0.01 % 50,037.83 0.01 % 0.00 0.00 AAA 0.00 US TREASURY 912828HY9 US Treasury Note 480,000.00 02/24/2012 496,351.61 100.24 481,143.84 2.42 % Aaa 0.08 3.125% Due 4/30/2013 0.22 % 496,351.61 0.25 % 6,298.34 (15,207.77) AA+ 0.08 912828PB0 US Treasury Note 500,000.00 01/30/2013 501,271.21 100.21 501,035.00 2.49 % Aaa 0.54 0.5% Due 10/15/2013 0.14 % 501,271.21 0.12 % 1.153.85 (236.21) AA+ 0.54 912828PU8 US Treasury Note 490,000.00 02/21/2012 491,705.16 100.23 491,110.34 2A4 % Aaa 0.63 0.5% Due 11/15/2013 0.30 % 491,705.16 0.14 % 927.21 (594.82) AA+ 0.62 912828PZ7 US Treasury Note 500,000.00 02/21/2012 509,493.86 101.03 505,156.00 2.51 % Ma 0.96 1.25% Due 3/15/2014 0.32 % 509,493.86 0.17 % 288.72 (4,337.86) AA+ 0.95 Chandler Asset Management - CONFIDENTIAL. Page 4 Execution Time: 4/2/2013 12:56:51 PM ikCity of National City Account #10162 Holdings Report As of 3/31/13 CUSP Security Desctiplion Purchase Date Post Value Mkt price Mai' tit Valuta. %° bi Pori. Moody Maturity Par V+' lue?Units Book Weld Rook Value Mkt YTM Accrued lot. Da'rndl ash S&P Duration US TREASURY 912828LK4 US Treasury Note 2.375% Due 8/31/2014 470,000.00 02/24/2012 0.39% 493,244.54 493,244.54 103.05 484,338.76 2.41 % Asa 1.42 0.22 °A 970.65 (8,905.78) AA+ 1.40 912828MZ0 US Treasury Note 2.5% Due 4/30/2015 420,000.00 02/24/2012 446,612.34 0.49 % 446,612.34 104.63 439,425.00 2.20 % Aaa 2.08 0.27 % 4,408.84 (7,187.34) AM- 2.02 912828PE4 US Treasury Note 1.25% Due 10/31/2015 435,000.00 02/24/2012 445,434.66 0.59 % 445,434.66 102.38 445,365.18 2.22 % Aaa 2.59 0.32 % 2,283.15 (69.48) AA+ 2.53 9128280A1 US Treasury Note 2.25% Due 3/31/2016 500,000.00 12/14/2012 530,431.36 0.38 % 530,431.36 912828RF9 US Treasury Note 1% Due 8/31/2016 570,000.00 10/12/2012 581,357.38 0.48 % 581,357.38 105.63 528,125.00 2.62 % Aaa 3.00 0.36 % 30.74 (2,306.36) AM- 2.92 101.87 0.45 % 580,643.04 495.65 4,495,902.12 Total US Treasury 4,365,000.00 0.37 % 4,495,902.12 0.26 % 4,456,342.16 16,857.15 2.89% (714.34) 22.21 % (39,559.96) Aaa 3.42 AA+ 3.36 Aaa 1.67 AA+ 1.63 TOTAL PORTFOLIO TOTAL MARKET VALUE PLUS ACCRUED 20,295,946.61 19,510,037.83 0.47 % 20,295,946.61 0.30 % 20,035,839.10 106,530.57 20,142,369.67 100.00 % (260,107.51) Aaa AA+ 1.81 1.76 Chandler Asset Management - CONFIDENTIAL Page 5 Execution Time: 4/212013 12:55:51 PM CAL CHANDLER ASSET M y.NAG'= M SIT Monthly Account Statement City of National City February 1, 2013 through February 28, 2013 Chandler Team For questions about your account, please call (800) 317-4747 or Email operations@chandlerasset.com Custodian Bank of New York Mellon Trust Company Amy Kung 213-630-6374 Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Prices are provided by IDC, an independent pricing source. ',6225 Las* Bouli City of National City Account #10162 Average Duration Average Coupon Average Purchase YTM Average Market YTM Average S&P/Moody Rating Average Final Maturity Average Life 1.80 2.21 % 0.47 % 0.36 % AA+/Aaa 1.84 yrs 1.84 yrs SECTOR Agency (77.6 %) Total Rate of Return As of 2128/2013 City of National City 1-3 Yr TreasuryAgency Money Market Fund Fl (0.1 %) US Treasury (22.3 %) Market Value Accrued Interest Total Market Value Income Earned Cont/WD Par Book Value Cost Value Portfolio Summary As of 2/28/2013 Beg. Values End Values as of 1/31/13 as of 2/28/13 19,999,760 20,008,262 114,888 121,747 20,114,649 20,130,010 36,944 35,502 -1,006 19,438,664 19,466,399 20,229,588 20,253,864 20,229,588 20,253,864 MATURITY DISTRIBUTION IBUTION 25% 20% 15% 10% 5% 20.4 'G 15.2 % 24.7 % 19.2 % 2.7% 0-.25 .25 5 ,5=i 1-2 2.3 3-4 4-5 5+ Maturity (Yrs) Current Latest Year Month 3 Months To Date 0.08% 0.05% 0.05% 1 Yr 0.69 % 0.08 % 0.13 % 0.09 % 0.57 % Issuer Government of United States Federal National Mortgage Assoc Federal Home Loan Mortgage Corp Federal Home Loan Bank Federal Farm Credit Bank Federated Govt Obligation Money AA (99.9 %) Annualized % Portfolio 22.3 % 22.0 % 20.7 % 19.3% 15.7% 0.1 % 3 Yrs N/A N/A 5 Yrs N/A 10 Yrs N/A 2/29/2012 N/A N/A N/A N/A 100.0 % Since 2/29/2012 0.69 % 0.57 % Chandler Asset Management - CONFIDENTIAL Page 1 Execution Time: 3/512013 9:i3:50 AM JAICity of National City Account #10162 Holdings Report As of 2/28/13 Pittrehn.se hate Cost Vallee Mkt Prace Market Value °!%a of Port. CU!SIP_ Sc.cu city'D scrip n Pay VaIueiUruts. Book Yield Bonk Value Mkt YTM AU e ed let. Gala&Ln s AGENCY 31331 GPN3 FFCB Note 2.6% Due 3/4/2013 325,000.00 03/07/2012 0.22% 332,635.88 332,635.88 100.02 1.36 % 325,065.98 4,154.58 31398AMW9 FNMA Note 3.25% Due 4/9/2013 575,000.00 02/27/2012 0.22 % 594,371.18 594,371.18 100.33 0.31 % 576,923.38 7,371.18 1.64% Aaa (7,569.90) AA+ 2.90 % Aaa (17,447.80) AA+ 0.01 0.02 0.11 0.11 31398AJ94 FNMA Note 1.75% Due 5/7/2013 580,000,00 02/24/2012 0.24 % 590,420.86 590,420.86 100.28 581,646,62 2.91 % Aaa 0.19 0.27 % 3,214.17 (8,774.24) AA+ 0.19 31331KU40 FFCB Note 0.29% Due 5/16/2013 490,000.00 02/24/2012 0.26 % 490,164.15 490,164.15 100.03 490,132.30 2.44 % Aaa 0.21 0.17 % 414.46 (31.85) AA+ 0.22 3133XXYX9 FHLB Note 1.875% Due 6/21/2013 585,000.00 02/27/2012 0.27 % 597,343.50 597,343.50 100.53 588,099.33 2.93 % Aaa 0.31 0.19 % 2,132.81 (9.244.17) AA+ 0.31 31398AX31 FNMA Note 1.25% Due 8/20/2013 490,000.00 03/07/2012 496,872.25 0.28 % 496,872.25 100.50 492,427.46 2.45 % Aaa 0.47 0.21 % 187.15 (4,444.79) AA+ 0.48 3133X1BV8 FHLB Note 4.5% Due 9/16/2013 415,000.00 03/07/2012 441,480.32 0.30 % 441,480.32 102.33 424,685.27 2.15 % Aaa 0.55 0.25 % 8,559.38 (16,795.05) AA+ 0.54 3133XSAE8 FHLB Note 560,000.00 02/21/2012 3.625% Due 10/18/2013 0.34 % 590.312.81 590,312.81 102.14 572,007.52 2.88 % Aaa 0.64 0.26 % 7,499.72 (18,305.29) AA+ 0.63 3134A4UK8 FHLMC Note 460,000.00 02/24/2012 4.875% Due 11/15/2013 0.34 % 495,671.16 495,671.16 103.34 475,353.88 2.39 % Aaa 0.71 0.19 % 6,602.92 (20,317.28) AA+ 0.70 31331 RP90 FFCB Note 545,000.00 02/28/2012 5.45% Due 12/11/2013 0.42 % 593,701.20 593,701.20 104.08 567,224.01 2,85 % Aaa 0.78 0.25 % 6,600.56 (26,477.19) AA+ 0.77 31398AVZ2 FNMA Note 2.75% Due 3/13/2014 470,000.00 02/24/2012 492,683.61 0.38 % 492,683.61 102.62 482,298.49 2.43 % Aaa 1.04 0.23 % 6,031.67 (10,385.12) AA+ 1.02 3137EACB3 FHLMC Note 2.5% Due 4/23/2014 475,000.00 02/21/2012 496,260.53 0.42 % 496,260.53 102.64 487,527.65 2.44 % Aaa 1.15 0.21 % 4,222.22 (8,732.88) AA+ 1.13 3133X7FK5 FHLB Note 530,000.00 02/21/2012 5.25% Due 6/18/2014 0,40 % 589,291.10 589,291.10 106.55 564,699.10 2.83 % Aaa 1.30 0.22 % 5,642.29 (24,592.00) AA+ 1.27 3137EACD9 FHLMC Note 3% Due 7/28/2014 470,000.00 02/24/2012 0.45 % 498,859.88 498,859.88 103.80 487,868.46 2.43 % Aaa 1.41 0.31 % 1,292.50 (10,991.42) AA+ 1.39 31398AZV7 FNMA Note 2.625% Due 11/20/2014 470,000.00 02/21/2012 496.614.22 0.54 % 496,614.22 104.08 489,164.25 2.45 % Aaa 1.73 0.26 % 3,461.35 (7,449.97) AA+ 1.69 3137EACHO FHLMC Note 2.875% Due 2/9/2015 560,000.00 02/24/2012 598,380.16 0.53 % 598,380.16 104.97 587,816.32 2.92 % Aaa 1.95 0.31 % 983.89 (10,563,84) AA+ 1.90 31398AU34 FNMA Note 2.375% Due 7/28/2015 470,000.00 02/24/2012 0.65 % 497,406.17 497,406.17 104.76 492,393.15 2.45 % Aaa 2.41 0.39 % 1,023.23 (5,013.02) AA+ 2.36 3133EADW5 FFCB Note 425,000.00 0.55% Due 8/17/2015 04/19/2012 0.60 % 424,260.50 424,260.50 100.09 425,378.25 2.11 % Aaa 2.47 0.51 % 90.90 1,117.75 .AA+ 2.45 3137EACM9 FHLMC Note 1.75% Due 9/10/2015 535,000.00 02/24/2012 555,169.50 0.67 % 555,169.50 103.41 553,239.22 2.77 % Aaa 2.53 0.40 % 4,447.19 (1,930.28) AA+ 2.47 313370JB5 FHLB Note 565,000.00 01;11/2013 1.75% Due 9/11/2015 0.38 % 585,407.80 585,407.80 103.39 584,135.99 2.93 % Aaa 2.53 0.41 % 4,669.10 (1,271.81) AA+ 2.47 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 3/5/2013 9:13:50 AM Alk Account #10162 i City of National City Holdings Report As of 2/28/13 Security Description AGENCY Par: Value/Urtlis Purchase: Date Book Yield Cost Value Mkt Price rail. t Value % of Port. Moody ody Matiaiiy„ Book Value Mitt YTM A,mcttted Inc GdinMLoss .SAP {rdtatirin 31331J2S1 FFCB Note 1.5% Due 11/16/2015 313371 NW2 FHLB Note 1.375% Due 12/11/2015 3135G0SB0 FNMA Note 0.375% Due 12/21 /2015 375,000.00 02/27/2012 0.66 % 600, 000.00 11/16/2012 0.39 % 490,000.00 11/26/2012 0.45% 386,490.75 386,490.75 617,928.00 617,928.00 488,858.30 488,858.30 3133ECFV1 FFCB Note 0.43% Due 1/29/2016 3135G08A0 FNMA Note 2.375% Due 4/11/2016 3137EACT4 FHLMC Note 2.5% Due 5/27/2016 3137EACW7 FHLMC Note 2% Due 8/25/2016 31331V3Z7 FFCB Note 5.2% Due 9/15/2016 313371 PV2 FHLB Note 1.625% Due 12/9/2016 3135G0GY3 FNMA Note 1.25% Due 1/30/2017 3137EADC0 FHLMC Note 1% Due 3/8/2017 Total Agency 515,000.00 02/25/2013 514,902.15 0.44 % 514,902.15 375,000.00 02/24/2012 397,993.13 0.86 °% 397,993.13 375,000.00 03/20/2012 1.14 % 575,000.00 01/09/2013 0.56% 395,804.63 395,804.63 604,762.00 604,762.00 365,000.00 06/22/2012 430,134.25 0.88 % 430,134.25 480,000.00 02/29/2012 494,668.80 0.97 % 494,668.80 400,000.00 09/17/2012 409,328.00 0.71 % 409,328.00 535,000.00 08/20/2012 538,386.55 0.86 % 538,386.55 103.00 0.39 % 386,232.75 1,640.63 1.93 °% Aaa 2.72 (258.00) AA+ 2.66 102.73 616,363.20 3.07 % Aaa 2.78 0.39 % 1,833.33 (1,564.80) AA+ 2.73 99.86 489,320.86 2.43 % Aaa 2.81 0.42 % 357.29 462.56 AA+ 2.79 99.96 514,802.75 2.56 % Aaa 2.92 0.44 % 55.36 (99.40) AA+ 2.90 105.98 397,422.75 1.99 % Aaa 3.12 0.44 % 3,463.54 (570.38) AA+ 3.00 106.37 398,904.75 1.99 °% Aaa 3.24 0.52 % 2,447.92 3,100.12 AA+ 3.12 104.97 603,586.13 3.00 % Aaa 3.49 0.56 % 191.67 (1,175.87) AA+ 3.38 115.71 422,324.35 2.14 % Aaa 3.55 0.71 % 8,751.89 (7.809.90) AA+ 3.23 103.94 498,929.76 2.49 % Aaa 3.78 0.57 % 1,776.67 4,260.96 AA+ 3.66 102.17 408,676.80 2.03 % Aaa 3.92 0.69 °% 430.56 (651.20) AA+ 3.82 101.21 541,451.03 2.70 % Aaa 4.02 0.70 % 2,570.97 3,064.48 AA+ 3.93 15,736,563.34 15,080,000.00 0.50 % 15,736,563.34 0.39 % 15,526,101.76 77.64% Aaa 1.87 102,121.10 (210,461.58) AA+ 1.83 MONEY MARKET FUND Fl 60934N807 Federated Govt Oblig Fund Inst. 21,398.63 Various 21,398.63 0.01 % 21,398.63 Total Money Market Fund Fl 21,398.63 0.01 % 21,398.63 21,398.63 1.00 21,398,63 0.01 % 0.00 0.01 °lo 21,398.63 0.00 0.11 % Aaa 0.00 0.00 AAA 0.00 0.11 % Aaa 0.00 0.00 AAA 0.00 US TREASURY 912828HY9 US Treasury Note 3.125% Due 4/30/2013 912828PB0 US Treasury Note 0.5% Due 10/15/2013 912828PU8 US Treasury Note 0.5% Due 11/15/2013 912828PZ7 US Treasury Note 1.25% Due 3/15/2014 480,000.00 02/24/2012 496,351.61 0.22 % 496,351.61 500,000.00 01/30/2013 501,271.21 0.14 °% 501,271.21 490,000.00 02/21/2012 491,705.16 0.30 % 491,705.16 500,000.00 02/21/2012 509,493.86 0.32 % 509,493.86 100.50 482,381.28 2.42 % Aaa 0.17 0.18 % 5,013.81 (13,970.33) AA+ 0.17 100.21 501,054.50 2.49 % Aaa 0.63 0.16 % 940.93 (216.71) AA+ 0.62 100.24 491,186.78 2.44 % Aaa 0 71 0.16 % 717.40 (518.38) AA+ 0.71 101.10 505,488.50 2.53 °% Aaa 1.04 0.19 % 2,883.29 (4,005.36) AA+ 1.03 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 3/5/2013 9:13:50 AM City of National City Account #10162 Holdings Report As of 2/28/13 CUSIP SeC-hiM ' OrsoriWtiorl Par Val uta Units Iturcttase Date Eoo1 Yield Cost ValuG Uvell Value. Mkt Prleo MM k`Tf Iaoit t Value 4`1(r 05e bloody Mattuj ty 0rriled hit, t3aun Lvs S iP l3ter�tt o i US TREASURY 912828LK4 US Treasury Note 2.375% Due 8/31/2014 470,000.00 02/24/2012 0.39 % 493,244.54 493,244.54 103.23 0.22 % 485,183.35 30.33 2.41 % Aaa 1.50 (8,061.19) AA+ 1.48 912828MZ0 US Treasury Note 2.5% Due 4/30/2015 420,000.00 02/24/2012 0.49 % 446,612.34 446,612.34 104.81 440,212.50 2.20 % Aaa 2.17 0.27 % 3,509.67 (6,399.84) AA+ 2.11 912828PE4 US Treasury Note 1.25% Due 10/31/2015 435,000.00 02/24/2012 445,434.66 0.59 % 445,434.66 102.48 445,773.21 2.22 % Aaa 2.67 0.32 % 1,817.51 338.55 AA+ 2.62 912828QA1 US Treasury Note 2.25% Due 3/31/2016 500, 000.00 12/14/2012 0.38 % 530,431.36 530,431.36 105.75 528,750.00 2.65 % Aaa 3.09 0.37 % 4,697.80 (1,681.36) AA+ 2.97 912828RF9 US Treasury Note 1% Due 8/31/2016 570,000.00 10/12/2012 0.48% 581,357.38 581,357.38 101.88 0.46 580,731.96 15.49 2.88 (625.42) Aaa 3.51 AA+ 3.44 Total US Treasury 4,365,000.00 4,495,902.12 4,460,762.08 22.26 % Aaa 1.75 0.37 % 4,495,902.12 0.26 % 19,626.23 (35,140.04) AA+ 1.71 TOTAL PORTFOLIO 19,466,398.63 0.47 % 20,253,864.09 20,253,864.09 20,008,262.47 100.00 % Aaa 1.84 0.36 % 121,747.33 (245,601.62) AA+ 1.80 TOTAL MARKET VALUE PLUS ACCRUED 20,130,009.80 Chandler Asset Management - CONFIDENTIAL Page 5 Execution Time: 31512013 9:13:50 AM CAI CHANDLER ASSET NAGFMFNT Monthly Account Statement City of National City January 1, 2013 through January 31, 2013 Chandler Team For questions about your account, please call (800) 317-4747 or Email operations@chandlerasset.com Custodian Bank of New York Mellon Trust Company Amy Kung 213-630-6374 Information contained herein is confidential. We urge you to compare this statement to the one you receive from your qualified custodian. Prices are provided by 1DC, an independent pricing source. City of National City ;mill Account #10162 PORTFOLIO CHARAC°tERISTICS Average Duration Average Coupon Average Purchase YTM Average Market YTM Average S&P/Moody Rating Average Final Maturity Average Life Agency (77.6 %) Total Rate of Return As of 1/31/2013 City of National City 1-3 Yr TreasuryAgency 1.80 2.22 % 0.46 % 0.32 % AA+/Aaa 1.85 yrs 1.85 yrs Money Market Fund Fl (0.1 %) US Treasury (22.3 %) Portfolio Summary As of 1/31/2013 ACCOUNT SUMMARY Market Value Accrued Interest Total Market Value Income Earned Cont1WD Par Book Value Cost Value 9.5 % 8.3 % Beg Values End Values as of 12/31/12 as of 1/31/13 20,022,021 19,999,760 100,041 114,888 20,122,063 20,114,649 36,476 36,944 -1,006 19,469,013 19,438,664 20,233,259 20,229,588 20,233,259 20,229,588 17.7% 17.8% 25.1 % 0-.25 L.f, 5-1 i-. -2- Current Latest Year Month 3 Months To Date -0.03 % 0.10%0 -0.03 % 2,7 % 4-5 5+ 1 Yr N/A Maturity (Yrs) TOP ISSUERS Issuer % Portfolio Government of United States 22.3 % Federal National Mortgage Assoc 22.1 Federal Home Loan Mortgage Corp 20.7 % Federal Home Loan Bank 19.3 % Federal Farm Credit Bank 15.6 % Federated Govt Obligation Money 0.1 % AA (99.9 %) Annualized 100.0 % AAA (0.1 %) 3 Yrs N/A 5 Yrs 10 Yrs N/A N/A 2/29/2012 N/A 0.01 % 0.14 % 0.01 % N/A N/A N/A N/A N/A Since 2/29/2012 0.60 % 0.49 % Chandler Asset Management - CONFIDENTIAL Page 1 Execution Time: 2/4/2013 1:17:31 PM City of National City Holdings Report Account #10162 As of 1/31/13 Pur h s D ito Cast V;ilkif, t'4k! Pr[ce Marcni Value 1. o1 Port, , Mandy 014titrity Par Vaitte.CPnits Vi]C�kSi"tsIG Book Value tJlkt 11TM Accruett lriL Oa miLos S&P Duration. AGENCY 31331KCP3 FFCB Note 0.9% Due 2/22/2013 490,000.00 02/24/2012 0.20 % 493,361.40 493,361,40 100.04 0.14 % 490,217.07 1,947.75 2.45 % Aaa 0.06 (3,144.33) AA+ 0.06 31331GPN3 FFCB Note 2.6% Due 3/4/2013 325,000.00 03/07/2012 332,635.88 0.22 % 332,635.88 100.23 325,732.23 1.64 % Aaa 0.09 0.14 % 3,450.42 (6,903.65) AA+ 0.09 31398AMW9 FNMA Note 3.25% Due 4/9/2013 575,000.00 02/27/2012 594,371.18 0.22 % 594,371.18 100.60 578,452.88 2.90 % Aaa 0.19 0.07 % 5,813.89 (15,918.30) AA+ 0.19 31398AJ94 FNMA Note 1.75% Due 5/7/2013 580,000.00 02/24/2012 590,420.86 0.24 % 590,420.86 100.42 582,410.48 2.91 % Aaa 0.26 0.19 % 2,368.33 (8,010.38) AA+ 0.27 31331KU40 FFCB Note 0.29% Due 5/16/2013 490,000.00 02/24/2012 490,164.15 0.26 % 490,164.15 100.04 490,214.13 2.44 % Aaa 0.29 0.14 % 296.04 49.98 AA+ 0.29 3133XXYX9 FHLB Note 585,000.00 02/27/2012 1.875% Due 6/21/2013 0.27 % 597,343.50 597,343.50 100.68 588,967.47 2.93 % Aaa 0.39 0.13 % 1,218.75 (8,376.03) AA+ 0.39 31398AX31 FNMA Note 1.25% Due 8/20/2013 490,000.00 03/07/2012 0.28 % 496,872.25 496,872.25 100.58 492,856.70 2.46 % Aaa 0.55 0.19 % 2,739.24 (4,015.55) AA+ 0,55 3133X1BV8 FHLB Note 415,000.00 03/07/2012 4.5% Due 9/16/2013 0.30 % 441,480.32 441,480.32 102.70 426,192.97 2.15 % Aaa 0.62 0.18 % 7,003.13 (15,287.35) AA+ 0.61 3133XSAE8 FHLB Note 560,000.00 02/21/2012 3.625% Due 10/18/2013 0.34 % 590,312.81 590,312.81 102.44 573,674.64 2.88 % Aaa 0.71 0.20 % 5,808.06 (16,638.17) AA+ 0.70 3134A4UK8 FHLMC Note 4.875% Due 11/15/2013 460,000.00 02/24/2012 495,671.16 0.34 % 495,671.16 103.75 477,241.26 2.40 % Aaa 0.79 0.12 % 4,734.17 (18,429.90) AA+ 0.78 31331RP90 FFCB Note 5.45% Due 12/11/2013 545,000.00 02/28/2012 593,701.20 0.42 % 593,701.20 104.53 569,701.04 2.85 % Aaa 0.86 0.18 % 4,125.35 (24,000.16) AA+ 0.85 31398AVZ2 FNMA Note 2.75% Due 3/13/2014 470,000.00 02/24/2012 492,683.61, 0.38 % 492,683.61 102.85 483,372.44 2.43 % Aaa 1.11 0.20 % 4,954.58 (9,311.17) AA+ 1.10 3137EACB3 FHLMC Note 475,000.00 02/21/2012 2.5% Due 4/23/2014 0.42 % 496,260.53 496,260.53 102.84 488,473.85 2.44 % Aaa 1.22 0.19 % 3,232.64 (7,786.68) AA+ 1.21 3133X7FK5 FHLB Note 5.25% Due 6/18/2014 530,000.00 02/21/2012 0.40 % 589,291.10 589,291.10 106.96 566,877.40 2.83 % Aaa 1.38 0.20 % 3,323.54 (22,413.70) AA+ 1.34 3137EACD9 FHLMC Note 470,000.00 3% Due 7/28/2014 02/24/2012 0.45 % 498, 859.88 498,859.88 104.00 488,816.45 2.43 % Aaa 1.49 0.31 % 117.50 (10,043.43) AA+ 1.47 31398AZV7 FNMA Note 2.625% Due 11/20/2014 470,000.00 02/21/2012 0.54 % 496,614.22 496,614.22 104.27 490,063.36 2.45 % Aaa 1.80 0.25 % 2,433.23 (6,550.86) AA+ 1.76 3137EACHO FHLMC Note 560,000.00 02/24/2012 2.875% Due 2/9/2015 0.53 % 598.380.16 598,380.16 105.16 588,896.00 2.97 % Aaa 2.02 0.31 % 7,692.22 (9,484.16) AA+ 1.95 31398AU34 FNMA Note 470,000.00 02/24/2012 2.375% Due 7/28/2015 0.65 % 497,406.17 497,406.17 104.97 493,370.75 2.45 % Aaa 2.49 0.37 % 93.02 (4,035.42) AA+ 2.43 3133EADW5 FFCB Note 425,000.00 0.55% Due 8/17/2015 04/19/2012 0.60 % 424,260.50 424,260.50 100.13 425,556.33 2.12 % Aaa 2.54 0.50 % 1,064,86 1,295.83 AA+ 2.52 3137EACM9 FHLMC Note 535,000.00 1.75% Due 9/10/2015 02124/2012 0.67 % 555,169.50 555,169.50 103.53 553,874.80 2.77 % Aaa 2.61 0.39 % 3,666.98 (1,294.70) AA+ 2.54 Chandler Asset Management - CONFIDENTIAL Page 2 Execution Time: 2/4/2013 1:17:31 PM City of National City Account #10162 Holdings Report As of 1/31/13 ut'eh ase'44e CUS,IF; Security Description Par 'Value/Li-nits. Book Yield AGENCY Cast Verigf MktPrlce Marl<MT Value %. of -Pert. Matrdy Matuhrito Deo Vak le Mkt YTMI Accrues Int. Gainit:os . S&P DU _tit 313370JB5 FHLB Note 1.75% Due 9/11/2015 565,000.00 01/11/2013 0.38% 585,407.80 585,407.80 31331J2S1 FFCB Note 1.5% Due 11/16/2015 313371NW2 FHLB Note 1.375% Due 12/11/2015 375,000.00 02/27/2012 386,490.75 0.66 % 386,490.75 600,000.00 11/16/2012 0.39 % 617,928.00 617,928.00 3135GOSB0 FNMA Note 0.375% Due 12/21/2015 490, 000.00 11 /26/2012 0.45 % 488,858.30 488,858.30 103.53 584,946.76 2.93 % Aaa 2.61 0.39 % 3,845.14 (461.04) AA+ 2.54 103.06 386,461.13 1.93 % Ma 2.79 0.40 % 1,171.88 (29.62) AA+ 2.73 102.76 616,546.80 3.07% Aaa 2.86 0.40 % 1,145.83 (1,381.20) AA+ 2.81 99.79 488,954.34 2.43 % Ma 2.89 0.45 °% 204.17 96.04 AA+ 2.87 3135G0BA0 FNMA Note 2.375% Due 4/11/2016 3137EACT4 FHLMC Note 2.5% Due 5/27/2016 3137EACW7 FHLMC Note 2% Due 8/25/2016 375,000.00 02/24/2012 397,993.13 0.86 % 397,993.13 375,000.00 03/20/2012 1.14 % 575,000.00 01/09/2013 0.56% 395,804.63 395,804.63 604,762.00 604,762.00 31331V3Z7 FFCB Note 365,000.00 06/22/2012 430,134.25 5.2% Due 9/15/2016 0.88 % 430,134.25 313371 PV2 FHLB Note 1.625% Due 12/9/2016 480,000.00 02/29/2012 494,668.80 0.97 % 494,668.80 106.03 397,593.75 1.99 % Aaa 3.19 0.47 % 2,721.35 (399.38) AA+ 3.07 106.42 399,073.50 1.99 % Ma 3.32 0.55 % 1,666.67 3,268.87 AA+ 3.19 104.98 603,630.98 3.03 % Aaa 3.57 0.59 % 4,983.33 (1,131.02) AA+ 3.43 115.95 423,232.10 2.14 % Aaa 3.62 0.73 % 7.170.22 (6,902.15) AA+ 3.30 103.65 497,543.04 2.48 % Aaa 3.86 0.66 % 1,126.67 2,874.24 AA+ 3.73 3135G0GY3 FNMA Note 1.25% Due 1/30/2017 3137EADCO FHLMC Note 1% Due 3/8/2017 400,000.00 09/17/2012 0.71 °% 409,328.00 409,328.00 535,000.00 08/20/2012 538,386.55 0.86 % 538,386.55 101.97 407,881.20 2.03 % Ma 4.00 0.75 % 13.89 (1,446.80) AA+ 3.90 100.76 539,056.37 2.69 % Ma 4.10 0.81 % 2,125.14 669.82 AA+ 4.00 15,715,022.59 Total Agency - 15,055,000.00 0.49 % 15,715,022.59 0.34% 15,519,882.22 77.62 % Aaa 1.85 92,257.99 (195,140.37) AA+ 1.80 MONEY MARKET FUND Fl 60934N807 Federated Govt Oblig Fund Inst. 18,663.58 Various 18,663.58 1.00 18,663.58 0.09 °% Aaa 0.00 0.01 % 18,663.58 0.01 % 0.00 0.00 AAA 0.00 18,663.58 18,663.58 0.09 % Aaa 0.00 Total Money Market Fund FI 18,663.58 0.01 % 18,663.58 0.01 % 0.00 0.00 AAA 0.00 US TREASURY 912828HY9 US Treasury Note 3.125% Due 4/30/2013 912828PB0 US Treasury Note 0.5% Due 10/15/2013 912828PU8 US Treasury Note 0.5% Due 11/15/2013 480,000.00 02/24/2012 496,351.61 0.22 % 496,351.61 500,000.00 01/30/2013 501,271.21 0.14 % 501,271.21 490,000.00 02/21/2012 491,705.16 0.30 % 491,705.16 100.74 483,543.84 2.42 % Aaa 0.24 0.12 % 3,853.59 (12,807.77) AA+ 0.25 100.25 501,250.00 2.50 °% Ma 0,70 0.14 % 748.63 (21.21) AA+ 0.70 100.27 0.16% 912828PZ7 US Treasury Note 1.25% Due 3/15/2014 500,000.00 02/21/2012 509,493.86 0.32 % 509,493.86 491,301.44 2.45 % Aaa 0.79 527.90 (403.72) AA+ 0.79 101.18 505,898.50 2.53 % Aaa 1.12 0.19 % 2,399.86 (3,595.36) AA+ 1.11 Chandler Asset Management - CONFIDENTIAL Page 3 Execution Time: 2/4/2013 1:17:31 PM City of National City Account #10162 Holdings Report As of 1/31/13 CUSIP Security DeStr1ption Purchase Date Cost Value: 11/1kt Price Market Vafut 3 of Port. Mundy Maturity Par Value/Units 13e0k Yield Book Value MtdYTM Accrued Int. Gain/Loss: S&P Duration US TREASURY 912828LK4 US Treasury Note 2.375% Due 8/31/2014 470,000.00 02/24/2012 0.39 % 493,244.54 493,244.54 103.36 0.24% 485,789.18 4,748.69 2.44% Aaa 1.58 (7,455.36) AA+ 1.54 912828MZ0 US Treasury Note 2.5% Due 4/30/2015 420,000.00 02/24/2012 0.49 % 446,612.34 446,612.34 104.91 440,606.04 2.20 % Aaa 2.24 0,31 % 2,697.51 (6,006.30) AA+ 2.18 912828PE4 US Treasury Note 1.25% Due 10/31/2015 435,000.00 02/24/2012 0.59 % 445,434.66 445,434.66 102.38 445,331.25 2.22 % Aaa 2.75 0.38 % 1,396.93 (103.41) AA+ 2.70 912828QA1 US Treasury Note 2.25% Due 3/31/2016 500,000.00 12/14/2012 530,431.36 0.38 % 530,431.36 105.66 528,320.50 2.65 % Aaa 3.16 0.44 % 3,832.42 (2,110.86) AA+ 3.05 912828RF9 US Treasury Note 1% Due 8/31/2016 570,000.00 10/12/2012 581,357.38 0.48 % 581,357.38 101.61 579,173.58 2.89 % Aaa 3.58 0.55 % 2,424.86 (2,183.80) AA+ 3.50 Total US Treasury 4,365,000.00 4,495,902.12 0.37 % 4,495,902.12 4,461,214.33 22.29 % Aaa 1.83 0.29 % 22,630.39 (34,687.79) AA+ 1.79 20,229,588.29 TOTAL PORTFOLIO 19,438,663.58 0.46 % 20,229,588.29 0.32 % 19,999,760.13 100.00 % Aaa 1.85 114,888.38 (229,828.16) AA+ 1.80 TOTAL MARKET VALUE PLUS ACCRUED 20,114,648.51 Chandler Asset Management - CONFIDENTIAL Page 4 Execution Time: 2/4/2013 1:17:31 PM County of San Diego Treasurer Investment Report MONTH ENDING March 31, 2013 COUNTY OF SAN DIEGO TREASURER = TAX COLLECT° eadingw Table of Contents 3 Summary Portfolio Statistics as of March 31, 2013 4 Investment inventory with Market Value 11 Purchases/Sales/Maturities 16 Cash Flow Analysis 17 Participant Cash Balances 18 Pooled Money Fund Participants 19 Pooled Money Fund - Asset Allocation 20 Pooled Money Fund Assets - Credit Quality 21 Investment Policy Compliance Standards DISCLAIMER: The information provided, including all charts, tables, graphs and numerical representations, are provided to readers solely as a general overview of the economic and market conditions which the Treasurer utilizes in making investment decisions Note: All Investments held during the month of March 2013 were in compliance with the Investment Policy dated January 1, 2013. The projected cash flows indicate sufficient liquidity to meet all scheduled expenditures for the next 6 months. Summary Portfolio Statistics County of San Diego Pooled Money Fund as of March 31, 2013 Certificates of Deposit Commercial Paper Fannie Mae Fannie Mae Discount Notes Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Notes Federal Home Loan Bank Discount Notes Federal Home Loan Bank Notes Federal Home Loan Mortgage Corp Discount Notes Federal Home Loan Mortgage Corp Notes Money Market Funds Negotiable CD Repurchase Agreements U.S. Treasury Notes Totals for March 2013 Totals for February 2013 Change From Prior Month Portfolio Effective Duration Percent of Current Par/ Current Market Portfolio WAM WAC YTM Share Book Price 1.10 181 181 0.30 64, 811, 000 64,811,000 1.000 4.54 18 18 0.13 268,000,000 267,983,242 1.000 16.42 948 551 0,79 966,169,000 970,145,025 1.008 7.02 65 65 0.11 415,000,000 414,914,910 0.999 3.21 157 157 0.19 190,000,000 189,839,222 0.998 5.63 303 193 0.29 332,689,000 332,668,684 1.000 4.23 51 51 0.13 250,000,000 249,956,121 0.999 23.31 260 253 0.46 1,373,340,000 1,376,841,097 1.006 0.42 89 89 0.13 25,000,000 24,992,055 0.999 10.98 771 478 0.91 644,852,000 648,551,520 1.011 1.73 1 1 0.11 102,025,000 102,025,000 1.001 15.51 36 36 0.16 916,330,000 916,331,072 1.000 1.92 1 0.02 113,656,409 113,656,409 1.000 3.98 803 803 1.40 232,000,000 234,867,121 1.025 100.00 371 268 0.47 5,893,872,409 5,907,582,478 1.005 100.00 385 257 0.48 5,925,078,372 5,938,533,533 1.005 0.710 years March Return Book Value 0.037% Market Value 0.037% (14) 11 (0.01) (31,205,963) (30,951,055) 0.000 Annualized 0.437% 0.436% Fiscal Year To Date Return Annualized 0.364% 0.485% 0.362% 0.482% Calendar Year To Date Return 0.111% 0.111% Annualized 0.451% 0.450% Market Value 64,811,000 267,966,220 973,853,763 414,789,330 189,654,090 332,783,312 249,857,700 1,381,032,750 24,981,950 651,888,529 102,130,105 916,331,075 113,656,409 237,894,050 5,921,630,283 Current Yield to Unrealized Accr Int Worst Gain/Loss 3,378 0.30 0 0 0.13 (17,022) 3,650,881 0.76 3,708,738 0 0.11 (125,580) 0 0.19 (185,132) 256,069 0.29 114,628 0 0.13 (98,421) 2,170,994 0.45 4,191,653 0 0.13 (10,105) 1,767,188 0.73 3,337,009 10,626 0.11 105,105 126,979 0.16 3 189 0.02 0 1,171,070 1.40 3,026,929 9,157,374 0.44 14,047,805 5,952,790,236 9,288,036 0.45 14,256,703 Note Yield to maturity (YTM) is the estimated rate of return on a bond given its purchase price assuming al coupon payments are made on a timely basis and reinvested at this same rate of return to the maturity date. Yield to call (YTC) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the call date, Yield to worst (YTW) is the lesser of yield to maturity or yield to call, reflecting the optionally of the bond issuer. Melds for the portfolio are aggregated based on the book value of each security. (31,159,953) (130,662) (0.01) (208,898) II COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR Investment Inventory with Market Value Certificates of Deposit CDARS Regent Bank Vibra Bank Ca Bank and Trust Ca Bank and Trust Comerica Bank Torrey Pines Bank Ca Bank and Trust First California Bank Neighborhood Nati Bank Vibra Bank Metro United Bank Coronado First Bank SD Private Bank Regents Bank Pacific Trust Bank American West Bank Torrey Pines Bank Certificates of Deposit Su Purchase Maturity Coupon YTM Date Date 3/21/2013 9/19/2013 12/27/2012 6/27/2013 11/19/2012 5/20/2013 1/21/2013 7/22/2013 7/24/2012 7/24/2013 3/29/2013 3/29/2014 5/8/2012 5/8/2013 5/12/2012 5/12/2013 1/22/2013 4/22/2013 2/12/2013 8/12/2013 2/19/2013 5/22/2013 10/24/2012 10/24/2013 11/10/2012 5/10/2013 11/29/2012 5/28/2013 12/20/2012 6/20/2013 3/15/2013 9/11/2013 9/7/2012 9/6/2013 btotal Commercial Paper Toronto Domin Ny Bank of Nova Scotia Bank of Nova Scotia Bank of Nova Scotia Toronto Domin Ny Commercial Paper Subtotal 3/6/2013 3/8/2013 3/14/2013 3/27/2013 3/27/2013 4/17/2013 4/4/2013 4/30/2013 4/30/2013 4/30/2013 0.25 0.45 0.13 0.11 0.50 0.30 0.17 0.39 0.55 0.65 0.40 0.30 0.35 0.25 0.25 0.20 0.25 0.30 0.13 0.12 0.13 0.13 0.15 0.13 FFCB Federal Farm Credit Bank 3/5/2012 8/28/2013 0.30 Federal Farm Credit Bank 7/30/2012 11/19/2013 0.25 Federal Farm Credit Bank 8/1/2012 8/1/2013 0.21 0.25 0.45 0.13 0.11 0.50 0.30 0.17 0.39 0.55 0.65 0.40 0.30 0.35 0.25 0.25 0.20 0.25 0.30 0.13 0.12 0.13 0.13 0.15 0.13 0.28 0.27 0.21 Par Value 2,813,500.00 5,000,000.00 10,000,000.00 10,000,000.00 15,000,000.00 20,000,000.00 100,000.00 100,000.00 98,000.00 250,000.00 250,000.00 250,000.00 100,000.00 250,000.00 250,000.00 250,000.00 99,500.00 64,811,000.00 50,000,000.00 98,000,000.00 50,000,000.00 30,000,000.00 40,000,000.00 268,000, 000.00 47, 684,000.00 71,855,000.00 63,150,000.00 Current Elook Market Value 2, 813, 500.00 5,000,000.00 10,000,000.00 10,000,000.00 15,000,000.00 20,000,000.00 100,000.00 100,000.00 98,000.00 250,000.00 250,000.00 250,000.00 100,000.00 250,000.00 250, 000.00 250, 000.00 99, 500.00 64,811,000.00 49, 997, 111.11 97,999,020.00 49,994,965.28 29, 996, 979.16 39, 995,1166.66 267,983,242.21 47, 688,1.16. 30 71,845,917.77 63,150,000.00 2,813,500.00 5,000,000.00 10,000,000.00 10,000,000.00 15,000,000.00 20,000,000.00 100,000.00 100,000.00 98, 000.00 250,000.00 250,000.00 250,000.00 100,000.00 250,000.00 250,000.00 250,000.00 99,500.00 64,811,000.00 49,992,400.00 97, 991,180.00 49,992,700.00 29, 995,620.00 39,994,320.00 267,966,220.00 Current i nt 211.98 61.64 433.33 305.56 1,643.83 493.15 10.86 21.66 0.00 90.28 0.00 18.49 21.10 5.14 20.55 23.29 17.04 3,377.90 Unrealized Ga:EaaiLt�ss 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00-4,711.11 0.00-7,840.00 0.00-2,265.28 0.00 -1,359.16 0.00-846.66 0.00-17,022.21 47,717,378.80 13,113.10 71,893,083.15 65,867.08 63,150, 000.00 22,102.50 f COUNTY OF SAN DI EGO TREASURER - TAX COLLECTOR • 29, 262.50 47,165.38 0.00 Investment Inventory with Mart Value Issuer Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank FFCB Subtotal FFCB Discount Notes Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank FFCB Discount Notes Subtotal FHLB Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank 3/29/2011 6/13/2011 11/24/2008 7/13/2010 10/8/2010 10/8/2010 12/13/2010 8/10/2011 3/19/2012 3/19/2012 3/19/2012 3/6/2012 5/9/2012 7/30/2012 7/30/2012 8/9/2012 8/15/2012 Purchase Elate 10/10/2012 3/28/2013 6/4/2012 Maturity Coupon YTM Par Value Data ____ _ 10/9/2013 0.17 0.21 50,000,000.00 4/30/2014 0.18 0.19 50,000,000.00 6/4/2015 0.61 0.61 50, 000, 000.00 0.28 0.29 332, 689, 000.00 5/11/2012 5/6/2013 7/25/2012 7/18/2013 7/25/2012 7/18/2013 7/27/2012 7/19/2013 11/1/2012 11/1/2013 11/5/2012 11/5/2013 10/2/2012 6/28/2013 7/29/2013 3/11/2016 10/18/2013 6/12/2015 9/11/2015 9/28/2015 9/13/2013 6/10/2016 6/21/2013 6/28/2013 8/20/2013 8/20/2013 6/21/2013 8/14/2013 7/18/2013 8/28/2013 9/6/2013 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.20 0.17 0.17 0.19 0.19 1.00 1.00 3.13 1.72 3.63 3.63 2.88 2.09 1.75 1.40 1.63 1.40 1.00 1.08 2.13 1.48 0.40 0.31 0.35 0.31 0.21 0.31 0.21 0.28 1.88 0.23 0.24 0.25 0.25 0.22 0.50 0.24 0.25 0.24 10,000,000.00 10,000,000.00 10,000,000.00 10,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 190,000,000.00 40,050,000.00 25,000,000.00 25,000,000.00 22,685,000.00 15,000,000.00 15,000,000.00 34,000,000.00 15,000,000.00 50,000,000.00 41,500,000.00 25,000,000.00 50,000,000.00 45,225,000.00 75,000,000.00 50,000,000.00 100,000,000.00 50,000,000.00 Current Book 49,988,819.50 49,995,830.16 50,000,000.00 332,668,683.73 9,998,055.56 9,994,000.00 9,994,000.00 9,993,944.45 49,940,555.55 49,939,444.44 49,979,222.22 189,839,222.22 40,050,000.00 25,990,285.45 24,999,553.29 23,053,005.84 15,122, 395.94 15,079,863.17 33,988,038.18 15, 294, 876.98 50,009,646.02 41,504,090.33 24,989,935.42 49,986,736.64 45,389, 670.49 74, 998, 319.72 50,003,997.13 100,105, 304.75 50,003,112.20 Market Value 49,988,850.00 49,988,500.00 50,045,500.00 332,783, 311.95 9,980,000.00 9,980,110.00 9,980,110.00 9,980,170.00 49,898,600.00 49,898,600.00 49,936,500.00 189,654,090.00 40,166,145.00 26,968,000.00 25,476,500.00 23,936,077.74 15,495,450.00 15,456,000.00 34,133,620.00 15, 779, 550.00 50,025,000.00 41,522,410.00 25, 007, 750.00 50,015,500.00 45,405,447 75 75, 030, 750.00 50,004,000.00 100,153,000.00 50,025,500.00 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR Current Unrealized ACCT fnt GainILa 40,611.11 30.50 15,250.00 -7,330.16 99,125.00 45, 500.00 256, 068.79 114, 628.22 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 68,975.00 43,402.78 410,329.86 197,469.78 14,583.33 2,031.25 17,000.00 98, 281.25 55,555.56 37,522.92 5,979.17 11,958.33 235, 546.88 23,500.00 25,347.22 45,833.33 39, 583.33 - 18,055.56 -13,890.00 - 13,890.00 -13,774.45 -41,955.55 -40,844.44 - 42,722.22 -185,132.22 116,145.00 977,714.55 476, 946.71 883, 071.90 373, 054.06 376,136.83 145,581.82 484,673.02 15,353.98 18,319.67 17, 814.58 28,763.36 15,777.26 32,430.28 2.87 47, 695.25 22,387.80 Investment Inventory with Market Value Issuer Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank FHLB Subtotal Purchase Maturity Coupon YTM Par Value Date Date 8/15/2012 8/13/2013 0.28 0.23 24,650,000.00 8/15/2012 8/15/2013 0.29 0.23 25,000,000.00 8/29/2012 8/13/2013 0.28 0.21 14,160,000.00 8/29/2012 8/20/2013 0.13 0.21 50,000,000.00 8/29/2012 8/28/2013 0.50 0.22 50,000,000.00 8/29/2012 6/21/2013 1.88 0.20 30,000,000.00 9/20/2012 9/8/2017 0.75 0.86 35,000,000.00 9/26/2012 9/25/2013 0.13 0.21 100,000,000.00 10/4/2012 10/4/2013 0.13 0.20 25,000,000.00 10/4/2012 9/6/2013 0.25 0.20 25,000,000,00 10/4/2012 10/4/2013 0.13 0.21 25, 000, 000.00 10/4/2012 9/12/2013 0.28 0.20 25,000,000.00 10/4/2012 10/4/2013 0.20 0.21 11, 000, 000, 00 10/18/2012 10/18/2013 0.19 0.21 50, 000, 000.00 11/26/2012 12/18/2013 0.32 0.21 20, 000, 000.00 11/26/2012 12/18/2013 0.30 0.21 80, 000, 000.00 1/4/2013 6/21/2013 0.17 0.14 47,875,000.00 2/7/2013 1/29/2014 0.38 0,17 10, 000, 000.00 3/28/2013 6/20/2014 1.13 0.20 20,000,000.00 3/28/2013 6/18/2014 5.25 0.20 18,195,000.00 5/30/2012 5/ 24/ 2016 2.02 1.61 9, 000, 0Q0. 00 0.71 0.46 1,373,340,000.00 FHLB Discount Notes Federal Home Loan Bank 12/7/2012 5/1/2013 Federal Home Loan Bank 12/7/2012 5/29/2013 Federal Home Loan Bank 12/14/2012 5/8/2013 Federal Home Loan Bank 12/14/2012 6/5/2013 FHLB Discount Notes Subtotal 0.12 0.12 0.13 0.14 0.13 FHLMC Fed Home Loan Mortg Corp. 9/15/2010 7/28/2014 3.00 Fed Home Loan Mortg Corp. 9/4/2009 7/28/2014 3.00 0.12 0.12 0.13 0.14 0.13 1.29 2.60 50,000,000.00 100,000,000.00 50,000,000.00 50,000,000.00 250,000,000.00 15,000,000,00 20, 000,000.00 Current Book 24, 654, 689.83 25,005,946.25 14,163, 477, 43 49,982,971.51 50,056,977.86 30,111, 287.67 34,834,628.33 99,960,062.40 24,990,482.98 25,005, 602.41 24,988,815.67 25,009,169.38 10,999,273.08 49,995,075.00 20,015,298.90 80,049,839.16 47, 878, 623.59 10,016,618.58 20, 224, 466.06 19,307,641.34 9,021,316.78 1,376,841,096.76 49,995,000.00 99, 980, 666.67 49,993,319.44 49,987,135.42 249,956,121.53 15,331,143.47 20,099,672.45 Market Value 24, 663, 804.00 25,015,000.00 14,167, 929,60 49,982,950.00 50,076,500.00 30,119,700.00 34,889,750.00 99,960,000.00 24,989,625.00 25,012,750.00 24,989,625.00 25,016,250.00 10, 999, 274.00 49, 995,050.00 20,021,600.00 80,074,400.00 47,878,638.50 10,016,200.00 20,220,800.00 19,317,813.45 9,024,390.00 1,381,032,750.04 49,975,850.00 99,942,300.00 49,973,800.00 49,965,750.00 249,857,700.00 Current Accr liii 9,202.67 9,263.89 5,286.40 7,118.06 22,916.67 156, 250.00 16, 770.83 2,083.33 15,364.58 4,340.28 15, 364.58 3,694.44 10,816.67 43,013.89 18,311.11 68,666.67 22,607.64 6,458.33 63,125.00 273, 304.06 64,135.00 2,170, 994.09 Unrealized Ga in/Lass 9,114.17 9,053.75 4,452.17 - 21.51 19,522.14 8,412.33 55,121.67 - 62.40 -857.98 7,147.59 808.33 7,080.62 0.92 -25.00 6,301.10 24,560.84 14.91 -418.58 -3,666.06 10,172.11 3,073.22 4,191,653.28 0.00-19,150.00 0.00-38,366.67 0.00-19,519.44 0.00-21,385.42 0.00-98,421.53 15,541,500.00 78,750.00 210,356.53 20,722,000.00 105,000.00 622,327.55 Investment Inventory with Maret Value Issuer Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. FHLMC Subtotal Purchase Date 8/13/2010 11/24/2008 10/6/2011 12/16/2011 9/26/2012 9/26/2012 10/4/2012 10/18/2012 2/24/2012 7/25/2012 2/13/2012 5/17/2012 12/5/2012 1/16/2013 1/17/2013 1/31/2013 2/11/2013 3/12/2012 3/12/2012 Maturity Coupon YTM Date 2/9/2015 2.88 6/12/2013 4.00 11/25/2014 0.75 1/19/2016 4.75 10/28/2013 0.88 10/28/2013 0.88 9/27/2013 4.13 11/1/2016 0.63 8/21/2015 0.63 7/25/2017 1.00 2/13/2015 0.55 3/6/2017 1.20 2/13/2015 0.55 1/23/2017 2.25 7/17/2017 2.00 7/3/2017 2.25 8/14/2017 2.00 3/12/2015 0.65 3/12/2015 0.65 1.34 FHLMC Discount Notes Fed Home Loan Mortg Corp. 12/10/2012 6/28/2013 0.13 FHLMC Discount Notes Subtotal 0.13 FNMA Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc 3/10/2011 9/23/2013 1.00 3/10/2011 8/20/2013 1.25 8/13/2010 4/15/2015 5.00 11/18/2010 11/20/2014 2.63 4/27/2011 10/8/2013 1.13 10/6/2011 9/28/2016 1.25 11/15/2011 11/15/2016 1.38 1.51 3.46 0.76 0.95 0.22 0.22 0.20 0.64 0.69 1.00 0.55 1.14 0.42 1.74 1.80 2.04 1.79 0.65 0.65 0.91 0.13 0.13 1.12 1.04 1.57 1.23 1.01 1.28 1.29 Par Value 20,000,000.00 20,985,000.00 50,000,000.00 15,000,000.00 50,000,000.00 61,307,000.00 12,565,000.00 50,000,000.00 30,945,000.00 20,000,000.00 50,000,000.00 20,000,000.00 40,000,000.00 8,500,000.00 11,500,000.00 8,550,000.00 40,500,000.00 50,000,000.00 50,000,000.00 644,852,000.00 25,000,000.00 25, 000,000.00 25,000,000.00 60,000,000.00 20,000,000.00 20,000,000.00 50,000,000.00 20,000,000.00 15,000,000.00 Current Book 20,488,020.30 21,005,384.28 49,991,055.80 16,562,502.65 50,188, 649.87 61,538,311.16 12,805, 564.58 49, 979, 580.18 30,896,305.32 19,998,273.33 50,000,000.00 20,028,389.83 40,083,102.80 8,634,109.16 11, 559,182.45 8,594,743.05 40, 767, 529.50 50,000,000.00 50,000,000.00 648,551,520.18 24,992,055.55 24,992,055.55 24,986,388.83 60,048,807.95 21,344,590.25 20,442,771.15 50,030,437.91 19,976,992.41 15,045,172.73 Market Value 20,954,400.00 21,149,522.40 50,410,500.00 16, 820, 700.00 50,207,500.00 61,561,424.05 12,813,661.35 50, 077, 500.01 31,047,118.50 20,131, 200.00 50,145,000.00 20,171,400.00 40,116,000.00 8,648,155.00 11,566,930.00 8,598,393.00 40,793,625.00 50,206,000.00 17,152.78 50, 206, 000.00 17,15 2.78 651,888,529.31 1,767,188.41 24,981,950.00 24,981,950.00 25,101,500.00 60,256,200.00 21,902,400.00 20,781,800.00 50,256,500.00 20,483,600.00 15,447,900.00 0.00 0.00 5,555.56 85,416.67 461,111.11 191,041.67 270,312.50 2,083.33 77,916.67 Current Unrealized Accr hit CainILo s 83, 055.56 466, 379.70 254,151.67 144,138.12 131,250.00 419,444.20 142, 500.00 258,197.35 185, 937.50 18, 850.13 227, 985.41 23,112.89 5,758.96 8,096.77 141,493.05 97,919.83 21,489.58 150,813.18 36, 666.67 132, 926.67 36,666.67 145,000.00 16,666.67 143,010.17 29,333.33 32,897.20 36,125.00 14,045.84 47, 277.78 7,747.55 47,025.00 3,649.95 105, 750.00 26, 095.50 206,000.00 206,000.00 3, 337, 009.13 -10,105.55 -10,105.55 115,111.17 207, 392.05 557, 809.75 339,028.85 226,062.09 506, 607.59 402, 727.27 COUN`I"r OF SAr4 DIFGO TREASURER - TAX COLLECTOR 7 Investment Inventory with Market Value Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National Mortg Assoc Fed National MortgAssoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National MortgAssoc Fed National Mortg Assoc Fed National MortgAssoc Fed National MortgAssoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National Mortg Assoc Fed National Mortg Assoc FNMA Subtotal FNMA Discount Notes Fed National Mortg Assoc Fed National Mortg Assoc Fed National MortgAssoc Fed National MortgAssoc Fed National Mortg Assoc Purchase Date 1/17/2012 8/27/2012 8/29/2012 9/20/2012 10/4/2012 11/7/2012 11/26/2012 12/10/2012 2/7/2013 3/12/2012 5/16/2011 12/5/2012 3/14/2013 5/30/2012 5/30/2012 7/17/2012 12/27/2012 3/28/2013 5/31/2012 6/4/2012 6/28/2012 11/29/2012 12/18/2012 12/27/2012 2/21/2013 Maturity Coupon YTM ba to 11/15/2016 1.38 1.10 8/20/2013 1.25 0.21 7/12/2013 3.88 0.20 5/27/2014 1.10 0.27 10/15/2013 4.63 0.21 10/30/2014 0.63 0,30 12/18/2013 0.75 0.21 6/26/2013 1.50 0.16 3/17/2014 1.30 0.19 3/6/2017 1.20 1.23 5/16/2016 2.18 2.18 6/5/2015 0.42 0.42 3/14/2017 0.75 0.75 11/14/2016 1.05 1.06 11/14/2016 1.05 1.06 7/17/2017 0.50 0.51 12/27/2017 0.88 0.91 3/28/2018 0.80 0.81 11/23/2016 0.50 0.50 11/10/2015 0.50 0.50 4/17/2017 1.50 1.35 11/29/2017 1.00 1.00 12/18/2017 0.75 0.75 12/27/2017 0.75 0.75 2/21/2018 0.83 0.83 1.34 0.79 12/7/2012 5/10/2013 12/7/2012 5/1/2013 12/7/2012 5/1/2013 1/4/2013 6/3/2013 1/4/2013 6/3/2013 0.12 0.12 0.12 0.11 0.11 0.12 0.12 0.12 0.11 0.11 Par Value 20,000,000.00 83, 729, 000.00 25,000,000.00 25,000,000.00 25,000,000.00 25,000,000.00 25,000,000.00 30,000,000.00 25,000,000.00 15,000,000.00 25,000,000.00 10,000,000,00 25,000,000.00 25,000,000.00 25,000,000.00 20,000,000.00 35,000,000.00 50,000,000.00 12,000,000.00 17,900,000.00 45, 785, 000.00 31, 755,000.00 60,000,000.00 25,000,000.00 50,000,000.00 966,169,000.00 50,000,000.00 50,000,000.00 100,000,000.00 50,000,000.00 50,000,000.00 Current Book 20,191,923.59 84,063, 775.11 25,257,178.91 25, 237, 894.23 25,593,504.04 25,128, 683.38 25,095, 870.42 30, 095,078.57 25,265,965.87 14,985,211.12 25,000,000.00 10,000,000.00 25,000,000.00 24, 993,907.42 24,994,922.85 19, 991, 239.33 34,941,948.61 49,975,041.67 12,000,000.00 17,900,000.00 45,802,718.32 31, 755, 000.00 60,000,000.00 25,000,000.00 50,000,000.00 970,145,024.67 49,993,500.00 49,995,000.00 99,990,000.00 49,990,375.00 49,990,375.00 Market Value 20,597,200.00 84,086,522.83 25, 271, 250.00 25,242,500.00 25, 609, 750.00 25,140,000,00 25,109,500.00 30,100,800.00 25, 246, 750.00 15,101,850.00 25, 052, 750.00 9, 998, 500.00 25,053,250.00 25, 028, 750.00 25, 028, 750.00 19,996,600.00 34,805,400.00 50,126,500.00 12,005,640.00 17,905,191.00 45,814,302.40 31,829,306.70 60,190,800.00 25,007,000.00 50,275,000.00 973,853,762.93 49,974,350.00 49, 975, 850.00 99, 951, 700.00 49, 977,100.00 49, 977,100.00 ir COUNTY OF SAN DI EGO TREASURER - TAX COLLECTOR 4111 Current Atxr#nt 103,888.89 119,197.53 212,586.81 94, 722.22 533,159.72 65, 538.19 53,645.83 118,750.00 12,638.89 12, 500.00 204,375.00 13,533.33 8,854.17 99,895.83 99, 895.83 20, 555.56 79, 965.28 3,333.33 21,333.33 35,054.17 312,864.17 1,07,614.17 1128, 750.00 48,958.33 45, 833.33 3,650,881.42 Unrealized GainifLo 405, 276.41 22, 747.72 14,071.09 4,605.77 16,245.96 11, 316.62 13,629.58 5,721.43 -19,215.87 116, 638.88 52,750.00 -1,500.00 53, 250.00 34, 842.58 33,827.15 5,360.67 -136,548.61 151, 458.33 5,640.00 5,191.00 11,584.08 74,306.70 190,800.00 7,000.00 275,000.00 3,708,738.26 0.00-19,150.00 0.00-19,150.00 0.00-38,300.00 0.00-13,275.00 0.00-13,275.00 Investment Inventory with Mar'Net Value Purchase Date Fed National Mortg Assoc 1/15/2013 Fed National Mortg Assoc 1/15/2013 Fed National Mortg Assoc 3/11/2013 FNMA Discount Notes Subtotal Money Market Funds Black Rock 3/31/2013 Morgan Stanley 3/31/2013 Caltrust 3/31/2013 Money Market Funds Subtotal Negotiable CD Union Bank of California Union Bank of Switzerland BB&T Capital Markets Union Bank of California Svenska Hndl NY Toronto Domin Ny Union Bank of California Bank of Montreal Bank of Montreal Bank of Montreal BB&T Capital Markets BB&T Capital Markets BB&T Capital Markets Svenska Hndl NY Toronto Domin Ny Negotiable CD Subtotal Repurchase Agreements Wells Fargo Bank NA Repurchase Agreements Subtotal 1/10/2013 1/18/2013 1/30/2013 2/27/2013 2/8/2013 3/11/2013 3/12/2013 3/13/2013 3/19/2013 3/20/2013 3/21/2013 3/21/2013 3/21/2013 3/22/2013 3/25/2013 Maturity Coupon Date 7/1/2013 0.10 7/1/2013 0.10 1/31/2014 0.15 0.11 4/1/2013 4/1/2013 4/1/2013 4/30/2013 4/17/2013 4/12/2013 4/17/2013 5/7/2013 5/13/2013 5/31/2013 4/3/2013 4/24/2013 4/22/2013 5/1/2013 5/2/2013 5/3/2013 6/19/2013 5/24/2013 0.01 0.05 0.30 0.11 0.19 0.18 0.12 0.12 0.22 0.16 0.18 0.14 0.16 0.16 0.12 0.12 0.12 0.21 0.18 0.16 3/31/2013 4/1/2013 0.02 0.02 0.10 0.10 0.15 0.11 0.01 0.05 0.30 0.11 0.19 0.18 0.12 0.12 0.21 0.16 0.18 0.14 0.16 0.16 0.12 0.12 0.12 0.20 0.18 0.16 0.02 0.02 Par Value 50,000,000.00 50,000,000.00 15,000,000.00 415,000,000.00 53, 350, 000.00 13,675,000.00 35,000,000.00 102, 025, 000.00 100,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 91,330,000.00 100,000,000.00 75,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 25,000,000.00 25,000,000.00 75,000,000.00 75,000,000.00 916,330,000.00 113,656,408.61 113,656,408.61 Current Book 49, 987, 361.11 49,987,361.11 14, 980, 937.50 414,914,909.72 53,350,000.00 13,675,000.00 35,000,000.00 102,025,000.00 100,0013,0(10.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000,249.75 91,330,0(10.00 100,000,000.00 75,000,000.00 50,000, 000.00 50,000,000.00 50,000,000.00 25,000,000.00 25,000,000.00 75,000,822.18 75,000,000.00 916,331,071.93 113,656,408.61 113,656,408.61 Market Value 49,976,800.00 49,976,800.00 14,979,630.00 414,789,330.00 53,350,000.00 13,675,000.00 35,105,105.00 102,130,105.00 100,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 50,000, 250.00 91,330,000.00 100,000,000.00 75,000,000.00 50,000,000.00 50,000,000.00 50,000,000.00 25,000,000.00 25,000,000.00 75,000,825.00 75,000,000.00 Current Unrealized Ac :r 1nt Gai:nolLos 0.00-10,561.11 0.00-10,561.11 0.00-1,307.50 0.00-125,579.72 281.25 0.00 1,251.81 0.00 9,092.53 105,105.00 10, 625.59 105,105.00 42,750.00 18,250.00 10,166.67 5,500.00 15,826.39 8,524.13 3,875.00 5,541.67 2,888.89 2,666.67 1,833.33 916.67 916.67 4,697.91 2,625.00 916, 331, 075.00 126, 979.00 113,656,408.61 113,656,408.61 189.43 189.43 0.00 0.00 0.00 0.00 0.25 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 2.82 0.00 3.07 0.00 0.00 COUNTY OF SAKI DIEGO TREASURER - TAX COLLECTOR Investment Inventory with Market Value Issuer Purchase Date US Treasury Notes U.S. Treasury Securities 10/12/2010 U.S. Treasury Securities 4/12/2011 U.S. Treasury Securities 6/30/2008 U.S. Treasury Securities 4/3/2009 U.S. Treasury Securities 4/3/2009 U.S. Treasury Securities 5/27/2009 U.S. Treasury Securities 9/3/2009 U.S. Treasury Securities 7/14/2010 U.S. Treasury Securities 12/12/2011 U.S. Treasury Securities 3/12/2012 U.S. Treasury Securities 4/12/2012 U.S. Treasury Securities 6/8/2012 U.S. Treasury Securities 1/7/2013 U.S. Treasury Securities 9/22/2011 U.S. Treasury Securities 9/22/2011 U.S. Treasury Securities 10/12/2012 U.S. Treasury Notes Subtotal Grand Total Maturity Coupon YTM Oats 1/31/2015 11/30/2015 4/30/2013 3/31/2014 12/31/2013 8/31/2013 8/31/2014 6/30/2015 11/30/2016 2/28/2017 6/30/2013 5/15/2017 12/31/2017 8/31/2016 2/29/2016 7/31/2017 Par Value Current Book 2.25 0.90 10,000,000.00 1.38 2.17 10,000,000.00 3.13 3.29 25,000,000.00 1.75 1.74 15, 000, 000.00 1.50 1.63 10, 000, 000.00 3.13 1.99 10, 000, 000, 00 2.38 2.26 20,000,000.00 1.88 1.90 15, 000, 000.00 0.88 0.87 12,000,000.00 0.88 0.90 15,000,000.00 3.38 0.25 25,000,000.00 4.50 0.73 15,000,000,00 0.75 0.81 15,000,000.00 1.00 0.86 2.13 0.71 0.50 0.66 2.13 1.40 0.69 10,241,573.73 9,799,746.20 24,996,999.49 15, 001, 637.93 9,990,612.38 10,044,845.86 20,030,132.34 14,992,045.22 12,001,037.47 14,983,383.15 25,192,607.16 17,282,888.26 14,956,407.34 10, 000, 000.00 10, 047, 5 34.63 10,000,000.00 10,406,138.19 15,000,000.00 14,899,531.61 232,000,000.00 234,867,120.96 Market Value Current Unrealized Accr Inl GainiLoss 10, 368, 400, 00 10, 276, 600.00 25,059,500.00 15,234,900.00 10,100,800.00 10,123,400.00 20,610,200.00 15, 535, 500, 00 12,165,000.00 15,192,150.00 25, 203, 250.00 17,390,700.00 15,019,950.01 10,186, 700.00 10,512,500.00 14, 914,500.00 237, 894, 050.01 37, 292.82 126, 826.27 46,085.16 476,853.80 328,038.67 62,500.51 717.21 233,262.07 37, 707.18 110,187. 62 27,173.91 78, 554.14 41,304.35 580,067.66 70,700.97 543,454.78 35,192.31 163, 962.53 11,413.04 208, 766.85 212,102.90 10,642.84 255,455.80 107, 811.74 28, 280.38 63, 542.67 8,695.65 139,165.37 18,478.26 106,361.81 12,430.94 14,968.39 1,171,069.55 3,026,929.05 0.47 5,893,872,408.61 5,907,582,478.05 5,921,630,282.85 9,157,374.20 14,047,804.78 'Note: Market Value source is Bank of New York Mellon Purchases/Sales/Maturities Deal Instrument Number Type 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1171 FFCB DN 1508 Commercial Paper 1511 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1511 Commercial Paper 1512 Commercial Paper 1106 Repurchase Agreements 1512 Commercial Paper 1513 Commercial Paper 1106 Repurchase Agreements 1513 Commercial Paper 1514 Commercial Paper 1515 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1466 Negotiable CD 1509 Commercial Paper 1514 Commercial Paper 1516 Commercial Paper 57 Money Market Funds 99 FHLB 1106 Repurchase Agreements 1463 Commercial Paper 1468 Negotiable CD 1472 Negotiable CD 1474 Negotiable CD 1516 Commercial Paper 1517 Commercial Paper 1518 Commercial Paper Issuer Black Rock Morgan Stanley Wells Fargo Bank NA Federal Farm Credit Bank Societe Generale N.A. Societe Generale N.A. Black Rock Wells Fargo Bank NA Societe Generale N.A. Societe Generale N.A. Wells Fargo Bank NA Societe Generale N.A. Societe Generale N.A. Wells Fargo Bank NA Societe Generale N.A. Deutsche Bank Securities Inc. Toronto Domin Ny Morgan Stanley Wells Fargo Bank NA Bank of Montreal General Elec Capital Corp. Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Morgan Stanley Federal Home Loan Bank Wells Fargo Bank NA Toronto Domin Ny Bank of Montreal Bank of Montreal Toronto Domin Ny Deutsche Bank Securities Inc. Societe Generale N.A. Deutsche Bank Securities Inc. Coupon Transaction Type 0.01 Maturity 0.01 Maturity 0.02 Maturity 0.15 Maturity 0.15 Maturity 0.17 Purchase 0.01 Maturity 0.02 Purchase 0.17 Maturity 0.16 Purchase 0.02 Maturity 0.16 Maturity 0.16 Purchase 0.02 Purchase 0.16 Maturity 0.16 Purchase 0.13 Purchase 0.01 Purchase 0.02 Maturity 0.17 Maturity 0.12 Maturity 0.16 Maturity 0.16 Purchase 0.01 Maturity 3.88 Maturity 0.02 Purchase 0.13 Maturity 0.16 Maturity 0.18 Maturity 0.14 Maturity 0.16 Maturity 016 Purchase 0.17 Purchase Settlement Settlement Amount Date 40,000,000.00 3/1/2013 19,800,000.00 3/1/2013 1,033,350.27 3/1/2013 30,000,000.00 3/1/2013 280,000,000.00 3/1/2013 (274,996,104.17) 3/1/2013 10,100,000.00 3/4/2013 (203,986.95) 3/4/2013 275,000,000.00 3/4/2013 (244,998,911.11) 3/4/2013 6,266,293.43 3/5/2013 245,000,000.00 3/5/2013 (234,998,955.56) 3/5/2013 (4,038,375.08) 3/6/2013 235,000,000.00 3/6/2013 (174,999,222.22) 3/6/2013 (49,992,416.67) 3/6/2013 (8,800,000.00) 3/7/2013 4,261,761.29 3/7/2013 66,000,000.00 3/7/2013 25,000,000.00 3/7/2013 175, 000, 000.00 3/7/2013 (254,998,866.67) 3/7/2013 5,000,000.00 3/8/2013 20,000.000.00 3/8/2013 (314,876.83) 3/8/2013 40,000,000.00 3/8/2013 35,000,000.00 3/8/2013 100,000,000.00 3/8/2013 28,330,000.00 3/8/20i3 255,000,000.00 3/8/2013 (99,998,666.67) 3/8/2013 (274,996,104.17) 3/8/2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 11 Purchases/sales/Maturities Deal Number 1519 56 1106 1478 1510 1517 1518 1520 1521 1522 1523 1106 1522 1523 1524 1525 1526 57 803 1106 1525 1526 1527 1528 57 1106 1528 1529 1530 1531 56 1106 1204 Instrument Type Commercial Paper Money Market Funds Repurchase Agreements Negotiable CD Commercial Paper Commercial Paper Commercial Paper Negotiable CD FNMA DN Commercial Paper Commercial Paper Repurchase Agreements Commercial Paper Commercial Paper Negotiable CD Commercial Paper Commercial Paper Money Market Funds FNMA CALLABLE PREM Repurchase Agreements Commercial Paper Commercial Paper Negotiable CD Commercial Paper Money Market Funds Repurchase Agreements Commercial Paper Commercial Paper FNMA CALL EURO PREM Commercial Paper Money Market Funds Repurchase Agreements FDIC CD ACT-365 Bank of Nova Scotia Black Rock Wells Fargo Bank NA Bank of Montreal General Elec Capital Corp. Societe Generale N.A. Deutsche Bank Securities Inc. Toronto Domin Ny Fed National Mortg Assoc Societe Generale N.A. Rabobank Nederland Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland Union Bank of Califomia Societe Generale N.A. Rabobank Nederland Morgan Stanley Fed National Mortg Assoc Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland Bank of Montreal Societe Generale N.A. Morgan Stanley Wells Fargo Bank NA Societe Generale N.A. Bank of Nova Scotia Fed National Mortg Assoc Societe Generale N.A. Black Rock Wells Fargo Bank NA Security Business Bank Coupon 0.12 0.01 0.02 0.17 0.12 0.16 0.17 0.16 0.15 0.16 0.12 0.02 0.16 0.12 0.18 0.17 0.11 0.01 1.00 0.02 0.17 0.11 0.14 0.16 0.01 0.02 0.16 0.13 0.75 0.15 0.01 0.02 0.25 Transaction Y pa Purchase Purchase Purchase Maturity Maturity Maturity Maturity Purchase Purchase Purchase Purchase Maturity Maturity Maturity Purchase Purchase Purchase Purchase Call Maturity Maturity Maturity Purchase Purchase Maturity Maturity Maturity Purchase Purchase Purchase Purchase Purchase Maturity Settlement Amount (97, 991,180.00) (12,400,000.00) (6,614,365.86) 15,000,000.00 50, 000, 000.00 100, 000, 000.00 275, 000, 000.00 (91, 330, 000.00) (14, 979,625.00) (274,998,777.78) (149, 999, 500.00) 798,516.93 275,000,000.00 150, 000, 000.00 (100, 000, 000.00) (274,998,739.58) (59, 999, 816.67) (29, 000,000.00) 50, 000, 000.00 6, 287, 044.23 275,000,000.00 60, 000, 000.00 (75,000,000.00) (279,998,755.56) 26, 800, 000.00 758, 987.35 280,000,000.00 (49, 991, 840.28) (25, 000, 000.00) (249, 998, 958.33) (9, 000, 000.00) (9,500,269.64) 250, 000.00 COUNTY OF SAN EGO TREASURER - TAX COLLECTOR • Settlement Date 3/8/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/11/2013 3/12/2013 3/12/2013 3/12/2013 3/12/2013 3/12/2013 3/12/2013 3/13/2013 3/13/2013 3/13/2013 3/13/2013 3/13/2013 3/13/2013 3/13/2013 3/14/2013 3/14/2013 3/14/2013 3/14/2013 3/14/2013 3/14/2013 3/15/2013 3/15/2013 3/15/2013 Purchases/Sales/Maturities Deal Instrument Number Type 1465 Commercial Paper 1531 Commercial Paper 1532 Commercial Paper 1533 Commercial Paper 1551 FDIC CD ACT 365 57 Money Market Funds 1106 Repurchase Agreements 1532 Commercial Paper 1533 Commercial Paper 1534 Commercial Paper 1535 Commercial Paper 1536 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1534 Commercial Paper 1535 Commercial Paper 1536 Commercial Paper 1537 Commercial Paper 1538 Commercial Paper 1539 Negotiable CD 57 Money Market Funds 1106 Repurchase Agreements 1537 Commercial Paper 1538 Commercial Paper 1540 Commercial Paper 1541 Negotiable CD 1106 Repurchase Agreements 1201 CDARS ACT 365 1540 Commercial Paper 1542 Negotiable CD 1543 Negotiable CD 1544 Negotiable CD 1545 Commercial Paper Issuer General Elec Capital Corp. Societe Generale N.A. Deutsche Bank Securities Inc. Rabobank Nederland American West Bank Morgan Stanley Wells Fargo Bank NA Deutsche Bank Securities Inc. Rabobank Nederland Rabobank Nederland Societe Generale N.A. Societe Generale N.A. Morgan Stanley Wells Fargo Bank NA Rabobank Nederland Societe Generale N.A. Societe Generale N.A. Deutsche Bank Securities Inc. Societe Generale N.A. Bank of Montreal Morgan Stanley Wells Fargo Bank NA Deutsche Bank Securities Inc. Societe Generale N.A. Deutsche Bank Securities Inc. Bank of Montreal Wells Fargo Bank NA CDARS Regent Bank Deutsche Bank Securities Inc. BB&T Capital Markets BB&T Capital Markets BB&T Capital Markets Deutsche Bank Securities Inc. Coupon Transaction Type 0.12 Maturity 0.15 Maturity 0.17 Purchase 0.13 Purchase 0.20 Purchase 0.01 Maturity 0.02 Maturity 0:17 Maturity 0.13 Maturity 0.14 Purchase 0.14 Purchase 0.14 Purchase 0.01 Purchase 0.02 Maturity 0.14 Maturity 0.14 Maturity 0.14 Maturity 0.16 Purchase 0.15 Purchase 0.16 Purchase 0.01 Maturity 0.02 Maturity 0.16 Maturity 0.15 Maturity 0.16 Purchase 0.16 Purchase 0.02 Purchase 0.35 Maturity 0.16 Maturity 0.12 Purchase 0.12 Purchase 0.12 Purchase 0.16 Purchase Settlement Settlement Amount Oa le 75,000,000.00 3/15/2013 250,000,000.00 3/15/2013 (284,995,962.50) 3/15/2013 (49,999,458.33) 3/15/2013 (250,000.00) 3/15/2013 6, 900, 000.00 3/18/2013 8,617,081.88 3/18/2013 285,000,000.00 3/18/2013 50,000,000.00 3/18/2013 (274,998,930.56) 3/18/2013 (49,999,805.56) 3/18/2013 (24,999,902.78) 3/18/2013 (12,700,000.00) 3/19/2013 409,957.73 3/19/2013 275,000,000.00 3/19/2013 50,000,000.00 3/19/2013 25,000,000.00 3/19/2013 (269,998,800.00) 3/19/2013 (39,999,833.33) 3/19/2013 (50,000,000.00) 3/19/2013 20,000,000.00 3/20/2013 434,802.73 3/20/2013 270,000,000.00 3/20/2013 40,000,000.00 3/20/2013 (279,998,755.56) 3/20/2013 (50,000,000.00) 3/20/2013 (6,781,766.11) 3/21/2013 2,813,500.00 3/21/2013 280,000,000.00 3/21/2013 (50,000,000.00) 3/21/2013 (25, 000, 000.00) 3/21/2013 (25,000,000.00) 3/21/2013 (179,999,200.00) 3/21/2013 COUNTY Cr SAN DIEGO TREASURER - TAX COLLECTOR 13 Purchases/Sales/Maturities Deal Instrument Number Type 1552 CDARS ACT-365 57 Money Market Funds 702 FNMA CALLABLE PREM 1085 FFCB DN 1106 Repurchase Agreements 1132 FNMA DN 1545 Commercial Paper 1546 Negotiable CD 1547 Commercial Paper 1548 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1547 Commercial Paper 1548 Commercial Paper 1549 Commercial Paper 1550 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1549 Commercial Paper 1553 Commercial Paper 56 Money Market Funds 690 FHLB 1106 Repurchase Agreements 1553 Commercial Paper 1554 Commercial Paper 1555 Commercial Paper 1556 Commercial Paper 1106 Repurchase Agreements 1432 Negotiable CD 1555 Commercial Paper 1557 FNMA CALLABLE DISC 1558 FFCB 1559 FHLB Issuer CDARS Regent Bank Morgan Stanley Fed National Mortg Assoc Federal Farm Credit Bank Wells Fargo Bank NA Fed National Mortg Assoc Deutsche Bank Securities Inc. SNenska Hndl NY Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Morgan Stanley Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities inc. Deutsche Bank Securities Inc. Toronto Domin Ny Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Societe Generale N.A. Black Rock Federal Home Loan Bank Wells Fargo Bank NA Societe Generale N.A. Bank of Nova Scotia Societe Generale N.A. Toronto Domin Ny Wells Fargo Bank NA Toronto Domin Ny Societe Generale N.A. Fed National Mortg Assoc Federal Farm Credit Bank Federal Home Loan Bank Coupon Transaction Type Purchase Purchase Call Maturity Maturity Maturity Maturity Purchase Purchase Purchase Maturity Maturity Maturity Maturity Purchase Purchase Maturity Purchase Maturity Purchase Purchase Maturity Purchase Maturity Purchase Purchase Purchase Purchase Maturity Maturity Purchase Purchase Purchase 0.25 0.01 1.00 0.17 0.02 0.16 0.16 0.21 0.16 0.16 0.01 0.02 0.16 0.16 0.16 0.18 0.01 0.02 0.16 0.15 0.01 1.00 0.02 0.15 0.13 0.15 0.15 0.02 0.17 0.15 0.80 0.18 1.13 Settlement Amount (2,813,500.00) (26, 700, 000.00) 50, 000, 000.00 25, 000, 000.00 4,919,000.91 50, 000, 000.00 180, 000, 000.00 (75, 001, 353.33) (259,996,533.33) (19, 999, 733.33) 33, 300, 000.00 291, 066.66 260,000,000.00 20, 000, 000.00 (249, 998, 888.89) (75, 000, 000.00) 12,500,000.00 (838,137.84) 250, 000, 000.00 (249, 998, 958.33) (27, 700, 000.00) 50,000,000.00 (217,042.55) 250, 000, 000.00 (29, 996, 458.33) (299, 998, 750.00) (39, 994, 333.33) (201, 720, 083.48) 40, 000, 000.00 300,000,000.00 (49, 975, 000.00) (50,010,298.00) (20, 287, 250.00) Settlement Date 3/21/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/22/2013 3/25/2013 3/25/2013 3/25/2013 3/25/2013 3/25/2013 3/25/2013 3/26/2013 3/26/2013 3/26/2013 3/26/2013 3/27/2013 3/27/2013 3/27/2013 3/27/2013 3/27/2013 3/27/2013 3/27/2013 3/28/2013 3/28/2013 3/28/2013 3/28/2013 3/28/2013 3/28/2013 Pur :bases/sales/Maturities Deal Number 1560 FHLB 768 Coll CD ACT 365 DLYCMP 1106 Repurchase Agreements 1427 Commercial Paper 1471 Commercial Paper 1566 Coll CD ACT-365 DLYCMP Instrument Type Issuer Federal Home Loan Bank Torrey Pines Bank Wells Fargo Bank NA Bank of Nova Scotia Bank of Nova Scotia Torrey Pines Bank Coupon Transaction Type 5.25 Purchase 0.30 Maturity 0.02 Maturity 0.18 Maturity 0.15 Maturity 0.30 Purchase Settlement Amount (19,580,623.36) 20, 000, 000.00 92,452,004.80 70,000,000.00 50, 000, 000.00 (20,000,000.00) Settlement Date 3/28/2013 3/29/2013 3/29/2013 3/29/2013 3/29/2013 3/29/2013 Grand Total 29, 635, 694.58 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR Cash Flow Analysis Beginning Pool Book Balance MAIN CASH FLOW ITEMS INFLOWS: Reverse Repos Interest Income On Pool Taxes Collected School Deposits County Deposits Retirement Voluntaries Maturities/Sales Outside Pool OUTFLOWS: Schools County Retirement Voluntaries Tax Apportionment Reverse Repos Purchases/ Purchases Outside of Pool TOTAL PROJECTED/ACTUAL MONTH END POOL BALANCE LIQUIDITY PROJECTIONS INCREASE / DECREASE DUE TO INVESTMENT ACTIVITY Maturities Sales/Calls Investments Purchased San Diego Pooled Money Fund as of March 31, 2013 ($000) Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 Sep-13 5,938,534 5,907,582 6,929,573 5,901,503 5,683,270 5,319,940 4,735,784 Net Main Cash Flow (see above) PROJECTED/ACTUAL MONTH END LIQUIDITY Note: The above is not meant to be a complete Cash Flow Statement. The data represents a subset of the main cash flow items and does not include accrued interest or other adjustment items. 0 0 1,723 2,575 424,939 1,297,000 287,547 778,273 248,872 200,643 0 0 1,530 0 9,958 0 974,569 2,278,491 0 3,500 60,000 85,975 231,000 0 0 0 380,475 0 0 0 0 2,025 4,825 3,500 2,800 70,050 28,510 60,000 30,000 595,437 811,299 196,944 265,000 264,300 196,131 225,000 260,173 0 0 0 0 0 143,150 0 0 0 0 0 0 931,812 1,183,915 485,444 557,973 605,098 708,475 708,895 685,000 570,890 287,010 303,500 406,850 350,000 295,100 7,000 7,000 369,000 7,500 7,000 22,000 35,600 22,000 44,600 33,679 487,437 95,470 40,500 12,500 10,500 O 0 0 0 0 O 0 0 0 0 1,004,979 1,256,500 1,408,545 1,150, 045 1,547,245 1,099,600 917,169 (30,410) 1,021,991 (1,028,070) (218,233) (363,330) (614,156) (359,196) 5,907,582 6,929,573 5,901,503 5,683,270 5,319,940 4,705,784 4,346,588 606,068 625,000 331,217 228,000 10,755 7,000 25,336 26,500 31,353 370,000 0 0 250 0 373,000 0 123,000 496,000 (30,410) 1,021,991 (1,028,070) (218,233) (363,330) (614,156) (359,196) 215,671 1,733,662 2,060,122 2,754,216 2,775,936 2,830,403 2,812,972 1,170,000 891,092 345,050 668,623 331,665 O 0 0 0 0 184,530 21,235 40,000 0 10,100 1,354,530 912,327 385,050 668,623 341,765 COUNTY Of SAN DIEGO TREASURER - TAX COLLECTOR Participant Cash Balances PARTICIPANT San Diego Pooled Money Fund as of March 31, 2013 ($000) FMV FMV FMV % of 01/31/13 02/28/13 03/31/13 Total COUNTY COUNTY SPECIAL TRUST FUNDS NON -COUNTY INVESTMENT FUNDS SCHOOLS (K THRU 12) COMMUNITY COLLEGES San Diego Grossmont Mira Costa Palomar Southwestern Total Community Colleges SDCERA SANCAL MTDB SANDAG CITIES Chula Vista Del Mar Encinitas National City INDEPENDENT AGENCIES Alpine FPD Bonita Sunnyside FPD Borrego Springs FPD Deer Springs FPD Fallbrook Public Utl Public Agency Self Insurance System Julian-Cuyamaca FPD Lake Cuyamaca Rec & Park Lakeside Fire Leucadia Water District Lower Sweetwater FPD I $ 704,395 $ 822,010 $1,099,896 1,533,792 1,514, 660 1,488, 747 319,346 317,903 311,660 2,292,270 2,071,552 1,872,075 262,541 33,974 36,026 191,838 166,253 690,633 3,960 63,543 5,767 117,391 210,302 181,374 24,720 25,717 30,178 24,750 174,168 159,487 154,721 158,741 594,088 550,069 3,986 4,025 61,905 58,902 700 698 115,826 105,820 39,045 39,048 38,977 3,012 3,012 3,007 2 2 2 4,997 4,998 4,989 1,295 1,124 1,019 4,404 4,093 4,160 1,286 1,226 1,167 7,246 7,247 6,507 14 14 14 446 446 445 102 26 39 218 174 418 8,186 7,846 7,337 11,292 11,293 11,273 406 331 337 18.57% 25.15% 5.26% 31.61 % 3.07% 0. 43% 0.42% 2.69% 2.68% 9.29% PARTICIPANT FMV FMV FMV %of 01/31/13 02/28/13 03/31/13 Total Metropolitan Transit System Majestic Pines CSD Mission Resource Conservation District North County Cemetery District North County Cemetry Perpetual North County Cemetery North County Dispatch North County Fire Otay Water District Investment Palomar Resource Conservation Distric Pine Valley FPD Pomerado Cem Perpetual Pomerado Cemetery District Ramona Cemetery District Ramona Cemetery Perpetual Rancho Santa Fe FPD San Diego Housing Commission San Diego Rural Fire San Dieguito River San Marcos FPD San Miguel FPD San Ysidro Sanitation Santa Fe Irrigation District SDC Regional Airport Authority So County OPS Center Spring Valley/Casa de Oro Upper San Luis Rey Reservoir Vallecitos Water District Valley Center FPD Valley Cntr Cemetery Valley Ctr Cem Perpetual Valley Ctr Water District Vista FPD 17,726 30 403 1,288 1,604 1,253 2,490 2,688 19,105 0 387 7 1,457 639 340 10,467 7,358 9 39 1 2,220 13 3,996 81,452 0 1,016 9 5,050 4,263 174 221 11,642 2,582 16,176 30 404 1,274 1,414 1,258 2,447 2,045 15,120 0 340 5 1,431 626 340 10,069 7,358 25 22 1 2,126 13 3,996 278,271 0 1,016 10 5,050 4,264 80 222 11,267 2,582 13,342 30 404 1,299 1,423 1,200 2,166 2,532 15,093 0 345 2 1,401 592 340 9,606 2,371 15 -179 2,188 13 3,989 266,910 0 2,542 10 5,041 4,294 71 222 10,706 2,080 Total Independent Agencies 452,542 632,578 599,183 10.12% Pooled Money Fund Total $5,992,977 $5,952,790 $5,921,630 100.00% COUNTY of SAN DIEGO TREASURER - TAX COLLECTOR Pooled Money Fund Participants Schools 31.61% Community Colleges 9.29% Voluntary Depositors 10.12% San Diego Pooled Money Fund as of March 31, 2013 Non County Funds 5.26% County Funds 43.72% • County Funds ri Non County Funds Voluntary Depositors Schools Community Colleges COUNTY OF SAN DMEG° TREASURER .. TA_X COLLECTOR Pooled Money Fund - Asset AtIocetion Money Market Funds 1.73% San Diego Pooled Money Fund as of March 31, 2013 is Federal Agency 71.22% Negotiable CD 15.51% Repurchase Agreements 1.92% U.S. Treasury Notes 3.98% FDIC CDs 1.10% Commercial Paper 4.54% 0 FDIC CDs L1 Commercial Paper U Federal Agency Money Market Funds ". Negotiable CD 0 Repurchase Agreements '"i U.S. Treasury Notes COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 19 Pooled Money Fund Assets - Credit Quafity 35.08% San Diego Pooled Money Fund as of March 31, 2013 A-1 12.53% AAA COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR AA+ ■ AAA AA+ AA u'A-1+ ■ A-1 investment Policy Compliance Standards Cabgory - - S tanda_ rd Comment Treasury Issues ' _ No Limit; 5% per issue Complies - 3.9% Agency issues 5% per issue, 35% per issuer Complies - 71.6% Local Agency Obligations 5% per issue, 10% per issuer; 15% max.; SP-1/A or MIGI/A or F1/A minimum rating Complies Banker's Acceptances 2.5% per issue, 5% per issuer; 40% max.; A-1 or P-1 or F1 minimum rating Complies Commercial Paper 2.5% per issue>5 days; 5% per issue <5 days; 5% per issuer maximum; 40% max.; A-1 or P-1 or Fl minimum rating Complies - 7.3% Medium Term Notes 2.5% per issue, 5% per issuer; 30% max.; A-1/A or P-1/A or F1/A minimum rating Complies Negotiable Certificates of Deposit 2.5% per issue, 5% per issuer, 30% max.; A-1 /A or P-1/A or F1 / A minimum rating Complies - 13.5% Repurchase Agreements 1-year maximum maturity, 10% per issue>5 days; 15% per issue <5 days; 10% per issuer>6 days; 15% per issuer <6 days; 40% maximum Complies - 0.3% Reverse Repurchase Agreements 92-day maximum maturity, 5% per issue; 10% per issuer; 20% maximum combined with Securities Lending N/A Collateralized Certificates of Deposit 1-year maximum maturity; 10% max.; 110% collateral required Complies - 1.1% Covered Call Option! Put Option 90-day maximum maturity,10% maximum N/A Money Market Mutual Funds 10% per fund; 15% maximum; AAAm, or Aaa-mf, or AAAmmf minimum rating Complies - 2.3% Investment Trust of California - Cal Trust 2.5% maximum Complies Pass -Through Securities Non -mortgaged backed; 2.5% per issue, 5% per issuer, 20% max.; A -rated issuer; A-1/AA or P-1/Aa or F1/AA minimum issue rating Complies Maximum maturity 5 years Complies Illiquidity Limitations 20% maximum for combined categories for Local Agency Obligations and Collateralized CDs Complies Maximum Issuer Exposure 10% per issuer combined (5%per any asset category, exclusive of Treasury, Agency, and Repurchase Agreements) Complies Maturity Policy - Portfolio Structure Minimum 25% 5 90 days; and minimum 50% 51 year; maximum effective duration for portfolio 1.5 years Complies Prohibited Securities inverse floaters; Ranges notes, Interest -only strips from mortgaged backed securities; Zero interest accrual securities Complies Credit Rating Policy - monitoring ratings _ Overall credit rating of AAAf I S1, by Standard & Poors Complies Securities Lending 92-day maximum maturity, 5% per loan; 10% per counterparty; 20% maximum combined with Reverse Repurchase Agreements N/A County of San Diego Treasurer Investment Report MONTH ENDING February 28, 2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR ea • mg e way Table of Contents 3 Summary Portfolio Statistics as of February 28, 2013 4 Investment Inventory with Market Value 11 Purchases/Sales/Maturities 15 Cash Flow Analysis 16 Participant Cash Balances 17 Pooled Money Fund Participants 18 Pooled Money Fund - Asset Allocation 19 Pooled Money Fund Assets - Credit Quality 20 Investment Policy Compliance Standards DISCLAIMER: The information provided, including all charts, tables, graphs and numerical representations, are provided to readers solely as a general overview of the economic and market conditions which the Treasurer utilizes in making investment decisions. Note: All Investments held during the month of February 2013 were in compliance with the Investment Policy dated January 1, 2013. The projected cash flows indicate sufficient liquidity to meet all scheduled expenditures for the next 6 months. COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 2 Summary Portfolio Statistics County of San Diego Pooled Money Fund as of February 28, 2013 Certificates of Deposit Commercial Paper Fannie Mae Fannie Mae Discount Notes Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Notes Federal Home Loan Bank Discount Notes Federal Home Loan Bank Notes Federal Home Loan Mortgage Corp Discount Notes Federal Home Loan Mortgage Corp Notes Money Market Funds Negotiable CD Repurchase Agreements U.S. Treasury Notes Totals for February 2013 Totals for January 2013 Change From Prior Month Portfolio Effective Duration Percent of Portfolio 1.09 9.93 16.76 7.58 4.12 4.76 4.21 23.70 0.42 10.93 2.53 9.84 0.17 3.96 100.00 WAM 91 10 973 79 148 318 82 273 120 802 1 33 1 834 385 WAC YTM 91 0.31 10 0.14 459 0.81 79 0.12 148 0.18 188 0.31 82 0.13 266 0.48 120 0.13 509 0.91 1 0.12 33 0.17 0.02 834 1.40 257 0.48 Current Par/ Current Share Book 64,811,000 64,811,000 590,000,000 589,977,689 991,169,000 995,629,072 450,000,000 449,890,556 245,000,000 244,805,312 282,689,000 282,670,714 250,000,000 249,928,889 1,405,145,000 1,407,545,316 25,000,000 24,989,257 644,852,000 648,870,856 150,125,000 150,125,000 584,330,000 584,330,765 9,957,372 9,957,372 232,000,000 235,001,735 5,925,078,372 5,938,533,533 Market Price 1.000 1.000 1.008 0.999 0.998 1.000 0.999 1.005 0.999 1.011 1.001 1.000 1.000 1.027 1.005 100.00 376 272 0.46 5,966,412,934 5,980,182,297 1.004 0.750 years February Return Book Value 0.037% Market Value 0.037% 9 (15) 0.02 (41,334,562) (41,648,764) 0.001 Annualized 0.483% 0.482% Fiscal Year To Date Return Annualized 0.327% 0.491% 0.325% 0.488% Calendar Year To Date Return 0.074% 0.074% Annualized 0.458% 0.457% Market Value 64,811,000 589,944,170 999,296,959 449,762,150 244,603,880 282,789,886 249,857,700 1,411,872,645 24,981,950 652,143,980 150,230,105 584,330,730 9,957,372 238,207,710 5,952,790,236 Current Accr Int 2,426 0 3,571,512 0 0 170,377 0 2,801,588 0 1,758,119 12,588 85,042 6 886,380 9,288,036 Yield to Worst 0.31 0.14 0.78 0.12 0.18 0.31 0.13 0.47 0.13 0.73 0.12 0.17 0.02 1.40 0.45 5,992,976,865 9,045,998 0.45 Note Yield to maturity (YTM) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the maturity date. Yield to call (YTC) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the call date. Yield to worst (YTW) is the lesser of yield to maturity or yield to call, reflecting the optionality of the bond issuer. Yields for the portfolio are aggregated based on the book value of each security. (40,186,629) 242,038 0.00 Unrealized Gain/Loss 0 (33,519) 3,667,887 (128,406) (201,432) 119,171 (71,189) 4,327,329 (7,307) 3,273,124 105,105 (35) 0 3,205,975 14,256,703 12,794,568 1,462,135 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 3 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss Certificates of Deposit CDARS Regent Bank 9/20/2012 3/21/2013 0.35 0.35 2,813,500.00 2,813,500.00 2,813,500.00 242.81 0.00 Vibra Bank 12/27/2012 6/27/2013 0.45 0.45 5,000,000.00 5,000,000.00 5,000,000.00 61.64 0.00 Ca Bank and Trust 11/19/2012 5/20/2013 0.13 0.13 10,000,000.00 10,000,000.00 10,000,000.00 433.33 0.00 Ca Bank and Trust 1/21/2013 7/22/2013 0.11 0.11 10,000,000.00 10,000,000.00 10,000,000.00 305.56 0.00 Comerica Bank 7/24/2012 7/24/2013 0.50 0.50 15,000,000.00 15,000,000.00 15,000,000.00 1,027.40 0.00 Torrey Pines Bank 3/29/2012 3/29/2013 0.30 0.30 20,000,000.00 20,000,000.00 20,000,000.00 164.38 0.00 Ca Bank and Trust 5/8/2012 5/8/2013 0.17 0.17 100,000.00 100,000.00 100,000.00 10.86 0.00 First California Bank 5/12/2012 5/12/2013 0.39 0.39 100,000.00 100,000.00 100,000.00 18.41 0.00 Neighborhood Natl Bank 1/22/2013 4/22/2013 0.55 0.55 98,000.00 98,000.00 98,000.00 0.00 0.00 Vibra Bank 2/12/2013 8/12/2013 0.65 0.65 250,000.00 250,000.00 250,000.00 76.74 0.00 Metro United Bank 2/19/2013 5/22/2013 0.40 0.40 250,000.00 250,000.00 250,000.00 0.00 0.00 Security Business Bank 9/16/2012 3/15/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 22.26 0.00 Coronado First Bank 10/24/2012 10/24/2013 0.30 0.30 250,000.00 250,000.00 250,000.00 12.33 0.00 SD Private Bank 11/10/2012 5/10/2013 0.35 0.35 100,000.00 100,000.00 100,000.00 18.22 0.00 Regents Bank 11/29/2012 5/28/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 1.71 0.00 Pacific Trust Bank 12/20/2012 6/20/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 15.41 0.00 Torrey Pines Bank 9/7/2012 9/6/2013 0.25 0.25 99,500.00 99,500.00 99,500.00 14.99 0.00 Certificates of Deposit Subtotal 0.31 0.31 64,811,000.00 64,811,000.00 64,811,000.00 2,426.05 0.00 Commercial Paper Bank of Nova Scotia 1/9/2013 3/29/2013 0.18 0.18 70,000,000.00 69,990,200.00 69,977,670.00 0.00-12,530.00 Toronto Domin Ny 2/5/2013 3/8/2013 0.13 0.13 40,000,000.00 39,998,988.89 39,995,520.00 0.00-3,468.89 General Elec Capital Corp. 2/5/2013 3/15/2013 0.12 0.12 75,000,000.00 74,996,500.00 74,990,475.00 0.00-6,025.00 Bank of Nova Scotia 2/6/2013 3/29/2013 0.15 0.15 50,000,000.00 49,994,166.67 49,984,050.00 0.00-10,116.67 Societe Generale N.A. 2/28/2013 3/1/2013 0.15 0.15 280,000,000.00 280,000,000.00 279,998,880.00 0.00-1,120.00 General Elec Capital Corp. 2/28/2013 3/7/2013 0.12 0.12 25,000,000.00 24,999,500.00 24,999,425.00 0.00 -75.00 General Elec Capital Corp. 2/28/2013 3/11/2013 0.12 0.12 50,000,000.00 49,998,333.34 49,998,150.00 0.00-183.34 Commercial Paper Subtotal 0.14 0.14 590,000,000.00 589,977,688.90 589,944,170.00 0.00-33,518.90 FFCB Federal Farm Credit Bank 3/5/2012 8/28/2013 0.30 0.28 47,684,000.00 47,688,956.36 47,714,517.76 1,192.10 25,561.40 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 4 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss Federal Farm Credit Bank 7/30/2012 11/19/2013 0.25 0.27 71,855,000.00 71,844,722.74 71,880,867.80 50,897.29 36,145.06 Federal Farm Credit Bank 8/1/2012 8/1/2013 0.21 0.21 63,150,000.00 63,150,000.00 63,150,000.00 11,051.25 0.00 Federal Farm Credit Bank 10/10/2012 10/9/2013 0.17 0.21 50,000,000.00 49,987,035.38 49,987,000.00 33,527.78 -35.38 Federal Farm Credit Bank 6/4/2012 6/4/2015 0.61 0.61 50,000,000.00 50,000,000.00 50,057,500.00 73,708.33 57,500.00 FFCB Subtotal 0.30 0.31 282,689,000.00 282,670,714.48 282,789,885.56 170,376.75 119,171.08 FFCB Discount Notes Federal Farm Credit Bank 5/11/2012 5/6/2013 0.20 0.20 10,000,000.00 9,996,333.33 9,980,000.00 Federal Farm Credit Bank 7/25/2012 7/18/2013 0.20 0.20 10,000,000.00 9,992,277.78 9,980,110.00 Federal Farm Credit Bank 7/25/2012 7/18/2013 0.20 0.20 10,000,000.00 9,992,277.78 9,980,110.00 Federal Farm Credit Bank 7/27/2012 7/19/2013 0.20 0.20 10,000,000.00 9,992,222.22 9,980,170.00 Federal Farm Credit Bank 7/27/2012 3/22/2013 0.17 0.17 25,000,000.00 24,997,520.83 24,971,900.00 Federal Farm Credit Bank 9/5/2012 3/1/2013 0.15 0.15 30,000,000.00 30,000,000.00 29,977,890.00 Federal Farm Credit Bank 11/1/2012 11/1/2013 0.20 0.20 50,000,000.00 49,931,944.44 49,898,600.00 Federal Farm Credit Bank 11/5/2012 11/5/2013 0.20 0.20 50,000,000.00 49,930,833.33 49,898,600.00 Federal Farm Credit Bank 10/2/2012 6/28/2013 0.17 0.17 50,000,000.00 49,971,902.78 49,936,500.00 FFCB Discount Notes Subtotal 0.18 0.18 245,000,000.00 244,805,312.49 244,603,880.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 - 16,333.33 - 12,167.78 -12,167.78 -12,052.22 - 25,620.83 - 22,110.00 -33,344.44 - 32,233.33 - 35,402.78 -201,432.49 FHLB Federal Home Loan Bank 3/29/2011 7/29/2013 1.00 1.00 40,050,000.00 40,050,000.00 40,189,774.50 35,600.00 139,774.50 Federal Home Loan Bank 6/13/2011 3/11/2016 3.13 1.72 25,000,000.00 26,018,312.40 27,017,750.00 368,923.61 999,437.60 Federal Home Loan Bank 11/24/2008 10/18/2013 3.63 3.63 25,000,000.00 24,999,485.26 25,536,000.00 334,809.03 536,514.74 Federal Home Loan Bank 4/3/2009 3/8/2013 3.88 2.13 20,000,000.00 20,006,479.58 20,014,400.00 372,430.56 7,920.42 Federal Home Loan Bank 7/13/2010 6/12/2015 2.88 2.09 22,685,000.00 23,066,963.08 23,974,415.40 143,120.30 907,452.32 Federal Home Loan Bank 10/8/2010 9/11/2015 1.75 1.40 15,000,000.00 15,126,568.53 15,508,050.00 123,958.33 381,481.47 Federal Home Loan Bank 10/8/2010 9/28/2015 1.63 1.40 15,000,000.00 15,082,534.18 15,468,450.00 103,593.75 385,915.82 Federal Home Loan Bank 12/13/2010 9/13/2013 1.00 1.08 34,000,000.00 33,985,823.03 34,147,900.00 158,666.67 162,076.97 Federal Home Loan Bank 8/10/2011 6/10/2016 2.13 1.48 15,000,000.00 15,302,576.12 15,786,600.00 71,718.75 484,023.88 Federal Home Loan Bank 3/19/2012 3/27/2013 1.00 0.25 50,000,000.00 50,026,911.41 50,030,500.00 213,888.89 3,588.59 Federal Home Loan Bank 3/19/2012 6/21/2013 0.40 0.31 50,000,000.00 50,013,263.27 50,030,500.00 38,888.89 17,236.73 Federal Home Loan Bank 3/19/2012 6/28/2013 0.35 0.31 41,500,000.00 41,505,500.78 41,526,975.00 25,418.75 21,474.22 Federal Home Loan Bank 3/19/2012 8/20/2013 0.21 0.31 25,000,000.00 24,987,763.21 25,005,500.00 1,604.17 17,736.79 Federal Home Loan Bank 3/6/2012 8/20/2013 0.21 0.28 50,000,000.00 49,983,874.05 50,011,000.00 3,208.33 27,125.95 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 5 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss Federal Home Loan Bank 5/9/2012 6/21/2013 1.88 0.23 45,225,000.00 45,451,421.92 45,464,692.50 164,882.81 13,270.58 Federal Home Loan Bank 7/30/2012 8/14/2013 0.24 0.25 75,000,000.00 74,997,940.71 75,027,000.00 8,500.00 29,059.29 Federal Home Loan Bank 7/30/2012 7/18/2013 0.25 0.22 50,000,000.00 50,005,117.82 50,005,100.00 14,930.56 -17.82 Federal Home Loan Bank 8/9/2012 8/28/2013 0.50 0.24 100,000,000.00 100,126,795.51 100,163,000.00 4,166.67 36,204.49 Federal Home Loan Bank 8/15/2012 9/6/2013 0.25 0.24 50,000,000.00 50,003,714.57 50,018,500.00 29,166.67 14,785.43 Federal Home Loan Bank 8/15/2012 8/13/2013 0.28 0.20 24,650,000.00 24,655,755.71 24,663,311.00 1,265.37 7,555.29 Federal Home Loan Bank 8/15/2012 8/15/2013 0.29 0.20 25,000,000.00 25,007,277.50 25,014,750.00 1,217.28 7,472.50 Federal Home Loan Bank 8/29/2012 8/13/2013 0.28 0.21 14,160,000.00 14,164,267.76 14,167,646.40 1,982.40 3,378.64 Federal Home Loan Bank 8/29/2012 8/20/2013 0.13 0.21 50,000,000.00 49,979,296.30 49,979,200.00 1,909.72 -96.30 Federal Home Loan Bank 8/29/2012 8/28/2013 0.50 0.22 50,000,000.00 50,068,605.99 50,081,500.00 2,083.33 12,894.01 Federal Home Loan Bank 8/29/2012 6/21/2013 1.88 0.20 30,000,000.00 30,153,020.55 30,159,000.00 109,375.00 5,979.45 Federal Home Loan Bank 9/20/2012 9/8/2017 0.75 0.86 35,000,000.00 34,831,521.78 34,921,950.01 149,479.16 90,428.23 Federal Home Loan Bank 9/26/2012 9/25/2013 0.13 0.21 100,000,000.00 99,953,176.60 99,953,000.00 54,166.67 -176.60 Federal Home Loan Bank 10/4/2012 10/4/2013 0.13 0.20 25,000,000.00 24,988,922.82 24,987,900.00 12,760.42 -1,022.82 Federal Home Loan Bank 10/4/2012 9/6/2013 0.25 0.20 25,000,000.00 25,006,686.75 25,009,250.00 30,381.94 2,563.25 Federal Home Loan Bank 10/4/2012 10/4/2013 0.13 0.21 25,000,000.00 24,986,983.33 24,987,900.00 12,760.42 916.67 Federal Home Loan Bank 10/4/2012 9/12/2013 0.28 0.20 25,000,000.00 25,010,877.96 25,012,750.00 32,861.11 1,872.04 Federal Home Loan Bank 10/4/2012 10/4/2013 0.20 0.21 11,000,000.00 10,999,153.92 10,999,153.00 8,983.33 -0.92 Federal Home Loan Bank 10/18/2012 10/18/2013 0.19 0.21 50,000,000.00 49,994,325.00 49,994,300.00 35,097.22 -25.00 Federal Home Loan Bank 11/26/2012 12/18/2013 0.32 0.21 20,000,000.00 20,017,084.76 20,019,000.00 12,977.78 1,915.24 Federal Home Loan Bank 11/26/2012 12/18/2013 0.30 0.21 80,000,000.00 80,055,656.96 80,064,000.00 48,666.67 8,343.04 Federal Home Loan Bank 1/4/2013 6/21/2013 0.17 0.14 47,875,000.00 47,879,982.44 47,880,026.88 15,825.35 44.44 Federal Home Loan Bank 2/7/2013 1/29/2014 0.38 0.17 10,000,000.00 10,018,291.59 10,015,900.00 3,333.33 -2,391.59 Federal Home Loan Bank 5/30/2012 5/24/2016 2.02 1.61 9,000,000.00 9,033,382.88 9,036,000.00 48,985.00 2,617.12 0.70 0.48 1,405,145,000.00 1,407,545,316.02 1,411,872,644.69 2,801,588.25 4,327,328.67 FHLB Subtotal FHLB Discount Notes Federal Home Loan Bank 12/7/2012 5/1/2013 0.12 0.12 50,000,000.00 49,989,833.33 49,975,850.00 Federal Home Loan Bank 12/7/2012 5/29/2013 0.12 0.12 100,000,000.00 99,970,333.33 99,942,300.00 Federal Home Loan Bank 12/14/2012 5/8/2013 0.13 0.13 50,000,000.00 49,987,722.22 49,973,800.00 Federal Home Loan Bank 12/14/2012 6/5/2013 0.14 0.14 50,000,000.00 49,981,000.00 49,965,750.00 FHLB Discount Notes Subtotal 0.13 0.13 250,000,000.00 249,928,888.88 249,857,700.00 0.00 0.00 0.00 0.00 0.00 -13,983.33 - 28,033.33 - 13,922.22 -15,250.00 -71,188.88 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 6 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss FHLMC Fed Home Loan Mortg Corp. 9/15/2010 7/28/2014 3.00 1.29 15,000,000.00 15,351,970.10 15,570,300.00 41,250.00 218,329.90 Fed Home Loan Mortg Corp. 9/4/2009 7/28/2014 3.00 2.60 20,000,000.00 20,105,941.16 20,760,400.00 55,000.00 654,458.84 Fed Home Loan Mortg Corp. 8/13/2010 2/9/2015 2.88 1.51 20,000,000.00 20,509,937.38 20,993,400.00 35,138.89 483,462.62 Fed Home Loan Mortg Corp. 11/24/2008 6/12/2013 4.00 3.46 20,985,000.00 21,013,997.35 21,211,428.15 184,201.67 197,430.80 Fed Home Loan Mortg Corp. 10/6/2011 11/25/2014 0.75 0.76 50,000,000.00 49,990,604.07 50,424,500.00 100,000.00 433,895.93 Fed Home Loan Mortg Corp. 12/16/2011 1/19/2016 4.75 0.95 15,000,000.00 16,609,005.70 16,871,700.00 83,125.00 262,694.30 Fed Home Loan Mortg Corp. 9/26/2012 10/28/2013 0.88 0.22 50,000,000.00 50,215,990.43 50,222,000.00 149,479.17 6,009.57 Fed Home Loan Mortg Corp. 9/26/2012 10/28/2013 0.88 0.22 61,307,000.00 61,571,834.51 61,579,203.08 183,282.39 7,368.57 Fed Home Loan Mortg Corp. 10/4/2012 9/27/2013 4.13 0.20 12,565,000.00 12,846,569.90 12,848,466.40 221,719.90 1,896.50 Fed Home Loan Mortg Corp. 10/18/2012 11/1/2016 0.63 0.64 50,000,000.00 49,979,105.30 50,024,000.00 115,451.39 44,894.70 Fed Home Loan Mortg Corp. 2/24/2012 8/21/2015 0.63 0.69 30,945,000.00 30,894,606.67 31,045,880.70 5,372.40 151,274.03 Fed Home Loan Mortg Corp. 7/25/2012 7/25/2017 1.00 1.00 20,000,000.00 19,998,240.00 20,037,200.00 20,000.00 38,960.00 Fed Home Loan Mortg Corp. 2/13/2012 2/13/2015 0.55 0.55 50,000,000.00 50,000,000.00 50,145,000.00 13,750.00 145,000.00 Fed Home Loan Mortg Corp. 5/17/2012 3/6/2017 1.20 1.14 20,000,000.00 20,030,932.20 20,177,600.00 116,666.67 146,667.80 Fed Home Loan Mortg Corp. 12/5/2012 2/13/2015 0.55 0.42 40,000,000.00 40,091,093.46 40,116,000.00 11,000.00 24,906.54 Fed Home Loan Mortg Corp. 1/16/2013 1/23/2017 2.25 1.74 8,500,000.00 8,647,887.49 8,661,925.00 20,187.50 14,037.51 Fed Home Loan Mortg Corp. 1/17/2013 7/17/2017 2.00 1.80 11,500,000.00 11,575,932.20 11,582,455.00 28,111.11 6,522.80 Fed Home Loan Mortg Corp. 1/31/2013 7/3/2017 2.25 2.04 8,550,000.00 8,609,333.17 8,611,816.50 30,993.75 2,483.33 Fed Home Loan Mortg Corp. 2/11/2013 8/14/2017 2.00 1.79 40,500,000.00 40,827,874.50 40,848,705.00 38,250.00 20,830.50 Fed Home Loan Mortg Corp. 3/12/2012 3/12/2015 0.65 0.65 50,000,000.00 50,000,000.00 50,206,000.00 152,569.44 206,000.00 Fed Home Loan Mortg Corp. 3/12/2012 3/12/2015 0.65 0.65 50,000,000.00 50,000,000.00 50,206,000.00 152,569.44 206,000.00 FHLMC Subtotal 1.34 0.91 644,852,000.00 648,870,855.59 652,143,979.83 1,758,118.72 3,273,124.24 FHLMC Discount Notes Fed Home Loan Mortg Corp. 12/10/2012 6/28/2013 0.13 FHLMC Discount Notes Subtotal 0.13 0.13 0.13 25, 000, 000.00 25,000,000.00 24,989,256.94 24,989,256.94 24,981,950.00 24,981,950.00 0.00 0.00 -7,306.94 -7,306.94 FNMA Fed National Mortg Assoc 3/10/2011 9/23/2013 1.00 1.12 25,000,000.00 24,984,014.79 25,110,000.00 109,722.22 125,985.21 Fed National Mortg Assoc 3/10/2011 8/20/2013 1.25 1.04 60,000,000.00 60,059,342.05 60,297,000.00 22,916.67 237,657.95 Fed National Mortg Assoc 8/13/2010 4/15/2015 5.00 1.57 20,000,000.00 21,399,546.25 21,969,000.00 377,777.78 569,453.75 Fed National Mortg Assoc 11/18/2010 11/20/2014 2.63 1.23 20,000,000.00 20,465,323.16 20,815,400.00 147,291.67 350,076.84 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 7 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss Fed National Mortg Assoc 4/27/2011 10/8/2013 1.13 1.01 50,000,000.00 50,035,321.00 50,278,500.00 223,437.50 243,179.00 Fed National Mortg Assoc 10/6/2011 9/28/2016 1.25 1.28 20,000,000.00 19,976,443.30 20,478,400.00 106,250.00 501,956.70 Fed National Mortg Assoc 11/15/2011 11/15/2016 1.38 1.29 15,000,000.00 15,046,211.98 15,451,050.00 60,729.17 404,838.02 Fed National Mortg Assoc 1/17/2012 11/15/2016 1.38 1.10 20,000,000.00 20,196,339.01 20,601,400.00 80,972.22 405,060.99 Fed National Mortg Assoc 8/27/2012 8/20/2013 1.25 0.21 83,729,000.00 84,136,028.73 84,143,458.55 31,979.83 7,429.82 Fed National Mortg Assoc 8/29/2012 7/12/2013 3.88 0.20 25,000,000.00 25,333,568.69 25,343,250.00 131,857.64 9,681.31 Fed National Mortg Assoc 9/20/2012 5/27/2014 1.10 0.27 25,000,000.00 25,255,050.07 25,252,000.00 71,805.56 -3,050.07 Fed National Mortg Assoc 10/4/2012 10/15/2013 4.63 0.21 25,000,000.00 25,685,283.02 25,689,000.00 436,805.56 3,716.98 Fed National Mortg Assoc 11/7/2012 10/30/2014 0.63 0.30 25,000,000.00 25,135,468.09 25,143,000.00 52,517.36 7,531.91 Fed National Mortg Assoc 11/26/2012 12/18/2013 0.75 0.21 25,000,000.00 25,107,061.52 25,115,500.00 38,020.83 8,438.48 Fed National Mortg Assoc 12/10/2012 6/26/2013 1.50 0.16 30,000,000.00 30,128,635.71 30,131,100.00 81,250.00 2,464.29 Fed National Mortg Assoc 2/7/2013 3/17/2014 1.30 0.19 25,000,000.00 25,289,026.50 25,259,250.00 148,055.56 -29,776.50 Fed National Mortg Assoc 3/12/2012 3/6/2017 1.20 1.23 15,000,000.00 14,984,897.58 15,106,950.00 87,500.00 122,052.42 Fed National Mortg Assoc 5/16/2011 5/16/2016 2.18 2.18 25,000,000.00 25,000,000.00 25,082,250.00 158,958.33 82,250.00 Fed National Mortg Assoc 12/5/2012 6/5/2015 0.42 0.42 10,000,000.00 10,000,000.00 9,995,900.00 10,033.33 -4,100.00 Fed National Mortg Assoc 5/30/2012 11/14/2016 1.05 1.06 25,000,000.00 24,993,767.14 25,041,500.00 78,020.83 47,732.86 Fed National Mortg Assoc 5/30/2012 11/14/2016 1.05 1.06 25,000,000.00 24,994,805.95 25,041,500.00 78,020.83 46,694.05 Fed National Mortg Assoc 7/17/2012 7/17/2017 0.50 0.51 20,000,000.00 19,991,069.33 20,032,600.00 12,222.22 41,530.67 Fed National Mortg Assoc 12/27/2012 12/27/2017 0.88 0.91 35,000,000.00 34,940,927.78 34,805,750.00 54,444.44 -135,177.78 Fed National Mortg Assoc 3/22/2012 3/22/2017 1.00 1.00 50,000,000.00 50,000,000.00 50,008,500.00 220,833.33 8,500.00 Fed National Mortg Assoc 3/13/2012 3/13/2017 1.00 1.00 50,000,000.00 50,000,000.00 50,013,500.00 233,333.33 13,500.00 Fed National Mortg Assoc 5/31/2012 11/23/2016 0.50 0.50 12,000,000.00 12,000,000.00 12,008,280.00 16,333.33 8,280.00 Fed National Mortg Assoc 6/4/2012 11/10/2015 0.50 0.50 17,900,000.00 17,900,000.00 17,907,339.00 27,595.83 7,339.00 Fed National Mortg Assoc 6/28/2012 4/17/2017 1.50 1.35 45,785,000.00 45,835,940.17 45,859,171.70 255,632.92 23,231.53 Fed National Mortg Assoc 11/29/2012 11/29/2017 1.00 1.00 31,755,000.00 31,755,000.00 31,830,259.35 81,151.67 75,259.35 Fed National Mortg Assoc 12/18/2012 12/18/2017 0.75 0.75 60,000,000.00 60,000,000.00 60,206,400.00 91,250.00 206,400.00 Fed National Mortg Assoc 12/27/2012 12/27/2017 0.75 0.75 25,000,000.00 25,000,000.00 24,992,750.00 33,333.33 -7,250.00 Fed National Mortg Assoc 2/21/2013 2/21/2018 0.83 0.83 50,000,000.00 50,000,000.00 50,287,000.00 11,458.33 287,000.00 FNMA Subtotal 1.35 0.81 991,169,000.00 995,629,071.82 999,296,958.60 3,571,511.62 3,667,886.78 FNMA Discount Notes Fed National Mortg Assoc 8/20/2012 3/22/2013 0.16 0.16 50,000,000.00 49,995,333.33 49,952,450.00 Fed National Mortg Assoc 12/7/2012 5/10/2013 0.12 0.12 50,000,000.00 49,988,333.33 49,974,350.00 0.00 0.00 -42,883.33 -13,983.33 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 8 Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Date Date Par Value Current Book Market Value Current Unrealized Accr Int Gain/Loss Fed National Fed National Fed National Fed National Fed National Fed National Mortg Assoc Mortg Assoc Mortg Assoc Mortg Assoc Mortg Assoc Mortg Assoc 12/7/2012 12/7/2012 1/4/2013 1/4/2013 1/15/2013 1/15/2013 5/1/2013 5/1/2013 6/3/2013 6/3/2013 7/1/2013 7/1/2013 FNMA Discount Notes Subtotal Money Market Funds Black Rock Morgan Stanley Caltrust 2/28/2013 2/28/2013 2/28/2013 3/1/2013 3/1/2013 3/1/2013 0.12 0.12 0.11 0.11 0.10 0.10 0.12 0.12 0.12 0.11 0.11 0.10 0.10 0.12 50, 000, 000.00 100, 000, 000.00 50,000,000.00 50, 000, 000.00 50, 000, 000.00 50, 000, 000.00 450,000,000.00 49,989,833.33 99, 979, 666.67 49,985,638.89 49,985,638.89 49, 983, 055.56 49, 983, 055.56 449,890,555.56 0.01 0.01 66, 850, 000.00 66, 850, 000.00 0.05 0.05 48,275,000.00 48,275,000.00 0.45 0.45 35,000,000.00 35,000,000.00 0.12 0.12 150,125, 000.00 150,125, 000.00 49, 975, 850.00 99,951,700.00 49, 977,100.00 49, 977,100.00 49, 976, 800.00 49, 976, 800.00 449,762,150.00 66,850,000.00 48,275,000.00 35,105,105.00 150,230,105.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 323.01 1,037.49 11,227.18 12,587.68 -13,983.33 -27,966.67 -8,538.89 -8,538.89 - 6,255.56 - 6,255.56 -128,405.56 0.00 0.00 105,105.00 105,105.00 Money Market Funds Subtotal Negotiable CD Union Bank of California 1/10/2013 4/30/2013 0.19 Toronto Domin Ny 1/10/2013 3/28/2013 0.17 Union Bank of Switzerland 1/18/2013 4/17/2013 0.18 BB&T Capital Markets 1/30/2013 4/12/2013 0.12 Bank of Montreal 2/5/2013 3/7/2013 0.17 Bank of Montreal 2/5/2013 3/8/2013 0.16 Bank of Montreal 2/6/2013 3/8/2013 0.18 Toronto Domin Ny 2/6/2013 3/8/2013 0.14 Bank of Montreal 2/7/2013 3/11/2013 0.17 Union Bank of California 2/27/2013 4/17/2013 0.12 Svenska Hndl NY 2/8/2013 5/7/2013 0.22 Negotiable CD Subtotal 0.17 Repurchase Agreements Wells Fargo Bank NA 2/28/2013 Repurchase Agreements Subtotal 3/1/2013 0.02 0.02 0.19 0.16 0.18 0.12 0.17 0.16 0.18 0.14 0.17 0.12 0.21 0.17 0.02 0.02 100, 000, 000.00 40, 000, 000.00 50, 000, 000.00 50, 000, 000.00 66, 000, 000.00 35, 000, 000.00 100, 000, 000.00 28, 330, 000.00 15,000,000.00 50, 000, 000.00 50, 000, 000.00 584,330,000.00 9, 957, 372.48 9,957,372.48 100,000,000.00 40, 000, 299.90 50,000,000.00 50,000,000.00 66,000,000.00 35,000,000.00 100,000,000.00 28,330,000.00 15, 000, 000.00 50,000,000.00 50,000,464.81 584,330,764.71 9,957,372.48 9, 957, 372.48 100, 000, 000.00 40,000,280.00 50, 000, 000.00 50, 000, 000.00 66, 000, 000.00 35, 000, 000.00 100, 000, 000.00 28, 330, 000.00 15, 000, 000.00 50, 000, 000.00 50,000,450.00 584,330,730.00 9, 957, 372.48 9,957,372.48 26, 388.89 9,444.44 10, 500.00 5,000.00 7,480.00 3,733.33 11,500.00 2,533.96 1,558.34 333.33 6,569.44 85, 041.73 5.53 5.53 0.00 -19.90 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 -14.81 -34.71 0.00 0.00 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 9 Investment Inventory with Market Value US Treasury Notes Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss U.S. Treasury Securities 10/12/2010 1/31/2015 2.25 0.90 10,000,000.00 10,252,751.03 10,384,400.00 18,024.86 131,648.97 U.S. Treasury Securities 4/12/2011 11/30/2015 1.38 2.17 10,000,000.00 9,793,366.07 10,285,200.00 34,375.00 491,833.93 U.S. Treasury Securities 6/30/2008 4/30/2013 3.13 3.29 25,000,000.00 24,993,792.05 25,124,000.00 261,136.05 130,207.95 U.S. Treasury Securities 4/3/2009 3/31/2014 1.75 1.74 15,000,000.00 15,001,777.42 15,252,600.00 109,615.38 250,822.58 U.S. Treasury Securities 4/3/2009 12/31/2013 1.50 1.63 10,000,000.00 9,989,550.27 10,110,500.00 24,861.88 120,949.73 U.S. Treasury Securities 5/27/2009 8/31/2013 3.13 1.99 10,000,000.00 10,053,992.05 10,148,400.00 849.18 94,407.95 U.S. Treasury Securities 9/3/2009 8/31/2014 2.38 2.26 20,000,000.00 20,031,939.11 20,646,000.00 1,290.76 614,060.89 U.S. Treasury Securities 7/14/2010 6/30/2015 1.88 1.90 15,000,000.00 14,991,744.49 15,557,850.00 46,616.02 566,105.51 U.S. Treasury Securities 12/12/2011 11/30/2016 0.88 0.87 12,000,000.00 12,001,061.49 12,165,960.00 26,250.00 164,898.51 U.S. Treasury Securities 3/12/2012 2/28/2017 0.88 0.90 15,000,000.00 14,983,022.67 15,190,950.00 356.66 207,927.33 U.S. Treasury Securities 4/12/2012 6/30/2013 3.38 0.25 25,000,000.00 25,258,949.62 25,271,500.00 139,848.07 12,550.38 U.S. Treasury Securities 6/8/2012 5/15/2017 4.50 0.73 15,000,000.00 17,329,911.21 17,435,100.00 197,651.93 105,188.79 U.S. Treasury Securities 1/7/2013 12/31/2017 0.75 0.81 15,000,000.00 14,955,628.45 15,014,100.00 18,646.41 58,471.55 U.S. Treasury Securities 9/22/2011 8/31/2016 1.00 0.86 10,000,000.00 10,048,715.37 10,188,300.00 271.74 139,584.63 U.S. Treasury Securities 9/22/2011 2/29/2016 2.13 0.71 10,000,000.00 10,417,971.16 10,526,600.00 577.45 108,628.84 U.S. Treasury Securities 10/12/2012 7/31/2017 0.50 0.66 15,000,000.00 14,897,562.89 14,906,250.00 6,008.29 8,687.11 U.S. Treasury Notes Subtotal 2.13 1.40 232,000,000.00 235,001,735.35 238,207,710.00 886,379.68 3,205,974.65 Grand Total 0.70 0.48 5,925,078,372.48 5,938,533,533.21 5,952,790,236.16 9,288,036.02 14,256,702.95 •Note: Market Value source is Bank of New York Mellon COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 10 Purchases/Sales/Maturities Deal Number Instrument Type Issuer Coupon Transaction Type Settlement Amount Settlement Date 56 Money Market Funds 1106 Repurchase Agreements 1341 Commercial Paper 1342 Negotiable CD 1454 Commercial Paper 1456 Commercial Paper 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1344 Negotiable CD 1349 Negotiable CD 1351 Negotiable CD 1456 Commercial Paper 1461 Commercial Paper 1462 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1461 Commercial Paper 1462 Commercial Paper 1463 Commercial Paper 1464 Commercial Paper 1465 Commercial Paper 1466 Negotiable CD 1467 Commercial Paper 1468 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1421 Negotiable CD 1464 Commercial Paper 1467 Commercial Paper 1470 Commercial Paper 1471 Commercial Paper 1472 Negotiable CD Black Rock Wells Fargo Bank NA Bank of Nova Scotia Bank of Montreal Societe Generale N.A. Deutsche Bank Securities Inc. Black Rock Morgan Stanley Wells Fargo Bank NA S\,enska Hndl NY Bank of Nova Scotia Canadian Imp BK Comm NY Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Societe Generale N.A. Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Societe Generale N.A. Toronto Domin Ny Societe Generale N.A. General Elec Capital Corp. Bank of Montreal Deutsche Bank Securities Inc. Bank of Montreal Black Rock Wells Fargo Bank NA Bank of Montreal Societe Generale N.A. Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Bank of Nova Scotia Bank of Montreal 0.01 0.02 0.18 0.21 0.15 0.16 0.01 0.01 0.02 0.20 0.18 0.15 0.16 0.16 0.15 0.01 0.02 0.16 0.15 0.13 0.15 0.12 0.17 0.15 0.16 0.01 0.02 0.17 0.15 0.15 0.15 0.15 0.18 Purchase Maturity Maturity Maturity Maturity Purchase Maturity Maturity Maturity Maturity Maturity Maturity Maturity Purchase Purchase Maturity Maturity Maturity Maturity Purchase Purchase Purchase Purchase Purchase Purchase Purchase Purchase Maturity Maturity Maturity Purchase Purchase Purchase (16, 000, 000.00) 12, 855, 672.61 50, 000, 000.00 50, 000, 000.00 175, 000, 000.00 (109, 998, 533.33) 2, 500, 000.00 60, 000, 000.00 1,419,088.70 50, 000, 000.00 40, 000, 000.00 110, 000, 000.00 110, 000, 000.00 (249,998,888.89) (99, 999, 583.33) 2, 400, 000.00 1,164,137.36 250, 000, 000.00 100, 000, 000.00 (39, 995, 522.22) (99, 999, 583.33) (74, 990, 500.00) (66, 000, 000.00) (224, 999, 062.50) (35, 000, 000.00) (5,300,000.00) (1, 736, 267.18) 128, 330, 000.00 100, 000, 000.00 225, 000, 000.00 (239, 999, 000.00) (49, 989, 375.00) (100, 000, 000.00) 2/1/2013 2/1/2013 2/1/2013 2/1/2013 2/1/2013 2/1/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/4/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/5/2013 2/6/2013 2/6/2013 2/6/2013 2/6/2013 2/6/2013 2/6/2013 2/6/2013 2/6/2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 11 Purchases/Sales/Maturities Deal Number Instrument Type Issuer Coupon Transaction Type Settlement Amount Settlement Date 1473 Commercial Paper 1474 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1420 Negotiable CD 1470 Commercial Paper 1473 Commercial Paper 1475 Commercial Paper 1476 FHLB 1477 FNMA 1478 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1475 Commercial Paper 1480 Commercial Paper 1507 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1480 Commercial Paper 1481 Commercial Paper 1482 FHLMC CALL EURO PREM 57 Money Market Funds 1106 Repurchase Agreements 1138 FDIC CD ACT-360 1481 Commercial Paper 1483 Commercial Paper 1494 FDIC CD ACT-360 57 Money Market Funds 1106 Repurchase Agreements 1128 FNMA DN 1483 Commercial Paper 1484 Commercial Paper 56 Money Market Funds Deutsche Bank Securities Inc. Toronto Domin Ny Black Rock Wells Fargo Bank NA Toronto Domin Ny Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Federal Home Loan Bank Fed National Mortg Assoc Bank of Montreal Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Svenska Hndl NY Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Fed Home Loan Mortg Corp. Morgan Stanley Wells Fargo Bank NA Vibra Bank Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Vibra Bank Morgan Stanley Wells Fargo Bank NA Fed National Mortg Assoc Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Black Rock 0.15 0.14 0.01 0.02 0.17 0.15 0.15 0.15 0.38 1.30 0.17 0.01 0.02 0.15 0.16 0.22 0.01 0.02 0.16 0.15 2.00 0.01 0.02 0.65 0.15 0.15 0.65 0.01 0.02 0.16 0.15 0.16 0.01 Purchase Purchase Purchase Maturity Maturity Maturity Maturity Purchase Purchase Purchase Purchase Maturity Purchase Maturity Purchase Purchase Maturity Maturity Maturity Purchase Purchase Purchase Purchase Maturity Maturity Purchase Purchase Purchase Maturity Maturity Maturity Purchase Purchase (19, 999, 916.67) (28, 330, 000.00) (6, 200, 000.00) 306, 988.38 50, 000, 000.00 240, 000, 000.00 20, 000, 000.00 (259,998,916.67) (10, 020, 463.33) (25, 433, 863.89) (15, 000, 000.00) 9, 350, 000.00 (4, 337, 005.23) 260, 000, 000.00 (174, 997, 666.67) (50, 000, 909.11) 6, 800, 000.00 5, 997, 562.59 175, 000, 000.00 (139, 999, 416.67) (41, 266, 354.50) (8,600,000.00) (1,346,168.07) 250, 000.00 140, 000, 000.00 (129, 999, 458.33) (250, 000.00) (23, 000, 000.00) 1,302,717.90 80, 000, 000.00 130, 000, 000.00 (174, 999, 222.22) (10,100, 000.00) 2/6/2013 2/6/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/7/2013 2/8/2013 2/8/2013 2/8/2013 2/8/2013 2/8/2013 2/11/2013 2/11/2013 2/11/2013 2/11/2013 2/11/2013 2/12/2013 2/12/2013 2/12/2013 2/12/2013 2/12/2013 2/12/2013 2/13/2013 2/13/2013 2/13/2013 2/13/2013 2/13/2013 2/14/2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 12 Purchases/Sales/Maturities Deal Number Instrument Type Issuer Coupon Transaction Type Settlement Amount Settlement Date 1106 Repurchase Agreements 1484 Commercial Paper 1485 Commercial Paper 57 Money Market Funds 570 FHLB DN 1106 Repurchase Agreements 1381 Negotiable CD 1485 Commercial Paper 1486 Commercial Paper 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1323 FDIC CD ACT-360 1384 Negotiable CD 1486 Commercial Paper 1487 Commercial Paper 1495 FDIC CD ACT-360 56 Money Market Funds 1106 Repurchase Agreements 1487 Commercial Paper 1491 Commercial Paper 1492 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1491 Commercial Paper 1492 Commercial Paper 1496 Commercial Paper 1497 FNMA CALLABLE PREM 1498 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1496 Commercial Paper 1498 Commercial Paper Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Morgan Stanley Federal Home Loan Bank Wells Fargo Bank NA Union Bank of California Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Black Rock Morgan Stanley Wells Fargo Bank NA Metro United Bank Toronto Domin Ny Deutsche Bank Securities Inc. Societe Generale N.A. Metro United Bank Black Rock Wells Fargo Bank NA Societe Generale N.A. Societe Generale N.A. Rabobank Nederland Black Rock Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland Societe Generale N.A. Fed National Mortg Assoc Rabobank Nederland Morgan Stanley Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland 0.02 0.16 0.16 0.01 0.18 0.02 0.13 0.16 0.17 0.01 0.01 0.02 0.40 0.19 0.17 0.15 0.40 0.01 0.02 0.15 0.15 0.12 0.01 0.02 0.15 0.12 0.15 0.83 0.12 0.01 0.02 0.15 0.12 Maturity Maturity Purchase Maturity Maturity Purchase Maturity Maturity Purchase Maturity Maturity Maturity Maturity Maturity Maturity Purchase Purchase Purchase Purchase Maturity Purchase Purchase Purchase Purchase Maturity Maturity Purchase Purchase Purchase Maturity Purchase Maturity Maturity 415, 709.22 175, 000, 000.00 (144, 999, 355.56) 20, 700, 000.00 25, 000, 000.00 (5,833,166.64) 50, 000, 000.00 145, 000, 000.00 (224, 995, 750.00) 7,100, 000.00 10, 000, 000.00 4, 726, 849.14 250, 000.00 50, 000, 000.00 225, 000, 000.00 (269, 998, 875.00) (250, 000.00) (5,600,000.00) (1,343,197.61) 270, 000, 000.00 (249,998,958.33) (34, 999, 883.33) (7, 500, 000.00) (830,175.77) 250, 000, 000.00 35, 000, 000.00 (229, 999, 041.67) (50, 000, 000.00) (19, 999, 933.33) 3, 400, 000.00 (4, 852, 685.34) 230, 000, 000.00 20, 000, 000.00 2/14/2013 2/14/2013 2/14/2013 2/15/2013 2/15/2013 2/15/2013 2/15/2013 2/15/2013 2/15/2013 2/19/2013 2/19/2013 2/19/2013 2/19/2013 2/19/2013 2/19/2013 2/19/2013 2/19/2013 2/20/2013 2/20/2013 2/20/2013 2/20/2013 2/20/2013 2/21/2013 2/21/2013 2/21/2013 2/21/2013 2/21/2013 2/21/2013 2/21/2013 2/22/2013 2/22/2013 2/22/2013 2/22/2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 13 Purchases/Sales/Maturities Deal Number Instrument Type Issuer Coupon Transaction Type Settlement Amount Settlement Date 1499 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1499 Commercial Paper 1500 Commercial Paper 1501 Commercial Paper 1106 Repurchase Agreements 1500 Commercial Paper 1501 Commercial Paper 1502 Commercial Paper 1503 Commercial Paper 1106 Repurchase Agreements 1502 Commercial Paper 1503 Commercial Paper 1504 Negotiable CD 1505 Commercial Paper 1506 Commercial Paper 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1375 Commercial Paper 1428 Commercial Paper 1429 Negotiable CD 1505 Commercial Paper 1506 Commercial Paper 1508 Commercial Paper 1509 Commercial Paper 1510 Commercial Paper Deutsche Bank Securities Inc. Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Societe Generale N.A. Rabobank Nederland Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland Societe Generale N.A. Rabobank Nederland Wells Fargo Bank NA Societe Generale N.A. Rabobank Nederland Union Bank of California Societe Generale N.A. Rabobank Nederland Black Rock Morgan Stanley Wells Fargo Bank NA Bank of Nova Scotia Bank of Nova Scotia Toronto Domin Ny Societe Generale N.A. Rabobank Nederland Societe Generale N.A. General Elec Capital Corp. General Elec Capital Corp. 0.17 0.01 0.02 0.17 0.15 0.13 0.02 0.15 0.13 0.15 0.11 0.02 0.15 0.11 0.12 0.15 0.10 0.01 0.01 0.02 0.19 0.16 0.16 0.15 0.10 0.15 0.12 0.12 Purchase Maturity Maturity Maturity Purchase Purchase Purchase Maturity Maturity Purchase Purchase Purchase Maturity Maturity Purchase Purchase Purchase Purchase Purchase Purchase Maturity Maturity Maturity Maturity Maturity Purchase Purchase Purchase (239, 996, 600.00) 500, 000.00 8, 535, 483.03 240, 000, 000.00 (239, 999, 000.00) (34, 999, 873.61) (3, 262, 473.41) 240, 000, 000.00 35, 000, 000.00 (249,998,958.33) (24, 999, 923.61) (3,183, 231.91) 250, 000, 000.00 25, 000, 000.00 (50, 000, 000.00) (249, 998, 958.33) (64, 999, 819.44) (19, 700, 000.00) (35, 000, 000.00) (2, 915, 275.91) 70, 000, 000.00 70, 000, 000.00 40, 000, 000.00 250, 000, 000.00 65, 000, 000.00 (279, 998, 833.33) (24,999,416.67) (49, 998,166.67) 2/22/2013 2/25/2013 2/25/2013 2/25/2013 2/25/2013 2/25/2013 2/26/2013 2/26/2013 2/26/2013 2/26/2013 2/26/2013 2/27/2013 2/27/2013 2/27/2013 2/27/2013 2/27/2013 2/27/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 2/28/2013 Grand Total 40,166, 977.99 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 14 TOTAL Cash Flow Analysis Beginning Pool Book Balance MAIN CASH FLOW ITEMS INFLOWS: San Diego Pooled Money Fund as of February 28, 2013 ($000) Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 Aug-13 5,980,182 5,938,534 5,771,168 6,515,886 5,487,816 5,269,583 4,622,834 Reverse Repos 0 0 0 0 0 0 0 Interest Income On Pool 4,829 3,375 2,575 3,500 2,025 4,825 3,500 Taxes Collected 146,399 547,000 1,155, 000 60,000 70,050 28,510 60,000 School Deposits 260,251 87,075 643,000 85,975 595,437 527,880 196,944 County Deposits 266,876 163,025 200,643 231,000 264,300 196,131 225,000 Retirement 0 0 0 0 0 0 0 Voluntaries 202,282 0 0 0 0 143,150 0 Maturities/Sales Outside Pool 1,112 0 0 0 0 0 0 881,749 800,475 2,001,218 380,475 931,812 900,496 485,444 OUTFLOWS: Schools 601,156 600,841 625,000 605,098 708,475 708,895 685,000 County 274,480 292,000 228,000 287,010 303,500 406,850 350,000 Retirement 7,175 7,000 7,000 7,000 7,000 369,000 7,500 Voluntaries 20,359 38,000 26,500 22,000 35,600 22,000 44,600 Tax Apportionment 17,034 30,000 370,000 487,437 95,470 40,500 12,500 Reverse Repos 0 0 0 0 0 0 0 Purchases/ Purchases Outside of Pool 0 0 0 0 0 0 0 920,204 967,841 1,256,500 1,408,545 1,150, 045 1,547,245 1,099,600 (38,455) (167,366) 744,718 (1,028,070) (218,233) (646,749) (614,156) PROJECTED/ACTUAL MONTH END POOL BALANCE 5,938,534 5,771,168 6,515,886 5,487,816 5,269,583 4,622,834 4,008,678 LIQUIDITY PROJECTIONS INCREASE / DECREASE DUE TO INVESTMENT ACTIVITY Maturities Sales/Calls Investments Purchased Net Main Cash Flow (see above) PROJECTED/ACTUAL MONTH END LIQUIDITY Note: The above is not meant to be a complete Cash Flow Statement. The data represents a subset of the main cash flow items and does not include accrued interest or other adjustment items. 717,393 373,000 562,030 496,092 295,050 668,623 0 0 0 0 0 0 249,330 123,000 101,530 21,235 40,000 40,000 0 966,723 496,000 663,560 517,327 335,050 708,623 (38,455) (167,366) 744,718 (1,028,070) (218,233) (646,749) (614,156) 160,082 959,439 2,200,157 1,835,647 2,134, 741 1,823,042 1,917,509 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 15 Participant Cash Balances PARTICIPANT San Diego Pooled Money Fund as of February 28, 2013 ($000) FMV FMV FMV %of 12/31/12 01/31/13 02/28/13 Total COUNTY COUNTY - SPECIAL TRUST FUNDS NON -COUNTY INVESTMENT FUNDS SCHOOLS - (K THRU 12) COMMUNITY COLLEGES San Diego Grossmont Mira Costa Palomar Southwestern PARTICIPANT FMV FMV FMV %of 12/31/12 01/31/13 02/28/13 Total $1,525,288 $ 704,395 $ 822,010 13.81% Metropolitan Transit System 1,514,660 25.44% Majestic Pines CSD 317,903 5.34% Mission Res Consr 2,071,552 34.80% North County Cemetery Dist North County Cemetry Perpetual North County Cemetery 263,672 262,541 210,302 3.53% North County Dispatch 36,698 33,974 24,720 0.41% North County Fire 30,375 36,026 30,178 0.51% Otay Water District Inv 183,394 191,838 174,168 2.93% Palomar Res Consr 161,621 166,253 154,721 2.60% Pine Valley FPD 1,446,146 307,289 2,389,041 1,533,792 319,346 2,292,270 Total Community Colleges SDCERA SANCAL MTDB SANDAG CITIES Chula Vista Del Mar Encinitas National City INDEPENDENT AGENCIES Alpine FPD Bonita Sunnyside FPD Borrego Springs FPD Deer Springs FPD Fallbrook Public Utl Public Agency Self Insurance Sys Julian-Cuyamaca FPD Lake Cuyamaca Rec & Park Lakeside Fire Leucadia Water District Lower Sweetwater FPD 675,760 690,633 4,125 74,161 701 101,859 39,169 3,022 2 5,013 944 4,026 1,231 7,075 14 447 175 265 7,920 11,328 371 3,960 63,543 5,767 117,391 39,045 3,012 2 4,997 1,295 1,124 4,404 4,093 1,286 1,226 7,246 7,247 14 14 446 446 102 26 218 174 8,186 7,846 11,292 11,293 406 331 594,088 9.98% Pomerado Cem Perpetual Pomerado Cemetery Dist 3,986 Ramona Cemetery Dist 61,905 Ramona Cemetery Perpetual 700 Rancho Santa Fe FPD 115,826 San Diego Housing Commission San Diego Rural Fire San Dieguito Riker 39,048 San Marcos FPD 3,012 San Miguel FPD 2 San Ysidro Sanitation 4,998 Santa Fe Irrigation District SDC Regional Airport Authority So County OPS Ctr Spring Valley/Casa de Oro Upper San Luis Rey Reser oir Vallecitos Water Dist Valley Center FPD Valley Cntr Cemetery Valley Ctr Cem Perpetual Valley Ctr Water District Vista FPD 20,136 30 401 1,305 1,598 1,055 2,695 2,838 22,165 0 361 3 1,373 599 338 9,478 10,380 342 -115 1 3,092 13 4,009 82,584 0 1,068 8 5,066 3,734 170 221 1 1, 397 2,587 17,726 30 403 1,288 1,604 1,253 2,490 2,688 19,105 0 387 7 1,457 639 340 10,467 7,358 9 39 1 2,220 13 3,996 81,452 0 1,016 9 5,050 4,263 174 221 11,642 2,582 16,176 30 404 1,274 1,414 1,258 2,447 2,045 15,120 0 340 5 1,431 626 340 10,069 7,358 25 22 1 2,126 13 3,996 278,271 0 1,016 10 5,050 4,264 80 222 11,267 2,582 Total Independent Agencies 450,778 452,542 632,578 10.63% Pooled Money Fund Total $6,794,301 $5,992,977 $5,952,790 100.00% COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 16 Pooled Money Fund Participants Community Colleges 9.98% Schools 34.80% San Diego Pooled Money Fund as of February 28, 2013 Voluntary Depositors 10.63% County Funds 39.25% Non County Funds 5.34% County Funds Non County Funds is, Voluntary Depositors Schools Community Colleges COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 17 Pooled Money Fund - Asset Allocation San Diego Pooled Money Fund as of February 28, 2013 Money Market Funds 2.53% Negotiable CD I 9.84% Federal Agency 72.48% Repurchase Agreements 0.17% U.S. Treasury Notes 3.96% FDIC CDs 1.09% \_Commercial Paper 9.93% ■ FDIC CDs ■ Commercial Paper Q Federal Agency ■ Money Market Funds J Negotiable CD ■ Repurchase Agreements ❑ U.S. Treasury Notes COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 18 Pooled Money Fund Assets - Credit Quality San Diego Pooled Money Fund as of February 28, 2013 A-1 12.76% 0.59% AAA AA+ 49.41% ■ AAA ■ AA+ AA ■ A-1+ ■ A-1 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 19 Investment Policy Compliance Standards Category Treasury Issues Standard No Limit; 5% per issue Comment Complies - 4.0% Agency Issues 5% per issue, 35% per issuer Complies - 72.5% Local Agency Obligations 5% per issue, 10% per issuer; 15% max.; SP-1/A or MIG1/A or F1/A minimum rating Complies Banker's Acceptances 2.5% per issue, 5% per issuer; 40% max.; A-1 or P-1 or F1 minimum rating Complies Commercial Paper 2.5% per issue>5 days; 5% per issue <5 days; 5% per issuer maximum; 40% max.; A-1 or P-1 or F1 minimum rating Complies - 9.9% Medium Term Notes 2.5% per issue, 5% per issuer; 30% max.; A-1/A or P-1/A or F1/ A minimum rating Complies Negotiable Certificates of Deposit 2.5% per issue, 5% per issuer; 30% max.; A-1/A or P-1/A or F1/A minimum rating Complies - 9.8% Repurchase Agreements 1-year maximum maturity; 10% per issue>5 days; 15% per issue <5 days; 10% per issuer>6 days; 15% per issuer <6 days; 40% maximum Complies - 0.2% Reverse Repurchase Agreements 92-day maximum maturity; 5% per issue; 10% per issuer; 20% maximum combined with Securities Lending N/A Collateralized Certificates of Deposit 1-year maximum maturity; 10% max.; 110% collateral required Complies - 1.1% Covered Call Option/ Put Option 90-day maximum maturity;10% maximum N/A Money Market Mutual Funds 10% per fund; 15% maximum; AAAm, or Aaa-mf, or AAAmmf minimum rating Complies - 2.5% Investment Trust of California - Cal Trust 2.5% maximum Complies Pass -Through Securities Non -mortgaged backed; 2.5% per issue, 5% per issuer; 20% max.; A -rated issuer; A-1/AA or P-1/Aa or F1/AA minimum issue rating Complies Maximum maturity 5 years Complies Illiquidity Limitations 20% maximum for combined categories for Local Agency Obligations and Collateralized CDs Complies Maximum Issuer Exposure 10% per issuer combined (5%per any asset category, exclusive of Treasury, Agency, and Repurchase Agreements) Complies Maturity Policy - Portfolio Structure Minimum 25% <_ 90 days; and minimum 50% <_1 year; maximum effective duration for portfolio 1.5 years Complies Prohibited Securities Inverse floaters; Ranges notes, Interest -only strips from mortgaged backed securities; Zero interest accrual securities Complies Credit Rating Policy- monitoring ratings Overall credit rating ofAAAf/S1, by Standard & Poors Complies Securities Lending 92-day maximum maturity; 5% per loan; 10% per counterparty; 20% maximum combined with Reverse Repurchase Agreements N/A COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR 20 County of San Diego Treasurer Investment Report MONTH ENDING January 31, 2013 COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR eading the way Table of Contents 3 Summary Portfolio Statistics as of January 31, 2013 4 Investment Inventory with Market Value 11 Purchases/Sales/Maturities 16 Cash Flow Analysis 17 Participant Cash Balances 18 Pooled Money Fund Participants 19 Pooled Money Fund - Asset Allocation 20 Pooled Money Fund Assets - Credit Quality 21 Investment Policy Compliance Standards DISCLAIMER: The information provided, including all charts, tables, graphs and numerical representations, are provided to readers solely as a general overview of the economic and market conditions which the Treasurer utilizes in making investment decisions. Note: All Investments held during the month of January 2013 were in compliance with the Investment Policy dated January 1, 2013. The projected cash flows indicate sufficient liquidity to meet all scheduled expenditures for the next 6 months. C011. r..OF SA IEGO TREASURER - TAX COLLECTOR Summary Portfolio Statistics County of San Diego Pooled Money Fund as of January 31, 2013 Certificates of Deposit Commercial Paper Fannie Mae Fannie Mae Discount Notes Federal Farm Credit Bank Discount Notes Federal Farm Credit Bank Notes Federal Home Loan Bank Discount Notes Federal Home Loan Bank Notes Federal Home Loan Mortgage Corp Discount Note Federal Home Loan Mortgage Corp Notes Money Market Funds Negotiable CD Repurchase Agreements U.S. Treasury Notes Totals for January 2013 Totals for December 2012 Change From Prior Month Portfolio Effective Duration Book Value Market Value Percent of Portfolio 1.08 7.27 15.40 8.86 4.09 4.73 4.60 23.38 0.42 10.17 2.27 13.52 0.28 3.93 100.00 WAM 118 19 971 93 176 346 101 300 148 774 1 29 1 862 376 WAC YTM 118 0.31 19 0.17 495 0.83 93 0.12 176 0.18 216 0.31 101 0.13 293 0.48 148 0.13 560 0.85 1 0.11 29 0.17 0.02 862 1.40 272 0.46 Current Par/ Share 64,811,000 435,000,000 916,169,000 530,000,000 245,000,000 282,689,000 275,000,000 1,395,145,000 25,000,000 604,352,000 135,875,000 808,330,000 17,041,934 232,000,000 5,966,412,934 Current Book 64,811,000 434,962,025 920,776,074 529,844,987 244,770,118 282,668,575 274,902,542 1,397,787,108 24,986,729 608,301,972 135,875,000 808,330,911 17,041,934 235,123,323 5,980,182,297 Market Price 1.000 1.000 1.008 0.999 0.998 1.001 0.999 1.005 0.999 1.012 1.001 1.000 1.000 1.026 1.004 100.00 349 250 0.43 6,764,343,225 6,778,801,164 1.004 0.790 years January Return 0.037% 0.037% 27 22 0.03 (797,930,291) (798,618,867) 0.000 Annualized 0.435% 0.434% Fiscal Year To Date Return Annualized 0.244% 0.414% 0.243% 0.481% Calendar Year To Date Return 0.037% 0.468% Annualized 0.435% 0.467% Market Value 64,811,000 434,912,970 923,069,611 529,696,950 244,603,880 282,836,971 274,812,950 1,402,259,043 24,981,950 611,587,511 135,980,105 808,330,880 17,041,934 238,051,110 5,992,976,865 6,794,301,275 (801,324,410) Note Yield to maturity (YTM) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the maturity date. Yield to call (YTC) is the estimated rate of return on a bond given its purchase price, assuming all coupon payments are made on a timely basis and reinvested at this same rate of return to the call date. Yield to worst (YTW) is the lesser of yield to maturity or yield to call, reflecting the optionality of the bond issuer. Yields for the portfolio are aggregated based on the book value of each security. Current Accr Int 3,527 0 3,264,580 0 0 171,461 0 2,652,715 0 1,705,849 4,328 118,713 9 1,124,816 9,045,998 Yield to Worst 0.31 0.17 0.79 0.12 0.18 0.31 0.13 0.47 0.13 0.76 0.11 0.17 0.02 1.40 0.45 8,860,318 0.43 185,680 0.02 Unrealized Gain/Loss 0 (49,055) 2,293,537 (148,037) (166,238) 168,396 (89,592) 4,471,934 (4,779) 3,285,540 105,105 (31) 0 2,927,787 12,794,568 15,500,111 (2,705,543) COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR Investment Inventory with Market Value Issuer Purchase Maturity Coupon YTM Par Value Current Book Market Value Current Unrealized Date Date Accr Int Gain/Loss Certificates of Deposit CDARS Regent Bank 9/20/2012 3/21/2013 0.35 0.35 2,813,500.00 2,813,500.00 2,813,500.00 323.74 0.00 Vibra Bank 12/27/2012 6/27/2013 0.45 0.45 5,000,000.00 5,000,000.00 5,000,000.00 61.64 0.00 Ca Bank and Trust 11/19/2012 5/20/2013 0.13 0.13 10,000,000.00 10,000,000.00 10,000,000.00 433.33 0.00 Ca Bank and Trust 1/21/2013 7/22/2013 0.11 0.11 10,000,000.00 10,000,000.00 10,000,000.00 305.56 0.00 Comerica Bank 7/24/2012 7/24/2013 0.50 0.50 15,000,000.00 15,000,000.00 15,000,000.00 1,643.83 0.00 Torrey Pines Bank 3/29/2012 3/29/2013 0.30 0.30 20,000,000.00 20,000,000.00 20,000,000.00 493.15 0.00 Ca Bank and Trust 5/8/2012 5/8/2013 0.17 0.17 100,000.00 100,000.00 100,000.00 10.86 0.00 First California Bank 5/12/2012 5/12/2013 0.39 0.39 100,000.00 100,000.00 100,000.00 21.66 0.00 Vibra Bank 8/12/2012 2/12/2013 0.65 0.65 250,000.00 250,000.00 250,000.00 90.28 0.00 Metro United Bank 11/19/2012 2/19/2013 0.40 0.40 250,000.00 250,000.00 250,000.00 33.33 0.00 Neighborhood Natl Bank 1/22/2013 4/22/2013 0.55 0.55 98,000.00 98,000.00 98,000.00 0.00 0.00 Security Business Bank 9/16/2012 3/15/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 27.40 0.00 Coronado First Bank 10/24/2012 10/24/2013 0.30 0.30 250,000.00 250,000.00 250,000.00 18.49 0.00 SD Private Bank 11/10/2012 5/10/2013 0.35 0.35 100,000.00 100,000.00 100,000.00 21.10 0.00 Regents Bank 11/29/2012 5/28/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 5.14 0.00 Pacific Trust Bank 12/20/2012 6/20/2013 0.25 0.25 250,000.00 250,000.00 250,000.00 20.55 0.00 Torrey Pines Bank 9/7/2012 9/6/2013 0.25 0.25 99,500.00 99,500.00 99,500.00 17.04 0.00 Certificates of Deposit Subtotal 0.31 0.31 64,811,000.00 64,811,000.00 64,811,000.00 3,527.10 0.00 Commercial Paper Bank of Nova Scotia Bank of Nova Scotia Bank of Nova Scotia Bank of Nova Scotia Societe Generale N.A. Commercial Paper Subtotal 12/3/2012 2/1/2013 0.18 0.18 50,000,000.00 50,000,000.00 49,985,000.00 0.00-15,000.00 12/14/2012 2/28/2013 0.19 0.19 70,000,000.00 69,990,025.00 69,978,160.00 0.00-11,865.00 1/9/2013 3/29/2013 0.18 0.18 70,000,000.00 69,980,400.00 69,972,350.00 0.00-8,050.00 1/9/2013 2/28/2013 0.16 0.16 70,000,000.00 69,991,600.00 69,978,160.00 0.00-13,440.00 1/31/2013 2/1/2013 0.15 0.15 175,000,000.00 175,000,000.00 174,999,300.00 0.00-700.00 0.17 0.17 435,000,000.00 434,962,025.00 434,912,970.00 0.00 -49,055.00 FFCB Federal Farm Credit Bank 3/5/2012 8/28/2013 0.30 0.28 47,684,000.00 47,689,796.42 47,718,332.48 60,797.10 28,536.06 Federal Farm Credit Bank 7/30/2012 11/19/2013 0.25 0.27 71,855,000.00 71,843,527.71 71,895,238.80 35,927.50 51,711.09 Federal Farm Credit Bank 8/1/2012 8/1/2013 0.21 0.21 63,150,000.00 63,150,000.00 63,150,000.00 0.00 0.00 COU OF SA IEGO ' EASURER - TAX COLLECTOR Investment Inventory with Market Value Purchase Maturity Coupon Date Date Federal Farm Credit Bank 10/10/2012 10/9/2013 0.17 Federal Farm Credit Bank 6/4/2012 6/4/2015 0.61 FFCB Subtotal 0.30 0.21 0.61 0.31 50,000,000.00 50, 000, 000.00 282,689,000.00 Current Unrealized Accr Int Gain/Loss 49,985,251.25 49,985,400.00 26,444.44 148.75 50,000,000.00 50,088,000.00 48,291.67 88,000.00 282,668,575.38 282,836,971.28 171,460.71 168,395.90 FFCB Discount Notes Federal Farm Credit Bank 5/11/2012 5/6/2013 0.20 0.20 10,000,000.00 9,994,777.78 9,980,000.00 0.00-14,777.78 Federal Farm Credit Bank 7/25/2012 7/18/2013 0.20 0.20 10,000,000.00 9,990,722.22 9,980,110.00 0.00-10,612.22 Federal Farm Credit Bank 7/25/2012 7/18/2013 0.20 0.20 10,000,000.00 9,990,722.22 9,980,110.00 0.00-10,612.22 Federal Farm Credit Bank 7/27/2012 7/19/2013 0.20 0.20 10,000,000.00 9,990,666.67 9,980,170.00 0.00-10,496.67 Federal Farm Credit Bank 7/27/2012 3/22/2013 0.17 0.17 25,000,000.00 24,994,215.28 24,971,900.00 0.00-22,315.28 Federal Farm Credit Bank 9/5/2012 3/1/2013 0.15 0.15 30,000,000.00 29,996,500.00 29,977,890.00 0.00-18,610.00 Federal Farm Credit Bank 10/2/2012 6/28/2013 0.17 0.17 50,000,000.00 49,965,291.67 49,936,500.00 0.00-28,791.67 Federal Farm Credit Bank 11/1/2012 11/1/2013 0.20 0.20 50,000,000.00 49,924,166.67 49,898,600.00 0.00-25,566.67 Federal Farm Credit Bank 11/5/2012 11/5/2013 0.20 0.20 50,000,000.00 49,923,055.55 49,898,600.00 0.00-24,455.55 FFCB Discount Notes Subtotal 0.18 0.18 245,000,000.00 244,770,118.06 244,603,880.00 0.00-166,238.06 FHLB Federal Home Loan Bank 3/29/2011 7/29/2013 1.00 1.00 40,050,000.00 40,050,000.00 40,220,212.50 2,225.00 170,212.50 Federal Home Loan Bank 6/13/2011 3/11/2016 3.13 1.72 25,000,000.00 26,046,339.34 27,036,500.00 303,819.44 990,160.66 Federal Home Loan Bank 11/24/2008 10/18/2013 3.63 3.63 25,000,000.00 24,999,417.23 25,610,500.00 259,288.19 611,082.77 Federal Home Loan Bank 4/3/2009 3/8/2013 3.88 2.13 20,000,000.00 20,034,249.19 20,076,800.00 307,847.22 42,550.81 Federal Home Loan Bank 7/13/2010 6/12/2015 2.88 2.09 22,685,000.00 23,080,920.32 24,028,859.40 88,770.82 947,939.08 Federal Home Loan Bank 10/8/2010 9/11/2015 1.75 1.40 15,000,000.00 15,130,741.12 15,529,500.00 102,083.33 398,758.88 Federal Home Loan Bank 10/8/2010 9/28/2015 1.63 1.40 15,000,000.00 15,085,205.19 15,486,150.00 83,281.25 400,944.81 Federal Home Loan Bank 12/13/2010 9/13/2013 1.00 1.08 34,000,000.00 33,983,607.88 34,171,700.00 130,333.33 188,092.12 Federal Home Loan Bank 8/10/2011 6/10/2016 2.13 1.48 15,000,000.00 15,310,275.26 15,790,950.00 45,156.25 480,674.74 Federal Home Loan Bank 3/19/2012 3/27/2013 1.00 0.25 50,000,000.00 50,057,963.04 50,067,000.00 172,222.22 9,036.96 Federal Home Loan Bank 3/19/2012 6/21/2013 0.40 0.31 50,000,000.00 50,016,880.53 50,041,000.00 22,222.22 24,119.47 Federal Home Loan Bank 3/19/2012 6/28/2013 0.35 0.31 41,500,000.00 41,506,911.24 41,535,690.00 13,314.58 28,778.76 Federal Home Loan Bank 3/19/2012 8/20/2013 0.21 0.31 25,000,000.00 24,985,591.00 25,006,250.00 23,479.17 20,659.00 Federal Home Loan Bank 3/6/2012 8/20/2013 0.21 0.28 50,000,000.00 49,981,011.45 50,012,500.00 46,958.33 31,488.55 Federal Home Loan Bank 5/9/2012 6/21/2013 1.88 0.23 45,225,000.00 45,513,173.35 45,531,625.50 94,218.75 18,452.15 Federal Home Loan Bank 7/30/2012 8/14/2013 0.24 0.25 75,000,000.00 74,997,561.70 75,033,750.00 83,500.00 36,188.30 COU OF SA r IEGO ' EASURER - TAX COLLECTOR Investment Inventory with Market Value Purchase Maturity Coupon YTM Par Value Current Book Date Date Federal Home Loan Bank 7/30/2012 7/18/2013 0.25 0.22 50,000,000.00 50,006,238.51 Federal Home Loan Bank 8/9/2012 8/28/2013 0.50 0.24 100,000,000.00 100,148,286.28 Federal Home Loan Bank 8/15/2012 9/6/2013 0.25 0.24 50,000,000.00 50,004,316.93 Federal Home Loan Bank 8/15/2012 8/13/2013 0.28 0.20 24,650,000.00 24,656,821.58 Federal Home Loan Bank 8/15/2012 8/15/2013 0.29 0.20 25,000,000.00 25,008,608.75 Federal Home Loan Bank 8/29/2012 8/13/2013 0.28 0.21 14,160,000.00 14,165,058.08 Federal Home Loan Bank 8/29/2012 8/20/2013 0.13 0.21 50,000,000.00 49,975,621.08 Federal Home Loan Bank 8/29/2012 8/28/2013 0.50 0.22 50,000,000.00 50,080,234.12 Federal Home Loan Bank 8/29/2012 6/21/2013 1.88 0.20 30,000,000.00 30,194,753.42 Federal Home Loan Bank 9/20/2012 9/8/2017 0.75 0.86 35,000,000.00 34,828,415.24 Federal Home Loan Bank 9/26/2012 9/25/2013 0.13 0.21 100,000,000.00 99,946,290.81 Federal Home Loan Bank 10/4/2012 10/4/2013 0.13 0.20 25,000,000.00 24,987,362.65 Federal Home Loan Bank 10/4/2012 9/6/2013 0.25 0.20 25,000,000.00 25,007,771.08 Federal Home Loan Bank 10/4/2012 10/4/2013 0.13 0.21 25,000,000.00 24,985,150.00 Federal Home Loan Bank 10/4/2012 9/12/2013 0.28 0.20 25,000,000.00 25,012,586.54 Federal Home Loan Bank 10/4/2012 10/4/2013 0.20 0.21 11,000,000.00 10,999,034.75 Federal Home Loan Bank 10/18/2012 10/18/2013 0.19 0.21 50,000,000.00 49,993,575.00 Federal Home Loan Bank 11/26/2012 12/18/2013 0.32 0.21 20,000,000.00 20,018,870.63 Federal Home Loan Bank 11/26/2012 12/18/2013 0.30 0.21 80,000,000.00 80,061,474.76 Federal Home Loan Bank 1/4/2013 6/21/2013 0.17 0.14 47,875,000.00 47,881,341.29 Federal Home Loan Bank 5/30/2012 5/24/2016 2.02 1.61 9,000,000.00 9,045,448.98 FHLB Subtotal 0.70 0.48 1,395,145,000.00 1,397,787,108.30 FHLB Discount Notes Federal Home Loan Bank 2/23/2012 2/15/2013 0.18 0.18 25,000,000.00 24,998,250.00 Federal Home Loan Bank 12/7/2012 5/1/2013 0.12 0.12 50,000,000.00 49,985,166.66 Federal Home Loan Bank 12/7/2012 5/29/2013 0.12 0.12 100,000,000.00 99,961,000.00 Federal Home Loan Bank 12/14/2012 5/8/2013 0.13 0.13 50,000,000.00 49,982,666.66 Federal Home Loan Bank 12/14/2012 6/5/2013 0.14 0.14 50,000,000.00 49,975,458.34 FHLB Discount Notes Subtotal 0.13 0.13 275,000,000.00 274,902,541.66 FHLMC Fed Home Loan Mortg Corp. 9/15/2010 7/28/2014 3.00 1.29 15,000,000.00 15,372,796.73 50,006,150.00 100,187, 000.00 50,021,000.00 24,666,515.50 25, 017, 750.00 14,169,487.20 49, 975, 850.00 50, 093, 500.00 30,203,400.00 34,759,900.01 99, 946, 700.00 24, 986, 325.00 25, 010, 500.00 24, 986, 325.00 25,015,250.00 10, 999, 043.00 49,993,600.00 20,024,600.00 80, 084, 000.00 47, 881, 319.51 9,043.05 9,051,840.00 33,835.00 1,402,259,042.60 2,652,715.46 24,955,250.00 49, 975, 850.00 99, 942, 300.00 49,973,800.00 49, 965, 750.00 274,812,950.00 15,600,450.00 Current Unrealized Accr Int Gain/Loss 4,513.89 -88.51 212,500.00 38,713.72 18, 750.00 16, 683.07 32,209.33 9,693.92 33,430.56 9,141.25 18,502.40 4,429.12 27,951.39 228.92 106, 250.00 13, 265.88 62,500.00 8,646.58 127,604.16 -68,515.23 43,750.00 409.19 10,156.25 -1,037.65 25,173.61 2,728.92 10,156.25 1,175.00 27,027.78 2,663.46 7,150.00 8.25 27,180.56 25.00 7,644.44 5,729.37 28,666.67 22,525.24 -21.78 6,391.02 4,471,934.30 0.00 -43,000.00 0.00 -9,316.66 0.00 -18,700.00 0.00 -8,866.66 0.00 -9,708.34 0.00 -89,591.66 3,750.00 227,653.27 COU OF SA r IEGO EASURER - TAX COLLECTOR Investment Inventory with Market Value Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg Fed Home Loan Mortg FHLMC Subtotal Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Corp. Date 9/4/2009 8/13/2010 11/24/2008 10/6/2011 12/16/2011 9/26/2012 9/26/2012 10/4/2012 10/18/2012 2/24/2012 7/25/2012 2/13/2012 5/17/2012 12/5/2012 1/16/2013 1/17/2013 1/31 /2013 3/12/2012 3/12/2012 Maturity Coupon Date 7/28/2014 2/9/2015 6/12/2013 11/25/2014 1/19/2016 10/28/2013 10/28/2013 9/27/2013 11/1/2016 8/21/2015 7/25/2017 2/13/2015 3/6/2017 2/13/2015 1/23/2017 7/17/2017 7/3/2017 3/12/2015 3/12/2015 3.00 2.88 4.00 0.75 4.75 0.88 0.88 4.13 0.63 0.63 1.00 0.55 1.20 0.55 2.25 2.00 2.25 0.65 0.65 1.30 FHLMC Discount Notes Fed Home Loan Mortg Corp. 12/10/2012 6/28/2013 0.13 FHLMC Discount Notes Subtotal 0.13 FNMA Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc Fed National Mortg Assoc 3/10/2011 9/23/2013 3/10/2011 8/20/2013 8/13/2010 4/15/2015 11/18/2010 11/20/2014 4/27/2011 10/8/2013 10/6/2011 9/28/2016 11/15/2011 11/15/2016 1.00 1.25 5.00 2.63 1.13 1.25 1.38 Current Accr Int 2.60 20,000,000.00 20,112,209.86 20,800,600.00 5,000.00 1.51 20,000,000.00 20,531,854.46 21,032,000.00 274,722.22 3.46 20,985,000.00 21,022,610.42 21,279,629.40 114,251.67 0.76 50,000,000.00 49,990,152.35 50,433,500.00 68,750.00 0.95 15, 000, 000.00 16, 655, 508.76 16, 906, 350.00 23, 750.00 0.22 50,000,000.00 50,243,330.99 50,257,500.00 113,020.83 0.22 61,307,000.00 61,605,357.87 61,622,731.04 138,579.37 0.20 12, 565, 000.00 12, 887, 575.23 12, 891, 313.05 178, 527.71 0.64 50,000,000.00 49,978,630.42 49,888,500.00 89,409.72 0.69 30,945,000.00 30,892,908.02 31,070,636.69 85,958.34 1.00 20, 000, 000.00 19, 998, 206.67 19, 955, 000.00 3,333.33 0.55 50,000,000.00 50,000,000.00 50,167,500.00 128,333.33 1.14 20,000,000.00 20,033,474.58 20,168,600.00 96,666.67 0.42 40, 000, 000.00 40, 099, 084.11 40,134, 000.00 102, 666.67 1.74 8,500,000.00 8,661,665.83 8,677,225.00 4,250.00 1.80 11,500,000.00 11,592,681.95 11,600,855.00 8,944.44 2.04 8,550,000.00 8,623,923.30 8,627,121.00 14,962.50 0.65 50,000,000.00 50,000,000.00 50,237,000.00 125,486.11 0.65 50,000,000.00 50,000,000.00 50,237,000.00 125,486.11 0.85 604,352,000.00 608,301,971.55 611,587,511.18 1,705,849.02 Unrealized Gain/Loss 688, 390.14 500,145.54 257, 018.98 443, 347.65 250,841.24 14,169.01 17,373.17 3,737.82 -90,130.42 177, 728.67 -43,206.67 167, 500.00 135,125.42 34, 915.89 15, 559.17 8,173.05 3,197.70 237, 000.00 237, 000.00 3,285,539.63 0.13 25, 000, 000.00 24, 986, 729.16 24, 981, 950.00 0.00 -4,779.16 0.13 25,000,000.00 24,986,729.16 24,981,950.00 0.00 -4,779.16 1.12 1.04 1.57 1.23 1.01 1.28 1.29 25, 000, 000.00 60, 000, 000.00 20, 000, 000.00 20, 000, 000.00 50, 000, 000.00 20, 000, 000.00 15, 000, 000.00 24,981,640.74 60, 069, 876.14 21,454,502.26 20,487,875.17 50, 040, 204.09 19,975,894.20 15,047,251.23 25,128,750.00 88,888.89 147,109.26 60,349,800.00 335,416.67 279,923.86 22,048,800.00 294,444.44 594,297.74 20,853,800.00 103,541.67 365,924.83 50,324,000.00 176,562.50 283,795.91 20,467,800.00 85,416.67 491,905.80 15,398,850.00 43,541.67 351,598.77 CCU OF SA r IEGO ' EASURER - TAX COLLECTOR Investment Inventory with Market Value Purchase Maturity Coupon Current Unrealized Date Date Accr Int Gain/Loss Fed National Mortg Assoc 1/17/2012 11/15/2016 1.38 1.10 20,000,000.00 20,200,754.43 20,531,800.00 58,055.56 331,045.57 Fed National Mortg Assoc 8/27/2012 8/20/2013 1.25 0.21 83,729,000.00 84,208,282.35 84,217,140.07 468,068.37 8,857.72 Fed National Mortg Assoc 8/29/2012 7/12/2013 3.88 0.20 25,000,000.00 25,409,958.47 25,423,000.00 51,128.47 13,041.53 Fed National Mortg Assoc 9/20/2012 5/27/2014 1.10 0.27 25,000,000.00 25,272,205.90 25,270,000.00 48,888.89 -2,205.90 Fed National Mortg Assoc 10/4/2012 10/15/2013 4.63 0.21 25,000,000.00 25,777,061.99 25,785,000.00 340,451.39 7,938.01 Fed National Mortg Assoc 11/7/2012 10/30/2014 0.63 0.30 25,000,000.00 25,142,252.81 25,148,250.00 39,496.53 5,997.19 Fed National Mortg Assoc 11/26/2012 12/18/2013 0.75 0.21 25,000,000.00 25,118,252.62 25,132,000.00 22,395.83 13,747.38 Fed National Mortg Assoc 12/10/2012 6/26/2013 1.50 0.16 30,000,000.00 30,162,192.86 30,166,500.00 43,750.00 4,307.14 Fed National Mortg Assoc 3/12/2012 3/6/2017 1.20 1.23 15,000,000.00 14,984,584.03 14,940,600.00 72,500.00 -43,984.03 Fed National Mortg Assoc 5/16/2011 5/16/2016 2.18 2.18 25,000,000.00 25,000,000.00 25,122,500.00 113,541.67 122,500.00 Fed National Mortg Assoc 12/5/2012 6/5/2015 0.42 0.42 10,000,000.00 10,000,000.00 9,997,900.00 6,533.33 -2,100.00 Fed National Mortg Assoc 5/30/2012 11/14/2016 1.05 1.06 25,000,000.00 24,993,626.87 25,058,500.00 56,145.83 64,873.13 Fed National Mortg Assoc 5/30/2012 11/14/2016 1.05 1.06 25,000,000.00 24,994,689.06 25,058,500.00 56,145.83 63,810.94 Fed National Mortg Assoc 7/17/2012 7/17/2017 0.50 0.51 20,000,000.00 19,990,899.33 20,036,200.00 3,888.89 45,300.67 Fed National Mortg Assoc 12/27/2012 12/27/2017 0.88 0.91 35,000,000.00 34,939,906.94 34,650,700.00 28,923.61 -289,206.94 Fed National Mortg Assoc 3/22/2012 3/22/2017 1.00 1.00 50,000,000.00 50,000,000.00 49,867,000.00 179,166.67 -133,000.00 Fed National Mortg Assoc 3/13/2012 3/13/2017 1.00 1.00 50,000,000.00 50,000,000.00 50,047,500.00 191,666.67 47,500.00 Fed National Mortg Assoc 5/31/2012 11/23/2016 0.50 0.50 12,000,000.00 12,000,000.00 12,012,960.00 11,333.33 12,960.00 Fed National Mortg Assoc 6/4/2012 11/10/2015 0.50 0.50 17,900,000.00 17,900,000.00 17,914,857.00 20,137.50 14,857.00 Fed National Mortg Assoc 6/28/2012 4/17/2017 1.50 1.35 45,785,000.00 45,869,162.02 45,537,303.15 198,401.67 -331,858.87 Fed National Mortg Assoc 11/29/2012 11/29/2017 1.00 1.00 31,755,000.00 31,755,000.00 31,695,300.60 54,689.17 -59,699.40 Fed National Mortg Assoc 12/18/2012 12/18/2017 0.75 0.75 60,000,000.00 60,000,000.00 60,004,800.00 53,750.00 4,800.00 Fed National Mortg Assoc 12/27/2012 12/27/2017 0.75 0.75 25,000,000.00 25,000,000.00 24,879,500.00 17,708.33 -120,500.00 FNMA Subtotal 1.38 0.83 916,169,000.00 920,776,073.51 923,069,610.82 3,264,580.05 2,293,537.31 FNMA Discount Notes Fed National Mortg Assoc 8/17/2012 2/13/2013 0.16 0.16 80,000,000.00 79,995,653.33 79,934,800.00 0.00-60,853.33 Fed National Mortg Assoc 8/20/2012 3/22/2013 0.16 0.16 50,000,000.00 49,989,111.11 49,952,450.00 0.00-36,661.11 Fed National Mortg Assoc 12/7/2012 5/10/2013 0.12 0.12 50,000,000.00 49,983,666.66 49,974,350.00 0.00-9,316.66 Fed National Mortg Assoc 12/7/2012 5/1/2013 0.12 0.12 50,000,000.00 49,985,166.66 49,975,850.00 0.00-9,316.66 Fed National Mortg Assoc 12/7/2012 5/1/2013 0.12 0.12 100,000,000.00 99,970,333.34 99,951,700.00 0.00-18,633.34 Fed National Mortg Assoc 1/4/2013 6/3/2013 0.11 0.11 50,000,000.00 49,981,361.11 49,977,100.00 0.00-4,261.11 Fed National Mortg Assoc 1/4/2013 6/3/2013 0.11 0.11 50,000,000.00 49,981,361.11 49,977,100.00 0.00-4,261.11 OU OF SA r IEGO ' EASURER - TAX COLLECTOR Investment Inventory with Market Value Fed National Mortg Assoc Fed National Mortg Assoc FNMA Discount Notes Subtotal Purchase Date 1/15/2013 1/15/2013 Maturity Coupon Date 7/1/2013 0.10 7/1/2013 0.10 0.12 0.10 50,000,000.00 49,979,166.67 49,976,800.00 0.10 50,000,000.00 49,979,166.67 49,976,800.00 0.12 530,000,000.00 529,844,986.66 529,696,950.00 Current Unrealized Accr Int Gain/Loss 0.00 -2,366.67 0.00 -2,366.67 0.00 -148,036.66 Money Market Funds Black Rock 1/31/2013 2/1/2013 0.01 0.01 25,100,000.00 25,100,000.00 25,100,000.00 660.79 0.00 Morgan Stanley 1/31/2013 2/1/2013 0.05 0.05 75,775,000.00 75,775,000.00 75,775,000.00 2,214.52 0.00 Caltrust 1/31/2013 2/1/2013 0.30 0.30 35,000,000.00 35,000,000.00 35,105,105.00 1,452.31 105,105.00 Money Market Funds Subtotal 0.11 0.11 135,875,000.00 135,875,000.00 135,980,105.00 4,327.62 105,105.00 Negotiable CD Bank of Montreal 12/3/2012 2/1/2013 0.21 0.21 50,000,000.00 50,000,000.00 50,000,000.00 0.00 0.00 Swnska Hndl NY 12/4/2012 2/4/2013 0.20 0.20 50,000,000.00 50,000,000.00 50,000,000.00 15,979.17 0.00 Bank of Nova Scotia 12/5/2012 2/4/2013 0.18 0.18 40,000,000.00 40,000,000.00 40,000,000.00 11,600.00 0.00 Canadian Imp BK Comm NY 12/6/2012 2/4/2013 0.15 0.15 110,000,000.00 110,000,000.00 110,000,000.00 26,125.00 0.00 Union Bank of California 12/17/2012 2/15/2013 0.13 0.13 50,000,000.00 50,000,000.00 50,000,000.00 8,305.55 0.00 Toronto Domin Ny 12/17/2012 2/19/2013 0.19 0.19 50,000,000.00 50,000,000.00 50,000,000.00 12,138.89 0.00 Toronto Domin Ny 1/7/2013 2/7/2013 0.17 0.17 50,000,000.00 50,000,000.00 50,000,000.00 5,902.77 0.00 Bank of Montreal 1/7/2013 2/6/2013 0.17 0.17 128,330,000.00 128,330,000.00 128,330,000.00 15,150.07 0.00 Toronto Domin Ny 1/10/2013 2/28/2013 0.16 0.15 40,000,000.00 40,000,299.94 40,000,280.00 3,911.11 -19.94 Union Bank of California 1/10/2013 4/30/2013 0.19 0.19 100,000,000.00 100,000,000.00 100,000,000.00 11,611.11 0.00 Toronto Domin Ny 1/10/2013 3/28/2013 0.17 0.16 40,000,000.00 40,000,610.90 40,000,600.00 4,155.55 -10.90 Union Bank of Switzerland 1/18/2013 4/17/2013 0.18 0.18 50,000,000.00 50,000,000.00 50,000,000.00 3,500.00 0.00 BB&T Capital Markets 1/30/2013 4/12/2013 0.12 0.12 50,000,000.00 50,000,000.00 50,000,000.00 333.33 0.00 Negotiable CD Subtotal 0.17 0.17 808,330,000.00 808,330,910.84 808,330,880.00 118,712.55 -30.84 Repurchase Agreements Wells Fargo Bank NA 1/31/2013 Repurchase Agreements Subtotal US Treasury Notes U.S. Treasury Securities U.S. Treasury Securities 2/1/2013 0.02 0.02 17,041,934.34 17,041,934.34 17,041,934.34 9.47 0.00 0.02 0.02 17,041,934.34 17,041,934.34 17,041,934.34 9.47 0.00 10/12/2010 1/31/2015 2.25 0.90 10,000,000.00 10,262,846.64 10,393,000.00 621.55 130,153.36 4/12/2011 11/30/2015 1.38 2.17 10,000,000.00 9,787,603.37 10,275,000.00 23,798.08 487,396.63 OU OF SA r IEGO ' EASURER - TAX COLLECTOR Investment Inventory with Market Value Purchase Maturity Coupon Current Unrealized Date Date Accr Int Gain/Loss U.S. Treasury Securities 6/30/2008 4/30/2013 3.13 3.29 25,000,000.00 24,990,895.01 25,184,500.00 200,707.87 193,604.99 U.S. Treasury Securities 4/3/2009 3/31/2014 1.75 1.74 15,000,000.00 15,001,903.41 15,270,150.00 89,423.08 268,246.59 U.S. Treasury Securities 4/3/2009 12/31/2013 1.50 1.63 10,000,000.00 9,988,590.95 10,120,700.00 13,259.67 132,109.05 U.S. Treasury Securities 5/27/2009 8/31/2013 3.13 1.99 10,000,000.00 10,062,253.13 10,171,100.00 132,941.99 108,846.87 U.S. Treasury Securities 9/3/2009 8/31/2014 2.38 2.26 20,000,000.00 20,033,571.04 20,671,800.00 202,071.82 638,228.96 U.S. Treasury Securities 7/14/2010 6/30/2015 1.88 1.90 15,000,000.00 14,991,472.87 15,559,050.00 24,861.88 567,577.13 U.S. Treasury Securities 12/12/2011 11/30/2016 0.88 0.87 12,000,000.00 12,001,083.18 12,122,760.00 18,173.08 121,676.82 U.S. Treasury Securities 3/12/2012 2/28/2017 0.88 0.90 15,000,000.00 14,982,697.08 15,126,600.00 55,835.64 143,902.92 U.S. Treasury Securities 4/12/2012 6/30/2013 3.38 0.25 25,000,000.00 25,318,871.85 25,335,000.00 74,585.64 16,128.15 U.S. Treasury Securities 6/8/2012 5/15/2017 4.50 0.73 15,000,000.00 17,372,383.55 17,401,200.00 145,441.99 28,816.45 U.S. Treasury Securities 1/7/2013 12/31/2017 0.75 0.81 15,000,000.00 14,954,924.94 14,919,150.00 9,944.75 -35,774.94 U.S. Treasury Securities 9/22/2011 8/31/2016 1.00 0.86 10,000,000.00 10,049,781.86 10,160,900.00 42,541.44 111,118.14 U.S. Treasury Securities 9/22/2011 2/29/2016 2.13 0.71 10,000,000.00 10,428,659.01 10,517,200.00 90,400.55 88,540.99 U.S. Treasury Securities 10/12/2012 7/31/2017 0.50 0.66 15,000,000.00 14,895,784.69 14,823,000.00 207.18 -72,784.69 U.S. Treasury Notes Subtotal 2.13 1.40 232,000,000.00 235,123,322.58 238,051,110.00 1,124,816.21 2,927,787.42 Grand Total 0.67 0.46 5,966,412,934.34 5,980,182,297.03 5,992,976,865.21 9,045,998.20 12,794,568.18 OU r OF SA IEGO ' EASURER - TAX COLLECTOR Purchases/Sales/Maturities Deal nstrument Number Type 57 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1279 Commercial Paper 1281 Commercial Paper 1310 Negotiable CD 1319 Commercial Paper 1366 Negotiable CD 1383 Negotiable CD 1403 Commercial Paper 1411 Commercial Paper 1412 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1280 Commercial Paper 1343 Negotiable CD 1411 Commercial Paper 1412 Commercial Paper 1413 Commercial Paper 1414 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1413 Commercial Paper 1414 Commercial Paper 1415 Commercial Paper 1416 FHLB 1417 FNMA DN 1418 FNMA DN 56 Money Market Funds 1106 Repurchase Agreements 1286 Negotiable CD 1490 Negotiable CD 1415 Commercial Paper Morgan Stanley Morgan Stanley Wells Fargo Bank NA Toyota Motor Credit Corp. Union Bank of California Union Bank of California Bank of Nova Scotia Bank of Montreal Bank of Montreal Toyota Motor Credit Corp. Rabobank Nederland Deutsche Bank Securities Inc. Morgan Stanley Wells Fargo Bank NA Toyota Motor Credit Corp. Swnska Hndl NY Rabobank Nederland Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Rabobank Nederland Morgan Stanley Wells Fargo Bank NA Deutsche Bank Securities Inc. Rabobank Nederland Deutsche Bank Securities Inc. Federal Home Loan Bank Fed National Mortg Assoc Fed National Mortg Assoc Black Rock Wells Fargo Bank NA Toronto Domin Ny Bank of Montreal Deutsche Bank Securities Inc. ement Settlement ount Date 0.01 Maturity 140, 000, 000.00 1/2/2013 0.01 Purchase (3,200,000.00) 1/2/2013 0.02 Purchase (2,322,784.48) 1/2/2013 0.18 Maturity 70, 000, 000.00 1/2/2013 0.12 Maturity 50, 000, 000.00 1/2/2013 0.13 Maturity 50, 000, 000.00 1/2/2013 0.13 Maturity 50, 000, 000.00 1/2/2013 0.20 Maturity 20, 000, 000.00 1/2/2013 0.15 Maturity 40, 000, 000.00 1/2/2013 0.11 Maturity 50, 000, 000.00 1/2/2013 0.15 Purchase (249,998,958.33) 1/2/2013 0.17 Purchase (99,999,527.78) 1/2/2013 0.01 Purchase (11,300,000.00) 1/3/2013 0.02 Maturity 9,242,227.97 1/3/2013 0.18 Maturity 30, 000, 000.00 1/3/2013 0.19 Maturity 50, 000, 000.00 1/3/2013 0.15 Maturity 250, 000, 000.00 1/3/2013 0.17 Maturity 100, 000, 000.00 1/3/2013 0.16 Purchase (249,998,888.89) 1/3/2013 0.15 Purchase (199,999,166.67) 1/3/2013 0.01 Purchase (6,800,000.00) 1/4/2013 0.02 Maturity 517,237.09 1/4/2013 0.16 Maturity 250, 000, 000.00 1/4/2013 0.15 Maturity 200, 000, 000.00 1/4/2013 0.16 Purchase (299,996,000.00) 1/4/2013 0.17 Purchase (47,885,503.24) 1/4/2013 0.11 Purchase (49,977,083.33) 1/4/2013 0.11 Purchase (49,977,083.33) 1/4/2013 0.01 Maturity 42,400,000.00 1/7/2013 0.02 Purchase (1,337,171.21) 1/7/2013 0.20 Maturity 50, 000, 000.00 1/7/2013 0.20 Maturity 128, 330, 000.00 1/7/2013 0.16 Maturity 300,000,000.00 1/7/2013 COU OF SA IEGO ' EASURER - TAX COLLECTOR Purchases/Sales/Maturities Deal nstrument Number Type 1419 Commercial Paper 1420 Negotiable CD 1421 Negotiable CD 1422 U.S. Treasury Notes 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1404 Commercial Paper 1419 Commercial Paper 1423 Commercial Paper 1424 Commercial Paper 1425 Negotiable CD 56 Money Market Funds 1106 Repurchase Agreements 1302 Commercial Paper 1493 Commercial Paper 1423 Commercial Paper 1424 Commercial Paper 1426 Commercial Paper 1427 Commercial Paper 1428 Commercial Paper 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1303 Commercial Paper 1426 Commercial Paper 1429 Negotiable CD 1430 Negotiable CD 1431 Commercial Paper 1432 Negotiable CD 57 Money Market Funds 1106 Repurchase Agreements 1431 Commercial Paper Deutsche Bank Securities Inc. Toronto Domin Ny Bank of Montreal U.S. Treasury Securities Black Rock Morgan Stanley Wells Fargo Bank NA Toyota Motor Credit Corp. Deutsche Bank Securities Inc. Rabobank Nederland Deutsche Bank Securities Inc. Bank of Montreal Black Rock Wells Fargo Bank NA Toronto Domin Ny Bank of Nova Scotia Rabobank Nederland Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Bank of Nova Scotia Bank of Nova Scotia Black Rock Morgan Stanley Wells Fargo Bank NA Toronto Domin Ny Deutsche Bank Securities Inc. Toronto Domin Ny Union Bank of California Deutsche Bank Securities Inc. Toronto Domin Ny Morgan Stanley Wells Fargo Bank NA Deutsche Bank Securities Inc. Settlement ount Date 0.17 Purchase (299,998,583.33) 1/7/2013 0.17 Purchase (50,000,000.00) 1/7/2013 0.17 Purchase (128,330,000.00) 1/7/2013 0.75 Purchase (14,956,472.21) 1/7/2013 0.01 Maturity 45, 000, 000.00 1/8/2013 0.01 Maturity 3, 000, 000.00 1/8/2013 0.02 Purchase (2,423,226.79) 1/8/2013 0.11 Maturity 30, 000, 000.00 1/8/2013 0.17 Maturity 300, 000, 000.00 1/8/2013 0.14 Purchase (249,999,027.78) 1/8/2013 0.17 Purchase (24,999,881.94) 1/8/2013 0.15 Purchase (125,000,000.00) 1/8/2013 0.01 Maturity 35, 500, 000.00 1/9/2013 0.02 Maturity 733,213.74 1/9/2013 0.19 Maturity 50, 000, 000.00 1/9/2013 0.15 Maturity 100, 000, 000.00 1/9/2013 0.14 Maturity 250, 000, 000.00 1/9/2013 0.17 Maturity 25, 000, 000.00 1/9/2013 0.16 Purchase (299,998,666.67) 1/9/2013 0.18 Purchase (69,972,350.00) 1/9/2013 0.16 Purchase (69,984,444.44) 1/9/2013 0.01 Maturity 45,000,000.00 1/10/2013 0.01 Maturity 45,000,000.00 1/10/2013 0.02 Maturity 369,477.79 1/10/2013 0.19 Maturity 25,000,000.00 1/10/2013 0.16 Maturity 300, 000, 000.00 1/10/2013 0.16 Purchase (40,000,544.33) 1/10/2013 0.19 Purchase (100,000,000.00) 1/10/2013 0.16 Purchase (229,998,977.78) 1/10/2013 0.17 Purchase (40,000,855.26) 1/10/2013 0.01 Purchase (2,900,000.00) 1/11/2013 0.02 Purchase (2,556,036.06) 1/11/2013 0.16 Maturity 230,000,000.00 1/11/2013 COU OF SA IEGO ' EASURER - TAX COLLECTOR Purchases/Sales/Maturities Deal nstrument Number Type 1434 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1297 Negotiable CD 1434 Commercial Paper 1435 Commercial Paper 56 Money Market Funds 57 Money Market Funds 1106 Repurchase Agreements 1371 FHLMC 1435 Commercial Paper 1436 Commercial Paper 1437 FNMA DN 1438 FNMA DN 56 Money Market Funds 57 Money Market Funds 101 FHLB 1106 Repurchase Agreements 1425 Negotiable CD 1436 Commercial Paper 1439 Commercial Paper 1440 FHLMC CALL EURO PREM 1441 Commercial Paper 635 FHLMC CALLABLE PREM 1106 Repurchase Agreements 1382 Negotiable CD 1439 Commercial Paper 1441 Commercial Paper 1442 Commercial Paper 1443 FHLMC CALL EURO PREM 56 Money Market Funds 1106 Repurchase Agreements 1320 Commercial Paper Deutsche Bank Securities Inc. Black Rock Wells Fargo Bank NA Toronto Domin Ny Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Black Rock Morgan Stanley Wells Fargo Bank NA Fed Home Loan Mortg Corp. Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Fed National Mortg Assoc Fed National Mortg Assoc Black Rock Morgan Stanley Federal Home Loan Bank Wells Fargo Bank NA Bank of Montreal Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Fed Home Loan Mortg Corp. Rabobank Nederland Fed Home Loan Mortg Corp. Wells Fargo Bank NA Union Bank of California Deutsche Bank Securities Inc. Rabobank Nederland Deutsche Bank Securities Inc. Fed Home Loan Mortg Corp. Black Rock Wells Fargo Bank NA Bank of Nova Scotia Settlement ount Date 0.16 Purchase (224,997,000.00) 1/11/2013 0.01 Maturity 2,700,000.00 1/14/2013 0.02 Maturity 5,163,345.74 1/14/2013 0.20 Maturity 50,000,000.00 1/14/2013 0.16 Maturity 225,000,000.00 1/14/2013 0.16 Purchase (269,998,800.00) 1/14/2013 0.01 Maturity 27,500,000.00 1/15/2013 0.01 Maturity 30,000,000.00 1/15/2013 0.02 Purchase (4,866,704.61) 1/15/2013 0.15 Maturity 30,381,000.00 1/15/2013 0.16 Maturity 270,000,000.00 1/15/2013 0.17 Purchase (249,998,819.44) 1/15/2013 0.10 Purchase (49,976,805.56) 1/15/2013 0.10 Purchase (49,976,805.56) 1/15/2013 0.01 Purchase (26,300,000.00) 1/16/2013 0.01 Purchase (24,000,000.00) 1/16/2013 1.50 Maturity 20, 000, 000.00 1/16/2013 0.02 Maturity 4,248,534.78 1/16/2013 0.15 Maturity 125,000,000.00 1/16/2013 0.17 Maturity 250, 000, 000.00 1/16/2013 0.16 Purchase (129,999,422.22) 1/16/2013 2.25 Purchase (8,760,461.25) 1/16/2013 0.14 Purchase (29,999,883.33) 1/16/2013 1.15 Call 50, 000, 000.00 1/17/2013 0.02 Purchase (391,407.52) 1/17/2013 0.12 Maturity 50,000,000.00 1/17/2013 0.16 Maturity 130,000,000.00 1/17/2013 0.14 Maturity 30,000,000.00 1/17/2013 0.16 Purchase (239,998,933.33) 1/17/2013 2.00 Purchase (11,600,498.50) 1/17/2013 0.01 Purchase (4,700,000.00) 1/18/2013 0.02 Maturity 1,087,960.73 1/18/2013 0.16 Maturity 25,000,000.00 1/18/2013 OU OF SA r IEGO ' EASURER - TAX COLLECTOR Purchases/Sales/Maturities Deal nstrument Number Type 1380 Negotiable CD 1442 Commercial Paper 1444 Commercial Paper 1445 Negotiable CD 1277 FDIC CD ACT-365 1460 Coll CD 30-360 1096 Coll CD ACT-365 1106 Repurchase Agreements 1263 Negotiable CD 1444 Commercial Paper 1446 Commercial Paper 1459 FDIC CD ACT-360 57 Money Market Funds 1106 Repurchase Agreements 1326 Commercial Paper 1446 Commercial Paper 1447 Commercial Paper 57 Money Market Funds 762 FHLMC CALL EURO PREM 1106 Repurchase Agreements 1447 Commercial Paper 1448 Commercial Paper 56 Money Market Funds 1106 Repurchase Agreements 1406 Commercial Paper 1448 Commercial Paper 1449 Commercial Paper 58 Money Market Funds 1469 Money Market Funds 56 Money Market Funds 1106 Repurchase Agreements 1449 Commercial Paper 1450 Commercial Paper Union Bank of California Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Union Bank of Switzerland Neighborhood Natl Bank Ca Bank and Trust Ca Bank and Trust Wells Fargo Bank NA BB&T Capital Markets Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Neighborhood Natl Bank Morgan Stanley Wells Fargo Bank NA Toronto Domin Ny Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Morgan Stanley Fed Home Loan Mortg Corp. Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Black Rock Wells Fargo Bank NA Toyota Motor Credit Corp. Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Caltrust Caltrust Black Rock Wells Fargo Bank NA Deutsche Bank Securities Inc. Deutsche Bank Securities Inc. Settlement ount Date 0.12 Maturity 50,000,000.00 1/18/2013 0.16 Maturity 240,000,000.00 1/18/2013 0.16 Purchase (199,996,444.44) 1/18/2013 0.18 Purchase (50,000,000.00) 1/18/2013 0.55 Maturity 98, 000.00 1/21/2013 0.11 Purchase (10,000,000.00) 1/21/2013 0.13 Maturity 10, 000, 000.00 1/22/2013 0.02 Purchase (5,987,155.99) 1/22/2013 0.17 Maturity 50, 000, 000.00 1/22/2013 0.16 Maturity 200, 000, 000.00 1/22/2013 0.16 Purchase (229,998,977.78) 1/22/2013 0.55 Purchase (98,000.00) 1/22/2013 0.01 Purchase (4,200,000.00) 1/23/2013 0.02 Maturity 3,424,435.71 1/23/2013 0.18 Maturity 50, 000, 000.00 1/23/2013 0.16 Maturity 230, 000, 000.00 1/23/2013 0.15 Purchase (279,998,833.33) 1/23/2013 0.01 Purchase (13,400,000.00) 1/24/2013 0.50 Call 21, 000, 000.00 1/24/2013 0.02 Purchase (7,110,181.07) 1/24/2013 0.15 Maturity 280, 000, 000.00 1/24/2013 0.15 Purchase (299,998,750.00) 1/24/2013 0.01 Purchase (8,200,000.00) 1/25/2013 0.02 Maturity 3,125,706.79 1/25/2013 0.12 Maturity 25, 000, 000.00 1/25/2013 0.15 Maturity 300, 000, 000.00 1/25/2013 0.16 Purchase (209,997,200.00) 1/25/2013 0.55 Maturity 35, 000, 000.00 1/27/2013 0.31 Purchase (35,000,000.00) 1/27/2013 0.01 Maturity 3, 800, 000.00 1/28/2013 0.02 Maturity 5,180, 059.86 1/28/2013 0.16 Maturity 210, 000, 000.00 1/28/2013 0.16 Purchase (209,999,066.67) 1/28/2013 CCU OF SA r IEGO ' EASURER - TAX COLLECTOR Purchases/Sales/Maturities Deal nstrument Number Type 56 Money Market Funds 57 Money Market Funds 569 FFCB DN 1106 Repurchase Agreements 1450 Commercial Paper 1451 Commercial Paper 57 Money Market Funds 1106 Repurchase Agreements 1405 Commercial Paper 1451 Commercial Paper 1452 Commercial Paper 1453 Negotiable CD 56 Money Market Funds 57 Money Market Funds 85 U.S. Treasury Notes 1106 Repurchase Agreements 1176 FHLMC DN 1179 FHLMC DN 1285 Negotiable CD 1325 Commercial Paper 1452 Commercial Paper 1454 Commercial Paper 1455 FHLMC CALL EURO PREM Black Rock Morgan Stanley Federal Farm Credit Bank Wells Fargo Bank NA Deutsche Bank Securities Inc. Societe Generale N.A. Morgan Stanley Wells Fargo Bank NA Toyota Motor Credit Corp. Societe Generale N.A. Deutsche Bank Securities Inc. BB&T Capital Markets Black Rock Morgan Stanley U.S. Treasury Securities Wells Fargo Bank NA Fed Home Loan Mortg Corp. Fed Home Loan Mortg Corp. S'enska Hndl NY Toronto Domin Ny Deutsche Bank Securities Inc. Societe Generale N.A. Fed Home Loan Mortg Corp. Settlement ount Date 0.01 Purchase (25,700,000.00) 1/29/2013 0.01 Purchase (40,000,000.00) 1/29/2013 0.17 Maturity 50, 000, 000.00 1/29/2013 0.02 Maturity 20,720.46 1/29/2013 0.16 Maturity 210, 000, 000.00 1/29/2013 0.15 Purchase (299,998,750.00) 1/29/2013 0.01 Purchase (6,200,000.00) 1/30/2013 0.02 Purchase (5,335,141.31) 1/30/2013 0.13 Maturity 50, 000, 000.00 1/30/2013 0.15 Maturity 300, 000, 000.00 1/30/2013 0.15 Purchase (299,998,750.00) 1/30/2013 0.12 Purchase (50,000,000.00) 1/30/2013 0.01 Maturity 40, 000, 000.00 1/31/2013 0.01 Maturity 13,900,000.00 1/31/2013 2.88 Maturity 25, 000, 000.00 1/31/2013 0.02 Purchase (9,508,820.49) 1/31/2013 0.12 Maturity 55,000,000.00 1/31/2013 0.12 Maturity 50, 000, 000.00 1/31/2013 0.23 Maturity 75, 000, 000.00 1/31/2013 0.18 Maturity 50, 000, 000.00 1/31/2013 0.15 Maturity 300, 000, 000.00 1/31/2013 0.15 Purchase (174,999,270.83) 1/31/2013 2.25 Purchase (8,638,885.80) 1/31/2013 Grand Total 792, 880, 917.78 Cash Flow Analysis Beginning Pool Book Balance MAIN CASH FLOW ITEMS INFLOWS: San Diego Pooled Money Fund as of January 31, 2013 ($000) Jan-13 Feb-13 Mar-13 Apr-13 May-13 Jun-13 Jul-13 6,778,551 5,980,182 5,702,934 5,535,568 6,280,286 5,252,216 5,033,983 Reverse Repos 0 0 0 0 0 0 0 Interest Income On Pool 2,742 3,000 3,375 2,575 3,500 2,025 4,825 Taxes Collected 143,455 124,500 547,000 1,155,000 60,000 70,050 28,510 School Deposits 281,649 128,658 87,075 643,000 85,975 595,437 527,880 County Deposits 234,348 196,600 163,025 200,643 231,000 264,300 196,131 Retirement 0 0 0 0 0 0 0 Voluntaries 3,263 197,494 0 0 0 0 143,150 Maturities/Sales Outside Pool 4,920 0 0 0 0 0 0 670,377 650,252 800,475 2,001,218 380,475 931,812 900,496 OUTFLOWS: Schools 705,515 650,000 600,841 625,000 605,098 708,475 708,895 County 293,268 225,000 292,000 228,000 287,010 303,500 406,850 Retirement 7,376 7,000 7,000 7,000 7,000 7,000 369,000 Voluntaries 15,285 28,500 38,000 26,500 22,000 35,600 22,000 Tax Apportionment 439,633 17,000 30,000 370,000 487,437 95,470 40,500 Reverse Repos 0 0 0 0 0 0 0 Purchases/ Purchases Outside of Pool 10,098 0 0 0 0 0 0 TOTAL PROJECTED/ACTUAL MONTH END POOL BALANCE LIQUIDITY PROJECTIONS INCREASE / DECREASE DUE TO INVESTMENT ACTIVITY Maturities Sales/Calls Investments Purchased Net Main Cash Flow (see above) PROJECTED/ACTUAL MONTH END LIQUIDITY Note: The above is not meant to be a complete Cash Flow Statement. The data represents a subset of the main cash flow items and does not include accrued interest or other adjustment items. 1,471,175 927,500 967,841 1,256,500 1,408,545 1,150, 045 1,547,245 (800,798) (277,248) (167,366) 744,718 (1,028,070) (218,233) (646,749) 5,980,182 5,702,934 5,535,568 6,280,286 5,252,216 5,033,983 4,387,234 863,580 717,393 225,000 470,000 490,842 285,050 0 0 0 0 0 0 0 249,330 25,000 10,200 21,235 40,000 0 863,580 966,723 250,000 480,200 512,077 325,050 (800,798) (277,248) (167,366) 744,718 (1,028,070) (218,233) (646,749) 152,916 739,248 1,538,605 2,533,323 1,985,453 2,279,297 1,957,598 COU _ OF SA IEGO ' EASURER - TAX COLLECTOR Participant Cash Balances PARTICIPANT FMV FMV 11/30/12 12/31/12 San Diego Pooled Money Fund as of January 31, 2013 ($000) cyo of 01/31/13 Total FMV COUNTY COUNTY - SPECIAL TRUST FUNDS NON -COUNTY INVESTMENT FUNDS SCHOOLS - (K THRU 12) COMMUNITY COLLEGES San Diego Grossmont Mira Costa Palomar Southwestern $1,399,571 $1,525,288 1,106, 261 1,446,146 287,861 307,289 2,015,014 2,389,041 PARTICIPANT ok of 11/30/12 12/31/12 01/31/13 Total FMV FMV FMV $ 704,395 11.75% Metropolitan Transit System 1,533,792 25.59% Majestic Pines CSD 319,346 5.34% Mission Res Consr 2,292,270 38.25% North County Cemetery Dist North County Cemetry Perpetual North County Cemetery 238,772 263,672 262,541 4.38% North County Dispatch 32,725 36,698 33,974 0.57% North County Fire 9,361 30,375 36,026 0.60% Otay Water District Inv 174,957 183,394 191,838 3.20% Palomar Res Consr 151,540 161,621 166,253 2.77% Pine Valley FPD Total Community Colleges SDCERA SANCAL MTDB SANDAG CITIES Chula Vista Del Mar Encinitas National City INDEPENDENT AGENCIES Alpine FPD Bonita Sunnyside FPD Borrego Springs FPD Deer Springs FPD Fallbrook Public Utl Public Agency Self Insurance Sys Julian-Cuyamaca FPD Lake Cuyamaca Rec & Park Lakeside Fire Leucadia Water District Lower Sweetwater FPD 607,354 675,760 690,633 11.52% Pomerado Cem Perpetual Pomerado Cemetery Dist 439 4,125 Ramona Cemetery Dist 75,057 74,161 Ramona Cemetery Perpetual 697 701 Rancho Santa Fe FPD 124,663 101,859 San 38,930 3,003 2 4,983 240 3,198 868 6,287 14 444 55 287 5,893 11,259 282 39,169 3,022 2 5,013 944 4,026 1,231 7,075 14 447 175 265 7,920 11,328 371 3,960 63,543 5,767 1 17, 391 39,045 3,012 2 4,997 1,295 4,404 1,286 7,246 14 446 102 218 8,186 11,292 406 San San San San Diego Housing Commission Diego Rural Fire Dieguito Riker Marcos FPD Miguel FPD San Ysidro Sanitation Santa Fe Irrigation District SDC Regional Airport Authority So County OPS Ctr Spring Valley/Casa de Oro Upper San Luis Rey Reservoir Vallecitos Water Dist Valley Center FPD Valley Cntr Cemetery Valley Ctr Cem Perpetual Valley Ctr Water District Vista FPD 6,199 30 390 1,297 1,579 882 3,005 2,246 22,030 7 296 6 1,253 559 336 6,739 10,316 56 58 1 2,668 13 3,984 87, 250 0 1,061 233 5,035 3,277 160 218 10,874 2,571 20,136 30 401 1,305 1,598 1,055 2,695 2,838 22,165 0 361 3 1,373 599 338 9,478 10,380 342 -115 1 3,092 13 4,009 82,584 0 1,068 8 5,066 3,734 170 221 11,397 2,587 17,726 30 403 1,288 1,604 1,253 2,490 2,688 19,105 0 387 7 1,457 639 340 10,467 7,358 9 39 1 2,220 13 3,996 81,452 0 1,016 9 5,050 4,263 174 221 11,642 2,582 Total Independent Agencies 451,230 450,778 452,542 7.55% Pooled Money Fund Total $5,867,292 $6,794,301 $5,992,977 100.00% CCU OF SA IEGO ' EASURER - TAX COLLECTOR Pooled Money Fund Participants Community Colleges 11.52% Schools 38.25% San Diego Pooled Money Fund as of January 31, 2013 County Funds 37.34% Voluntary Depositors 7.55% Non County Funds 5.34% ■ County Funds ■ Non County Funds Voluntary Depositors ■ Schools Community Colleges COU, : _r. OF SA r IEGO ' EASURER - TAX COLLECTOR Pooled Money Fund - Asset Allocation San Diego Pooled Money Fund as of January 31, 2013 Money Market Funds 2.27% Federal Agency 71.65% Negotiable CD 13.52% Repurchase Agreements 0.28% U.S. Treasury Notes 3.93% FDIC CDs 1.08% Commercial Paper 7.27% ■ FDIC CDs • Commercial Paper ® Federal Agency • Money Market Funds 0 Negotiable CD ■ Repurchase Agreements ❑ U.S. Treasury Notes COUNTY OF SAN DIEGO TREASURER s TAX COLLECTOR Pooled Money Fund Assets - Credit Quality 0.59% San Diego Pooled Money Fund as of January 31, 2013 A-1 12.24% AAA COU P: a OF SA IEGO SUR — TAX COLLECTOR AA+ 47.13% • AAA ■ AA+ ✓ AA • A-1+ • A-1 Investment Policy Compliance Standards Category Treasury Issues Standard No Limit; 5% per issue Comment Complies - 3.9% Agency Issues 5% per issue, 35% per issuer Complies - 71.6% Local Agency Obligations 5% per issue, 10% per issuer; 15% max.; SP-1/A or MIG1/A or F1/A minimum rating Complies Banker's Acceptances 2.5% per issue, 5% per issuer; 40% max.; A-1 or P-1 or F1 minimum rating Complies Commercial Paper 2.5% per issue>5 days; 5% per issue <5 days; 5% per issuer maximum; 40% max.; A-1 or P-1 or F1 minimum rating Complies - 7.3% Medium Term Notes 2.5% per issue, 5% per issuer; 30% max.; A-1/A or P-1/A or F1/ A minimum rating Complies Negotiable Certificates of Deposit 2.5% per issue, 5% per issuer; 30% max.; A-1/A or P-1/A or Fl/ A minimum rating Complies - 13.5% Repurchase Agreements 1-year maximum maturity; 10% per issue>5 days; 15% per issue <5 days; 10% per issuer>6 days; 15% per issuer <6 days; 40% maximum Complies - 0.3% Reverse Repurchase Agreements 92-day maximum maturity; 5% per issue; 10% per issuer; 20% maximum combined with Securities Lending N/A Collateralized Certificates of Deposit 1-year maximum maturity; 10% max.; 110% collateral required Complies - 1.1% Covered Call Option/ Put Option 90-day maximum maturity;l0% maximum N/A Money Market Mutual Funds 10% per fund; 15% maximum; AAAm, or Aaa-mf, or AAAmmf minimum rating Complies - 2.3% Investment Trust of California - Cal Trust 2.5% maximum Complies Pass -Through Securities Non -mortgaged backed; 2.5% per issue, 5% per issuer; 20% max.; A -rated issuer; A-1/AA or P-1/Aa or F1/AA minimum issue rating Complies Maximum maturity 5 years Complies Illiquidity Limitations 20% maximum for combined categories for Local Agency Obligations and Collateralized CDs Complies Maximum Issuer Exposure 10% per issuer combined (5%per any asset category, exclusive of Treasury, Agency, and Repurchase Agreements) Complies Maturity Policy - Portfolio Structure Minimum 25% <_ 90 days; and minimum 50% 51 year; maximum effective duration for portfolio 1.5 years Complies Prohibited Securities Inverse floaters; Ranges notes, Interest -only strips from mortgaged backed securities; Zero interest accrual securities Complies Credit Rating Policy - monitoring ratings Overall credit rating of AAAf / S1, by Standard & Poors Complies Securities Lending 92-day maximum maturity; 5% per loan; 10% per counterparty; 20% maximum combined with Reverse Repurchase Agreements N/A COUNTY OF SAN DIEGO TREASURER - TAX COLLECTOR City of National City Portfolio Management Portfolio Details - Investments March 31, 2013 Average Purchase CUSIP Investment # Issuer Balance Date LAW 98-37-576 11058 Local Agency Investment Fund Subtotal and Average 21,378,339.27 Par Value 21,378,339.27 21,378,339.27 Stated YTM!C Days to Maturity Market Value Book Value Rate S&P 365 Maturity Date 21,400,115.25 21,378,339.27 0.285 0.285 1 21,400,115.25 21,378,339.27 0.285 1 Federal Agency Securities 3136FPAB3 11362 Federal Natl. Mortgage Assoc. 08/18/2010 500,000.00 518,700.00 500,000.00 2.000 AAA 2.000 869 08/18/2015 Subtotal and Average 580,645.16 500,000.00 518,700.00 500,000.00 2.000 869 CDARS SYS11387 11387 Neighborhood National Bank 03/08/2013 2,000,000.00 2,000,000.00 2,000,000.00 0.650 0.650 340 03/07/2014 Subtotal and Average 1,935,483.87 2,000,000.00 2,000,000.00 2,000,000.00 0.650 340 Run Date: 05l30/2013 - 07:30 Total and Average 23,894,468.30 23,878,339.27 23,918,815.25 23,878,339.27 0.351 48 Portfolio CNC CC PM (PRF_PM2) SymRept 6.41.202b LAIF Regular Monthly Statement Page 1 of I Local Agency Investment Fund P.O. Box 942809 www.treasurer.cazoy/pmia Sacramento, CA 94209-0001 -Iaif (916) 653-3001 May 08, 2013 CITY OF NATIONAL CITY FINANCE DIRECTOR 1243 NATIONAL CITY BLVD NATIONAL CITY, CA 91950-4397 PMIA Averaac Monthly Fields Account Number: 98-37-576 Tran Type Definitions March 2013 Statement Account Summary Total Deposit: 0.00 Beginning Balance: 21,378,339.27 Total Withdrawal: 0.00 Ending Balance: 21,378,339.27 https://laifins.treasurer.ca.gov/RegularStatement.aspx 5/8/2013 LAIF Regular Monthly Statement J. c1.5%. a va • Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-0001 (916) 653-3001 CITY OF NATIONAL CITY FINANCE DIRECTOR 1243 NATIONAL CITY BLVD NATIONAL CITY, CA 91950-4397 PMIA Averaee Monthly Yields Account Number: 98-37-576 Tran Tyne Definitions www.treasu rer.ca.sa v/p mkt -laif March 13, 2013 February 2013 Statement Account Summary Total Deposit: 0.00 Beginning Balance: 21,378,339.27 Total Withdrawal: 0.00 Ending Balance: 21,378,339.27 httrsc-//laifmc trpacnrer rn crnv/RPtmiarStatement.asl]X 3/13/2013 Regular Monthly Statement rage t U.I Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-0001 (916) 653-3001 CITY OF NATIONAL CITY FINANCE DIRECTOR 1243 NATIONAL CITY BLVD NATIONAL CITY, CA 91950-4397 PMIA Averace Monthly Yields Account Number: 98-37-576 Tran Type Definitions Effective Transaction Tran Confirm Date Date Type Number Authorized Caller Amount 1/15/2013 1/14/2013 QRD 1384786 SYSTEM 18,711.51 Account Summary Total Deposit: 18,711.51 Beginning Balance: Total Withdrawal: 0.00 Ending Balance: www.treasurer.ca.aov/pm is -laif March 13, 2013 January 2013 Statement 21,359,627.76 21,378,339,27 https://laifms.treasurer.ca.gav/RegularStatement.aspx 3/13/2013 P' FIRST Agr, TENNESSEE. FIRST TENNESSEE BANK NATL ASSN CUSTODIAN FOR CITY OF NATIONAL CITY NATIONAL CITY CA ACCOUNT NO: 5600070 ASSET 3136FPAB3 SAFEKEEPING STATEMENT OF ASSETS PAR/SHARES ORIGINAL FACE SECURITY DESCRIPTION 500,000.000 FNMA 2.00% DTD 8/18/10 DUE 8/18/15 3136FPA83 TOTAL ACCOUNT 500,000.000 PAGE : 1 DATE : 03/29/13 Neighborhood National Bank 1717 Sweetwater Road Suite B National City, CA 91950 CITY OF NATIONAL CITY 1243 NATIONAL CITY BLVD. NATIONAL CITY, CA 91950 Date 03/29/13 Page 1 of 3 Subject: CDARS® Customer Statement Legal Account Title: CITY OF NATIONAL CITY Below is a summary of your certificate(s) of deposit, which we are holding for you as your custodian. These certificate(s) of deposit have been issued through CDARS by one or more FDIC -insured depository institutions. Should you have any questions, please contact us at 619-3934317 or send an email to dtopacio@mynnb.com. Summary of Accounts Reflecting Placements Through CDARS Account ID Effective Date Maturity Date Interest Rate Opening Balance Ending Balance 1015002596 03/07/13 03/06/14 0.65% $0.00 $2,000,000.00 TOTAL $0.00 $2,000,000.00 CDARSO is a registered service mark of Promontory interfinancial Network, LLD. CONTAINS CONFIDENTIAL INFORMATION ACCOUNT OVERVIEW Account ID: 1015002596 Product Name: 52-WEEK PUBLIC FUND CD Interest Rate: 0.65% Account Balance: $2,000,000.00 The Annual Percentage Yield Earned is 0.65%. CD Issued by First Commonwealth Bank YTD Interest Paid: Int Earned Since Last Stmt: $108.43 03/07/13 $108.43 03/07/13 03/29/13 03/29/13 03/29/13 CD Issued by Gibraltar Private Bank & Trust Co. YTD Interest Paid: Int Earned Since Last Stmt: $108.43 03/07/13 $108.43 03/07/13 03/29/13 03/29/13 03/29/13 CD Issued by Independence Bank YID Interest Paid: Int Earned Since Last Stmt: CD Issued by Morris Bank YTD Interest Paid: Int Earned Since Last Stmt: Date 03/29/13 Page 2 of 3 Effective Date: Maturity Date: YTD Interest Paid: Int Earned Since Last Stmt: OPENING BALANCE Deposit Interest Payment Interest Payout By Check ENDING BALANCE OPENING BALANCE Deposit Interest Payment Interest Payout By Check ENDING BALANCE $23.16 03/07113 OPENING BALANCE $23.16 03/07/13 Deposit 03/29/13 Interest Payment 03/29/13 Interest Payout By Check 03/29/13 ENDING BALANCE $108.43 03/07/13 $108.43 03/07/13 03/29/13 03/29/13 03/29/13 CD Issued by The Huntington National Bank YTD Interest Paid: Int Earned Since Last Stmt: $108.43 03/07/13 $108.43 03/07/13 03/29/13 03/29/13 03/29/13 CD Issued by The PrivateBank and Trust Company YTD Interest Paid: $108.43 03/07/13 Int Earned Since Last Stmt: $108.43 03/07/13 03/29/13 03/29/13 03/29/13 CD Issued by Urban Partnership Bank YTD Interest Paid: $108.43 Int Earned Since Last Stmt: $108.43 OPENING BALANCE Deposit Interest Payment Interest Payout By Check ENDING BALANCE OPENING BALANCE Deposit Interest Payment Interest Payout By Check ENDING BALANCE OPENING BALANCE Deposit Interest Payment Interest Payout By Check ENDING BALANCE 03/07/13 OPENING BALANCE 03/07/13 Deposit 03/29/13 Interest Payment 03/07/13 03/06/14 $890.60 $890.60 $0.00 243,500.00 108.43 - 108.43 $243,500.00 $0.00 243,500.00 108.43 -108.43 $243,500.00 $0.00 52,000.00 23.16 -23.16 $52,000.00 $0.00 243,500.00 108.43 - 108.43 $243,500.00 $0.00 243,500.00 108.43 -108.43 $243,500.00 $0.00 243,500.00 108.43 - 108.43 $243,500.00 $0.00 243,500.00 108.43 CDARS® is a registered service mark of Promontory Interfinanclal Network, LLC. CONTAINS CONFIDENTIAL INFORMATION Date 03/29/13 Page 3 of 3 03/29/13 Interest Payout By Check -108.43 03/29/13 ENDING BALANCE $243,500.00 CD Issued by Valley Green Bank YTD Interest Paid: $108.43 03/07/13 OPENING BALANCE $0.00 Int Earned Since Last Stmt: $108.43 03/07/13 Deposit 243,500.00 03/29/13 interest Payment 108.43 03/29/13 Interest Payout By Check -108.43 03/29/13 ENDING BALANCE $243,500.00 CD Issued by Western Alliance Bank YTD Interest Paid: $108.43 03/07/13 OPENING BALANCE $0.00 Int Earned Since Last Stmt: $108.43 03/07/13 Deposit 243,500.00 03/29/13 interest Payment 108.43 03/29/13 Interest Payout By Check -108.43 03/29/13 ENDING BALANCE $243,500.00 Thank you for your business. CDARS® is a registered service mark of Promontory Interfinancia! Network, LLC. CONTAINS CONFIDENTIAL INFORMATION Neighborhood National Bank 1717 Sweetwater Road Suite B National City, CA 91950 CITY OF NATIONAL CITY 1243 NATIONAL CITY BLVD. NATIONAL CITY, CA 91950 Date 02/28/13 Page 1 of 2 Subject: CDARS® Customer Statement Legal Account Title: CITY OF NATIONAL CITY Below is a summary of your certificate(s) of deposit, which we are holding for you as your custodian. These certificate(s) of deposit have been issued through CDARS by one or more FDIC -insured depository institutions. Should you have any questions, please contact us at 619-3934317 or send an email to dtopacio@mynnb.com. Summary of Accounts Reflecting Placements Through CDARS Account ID Effective Date Maturity Date Interest Rate Opening Balance Ending Balance 1013529791 03/08/12 03/07/13 0.8% $2,000,000.00 $2,000,000,00 TOTAL $2,000,000.00 $2,000,000.00 CDARS® is a registered service mark of Promontory lnterrinancial Network, LLC. CONTAINS CONFIDENTIAL INFORMATION Account ID: Product Name: Interest Rate: Account Balance: ACCOUNT OVERVIEW 1013529791 52-WEEK PUBLIC FUND CD 0.8% $2,000,000.00 The Annual Percentage Yield Earned is 0.80%. CD Issued by Anchor D Bank YTD Interest Paid: $0.00 interest Accrued: $308.61 Int Earned Since Last Stmt: $146.51 CD Issued by CapStar Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $308.61 $146.51 Date 02/28/13 Page 2 of 2 Effective Date: Maturity Date: YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02101/13 OPENING BALANCE 02/28/13 ENDING BALANCE CD Issued by Central Bank of Lake of the Ozarks YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $252.83 $120.03 CD Issued by Flagstar Bank, FSB YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $308.61 $146.51 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE CD Issued by MidSouth Bank, National Association YTD interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $308.61 $146.51 CD Issued by Southwest National Bank YTD Interest Paid: $0.00 Interest Accrued: $308.61 Int Earned Since Last Stmt: $146.51 CD Issued by Sovereign Bank YTD Interest Paid: $0.00 Interest Accrued: $308.61 Int Earned Since Last Stmt: $146.51 CD Issued by TriState Capital Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: CD Issued by Valley Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: Thank you for your business. $0.00 $308.61 $146.51 $0.00 $174.82 $82.99 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 02/01/13 OPENING BALANCE 02/28/13 ENDING BALANCE 03/08/12 03/07/13 $0.00 $2,587.92 $1,228.59 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $195,392.13 $195,392.13 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $135,107.87 $135,107.87 CDARS® is a registered service mark of Promontory interfinancial Network, LLC. CONTAINS CONFIDENTIAL INFORMATION Neighborhood National Bank 1717 Sweetwater Road Suite B National City, CA 91950 CITY OF NATIONAL CITY 1243 NATIONAL CITY BLVD. NATIONAL CITY, CA 91950 Date 01/31/13 Page 1 of 2 Subject: CDARS® Customer Statement Legal Account Title: CITY OF NATIONAL CITY Below is a summary of your certificate(s) of deposit, which we are holding for you as your custodian. These certificate(s) of deposit have been issued through CDARS by one or more FDIC -insured depository institutions. Should you have any questions, please contact us at 619-3934317 or send an email to dtopacio@mynnb.com. Summary of Accounts Reflecting Placements Through CDARS Account ID Effective Date Maturity Date Interest Rate Opening Balance Ending Balance 1013529791 03/08/12 03/07/13 0.8% $2,000,000.00 $2,000,000.00 TOTAL $2,000,000.00 $2,000,000.00 CDARS® is a registered service mark of Promontory lnterfinanclal Network, LLC. CONTAINS CONFIDENTIAL INFORMATION Account ID: Product Name: Interest Rate: Account Balance: ACCOUNT OVERVIEW 1013529791 52-WEEK PUBLIC FUND CD 0.8% $2,000,000.00 The Annual Percentage Yield Earned is 0.80%. CD Issued by Anchor D Bank YTD Interest Paid: interest Accrued: Int Earned Since Last Stmt: CD Issued by CapStar Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $162.10 $162.10 $0.00 $162.10 $162.10 Date 01/31/13 Page 2 of 2 Effective Date: Maturity Date: YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE CD Issued by Central Bank of Lake of the Ozarks YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $132.80 $132.80 CD Issued by Flagstar Bank, FSB YTD Interest Paid: interest Accrued: Int Earned Since Last Stmt: $0.00 $162.10 $162.10 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE CD Issued by MidSouth Bank, National Association YTD Interest Paid: $0.00 Interest Accrued: $162.10 Int Earned Since Last Stmt: $162.10 CD Issued by Southwest National Bank YTD Interest Paid: $0.00 Interest Accrued: $162.10 Int Earned Since Last Stmt: $162.10 CD Issued by Sovereign Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: $0.00 $162.10 $162.10 CD Issued by TriState Capital Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: CD Issued by Valley Bank YTD Interest Paid: Interest Accrued: Int Earned Since Last Stmt: Thank you for your business. $0.00 $162.10 $162.10 $0.00 $91.83 $91.83 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 01/01/13 OPENING BALANCE 01/31/13 ENDING BALANCE 03/08/12 03/07/13 $0.00 $1,359.33 $1,359.33 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $195,392.13 $195,392.13 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $238,500.00 $135,107.87 $135,107.87 CDARS® is a registered service mark of Promontory Interfinancial Network, LLC. CONTAINS CONFIDENTIAL INFORMATION