COUNTY OF ORANGE - Orange County, California
Transcript of COUNTY OF ORANGE - Orange County, California
COUNTY OF ORANGE
TREASURER'S INVESTMENT REPORT For May 31, 2012
Table of Contents
I. Memo to Board of Supervisors 3
II. Investment Pool Summary, Statistics and Charts 5
III. Investment Objectives 8 - Safety - Investment Type/Credit Quality/Issuer Concentration/Issuer List - Liquidity - Maturities Distribution - Yield - Interest Rate Yield
IV. Cash Availability Projection per California Government Code Section 53646(b)(3) 18
V. Statement of Accountability 19
VI. Investment Policy Compliance Summary 20
- Investment Policy Compliance Summary - Noncompliance Detail
VII. Portfolio Investment Inventory with Market Values 22 - Extended Fund, County and Educational Money Market Funds - John Wayne Airport Investment Pool/Non-pooled Investments - Investments with Trustees - CEO/Public Finance - Investments with Trustees - John Wayne Airport - Portfolio Holdings of Debt Issued by Pool Participants -Temporary and Bridge Transfers to School Districts
VIII. Detailed Transaction Reports 58 - Transaction Report by Fund for all Funds - Money Market Mutual Fund Transactions
IX. Distribution List 98
2
4
MAY 2012 APRIL 2012 NET CHANGE % MAY 2011
NET CHANGE
%
Orange County Investment Pool
End Of Month Market Value*** 3,313,364,977$ 3,574,489,407$ $ (261,124,430) -7.88% 3,228,748,784$ $ 84,616,193 2.55%
End Of Month Book Value 3,309,038,367$ 3,569,098,877$ $ (260,060,510) -7.86% 3,222,108,642$ $ 86,929,725 2.63%
Monthly Average Balance 3,451,142,030$ 4,262,927,210$ $ (811,785,180) -23.52% 3,325,433,286$ $ 125,708,744 3.64%
Year-To-Date Average Balance 3,353,964,089$ 3,344,246,295$ $ 9,717,794 0.29% 3,329,492,288$ $ 24,471,801 0.73%
Monthly Accrued Earnings 1,538,888$ 1,443,488$ $ 95,400 6.20% 2,025,021$ $ (486,133) -31.59%
Monthly Net Yield** 0.45% 0.33% 0.12% 26.07% 0.60% -0.16% -35.73%
Annual Estimated Gross Yield * 0.50% 0.50% 0.00% 0.00% 0.62% -0.12% -24.00%
Weighted Average Maturity (WAM) **** 344 290 54 15.7% 344 0 0.0%
Orange County Educational Investment Pool
End Of Month Market Value 2,815,110,341$ 3,347,995,484$ $ (532,885,143) -18.93% 3,175,022,493$ $ (359,912,152) -12.79%
End Of Month Book Value 2,811,603,331$ 3,343,524,087$ $ (531,920,756) -18.92% 3,169,510,492$ $ (357,907,161) -12.73%
Monthly Average Balance 3,088,104,771$ 2,939,742,925$ $ 148,361,846 4.80% 3,420,499,121$ $ (332,394,350) -10.76%
Year-To-Date Average Balance 3,007,766,608$ 2,999,732,792$ $ 8,033,816 0.27% 2,940,633,237$ $ 67,133,371 2.23%
Monthly Accrued Earnings 1,285,326$ 1,070,131$ $ 215,195 16.74% 1,701,870$ $ (416,544) -32.41%
Monthly Net Yield** 0.39% 0.37% 0.03% 6.38% 0.49% -0.09% -23.72%
Annual Estimated Gross Yield * 0.50% 0.50% 0.00% 0.00% 0.60% -0.10% -20.00%
Weighted Average Maturity (WAM) **** 332 256 76 22.9% 286 46 13.9%
*** Yields increased primarily due to one-time realized gains from sales of U.S Government bullet securities. Proceeds were invested in U.S Government callables with higher yields due to spreads widening.*** Market values provided by Bloomberg and Northern Trust**** The WAM increased primarily due to investing in U.S Government callable securities with longer maturities.
CHANGE
Forecasted Annual Gross Yield was originally budgeted at 0.75%
ORANGE COUNTY TREASURER-TAX COLLECTOR
SUMMARY OF INVESTMENT DATA
INVESTMENT TRENDS
INCREASE (DECREASE)
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ORANGE COUNTY TREASURER-TAX COLLECTORINVESTMENT POOL STATISTICS
FOR THE MONTH ENDED: May 31, 2012
INVESTMENT STATISTICS - By Investment Pool***
COMBINED POOL BALANCES (includes the Extended Fund)
MARKET Value 3,313,364,977$ 344 0.45% 1.00
COST (Capital) 3,312,452,860$ 0.53%
MONTHLY AVG Balance 3,451,142,030$
BOOK Value 3,309,038,367$
MARKET Value 2,815,110,341$ 332 0.42% 1.00
COST (Capital) 2,814,877,313$ 0.49%
MONTHLY AVG Balance 3,088,104,771$
BOOK Value 2,811,603,331$
INVESTMENT STATISTICS - Non Pooled Investments **
DESCRIPTION CURRENT BALANCE BOOK BALANCE BY INVESTMENT TYPE
Specific Investment
Funds: MARKET Value 56,914,304$ Money Market Mutual Funds 6,012,256$
112, 283, 497, 505 COST (Capital) 57,002,488$ Repurchase Agreement 1,081,500
510, 514, 15B MONTHLY AVG Balance 56,977,442$ John Wayne Airport Investment Pool 49,791,191
117,540
57,002,488$
MONTH END TOTALSINVESTMENTS & CASH FUND ACCOUNTING & SPECIFIC INVESTMENTS
COUNTY MONEY MARKET FUND
County Money Market Fund 1,660,129,026$ County Funds 3,298,062,582$
County Cash ***** (10,458,373) Educational Funds 2,992,363,343
County Pool - Bridge Transfer Receivable 23,832,056 Specific Investment Funds 57,002,488
EXTENDED FUND 3,002,323,834
EDUCATIONAL MONEY MARKET FUND
Educational Money Market Fund 1,464,877,313
Educational Cash 2,722,068
Educational Pool - Temporary Transfer Receivable 147,000,000
NON-POOLED INVESTMENT
Non Pooled Investments @ Cost 57,002,488
6,347,428,413$ 6,347,428,413$
KEY POOL STATISTICSINTEREST RATE YIELD WEIGHTED AVERAGE MATURITY (WAM)
0.17% COUNTY MONEY MARKET FUND 59
0.17% EDUCATIONAL MONEY MARKET FUND 59
0.19% JOHN WAYNE AIRPORT WAM 54
0.45% LGIP WAM (Standard & Poors) 45
0.43% I-MONEY NET PRIME MMF WAM 41
0.07%
0.08%
Orange County Educational Investment Pool
GNMA Mortgage-Backed Securities
COUNTY MONEY MARKET FUND - MONTHLY GROSS YIELD
EDUCATIONAL MONEY MARKET FUND - MONTHLY GROSS YIELD
CURRENT BALANCESDESCRIPTION
Orange County Investment Pool
Current NAVMONTHLY Gross Yield
Average Days to Maturity
Daily Yieldas of 5/31/12
JOHN WAYNE AIRPORT - MONTHLY GROSS YIELD
COUNTY INVESTMENT POOL - YTD NET YIELD****
EDUCATIONAL INVESTMENT POOL - YTD NET YIELD****
I-MONEY NET PRIME MONEY MARKET FUND - MONTHLY AVERAGE NET YIELD
90-DAY T-BILL YIELD MONTHLY AVERAGE
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ORANGE COUNTY TREASURER-TAX COLLECTORINVESTMENT POOL STATISTICS
FOR THE MONTH ENDED: May 31, 2012
INVESTMENT STATISTICS - By Investment Fund*
DESCRIPTION CURRENT BALANCES
MARKET Value 1,658,832,465$ 59 0.16% 1.00
COST (Capital) 1,660,129,026$ 0.17%
MONTHLY AVG Balance 1,799,305,453$
BOOK Value 1,658,762,766$
MARKET Value 1,463,305,781$ 59 0.16% 1.00
COST (Capital) 1,464,877,313$ 0.17%
MONTHLY AVG Balance 1,738,104,771$
BOOK Value 1,463,276,801$
MARKET Value 3,006,337,072$ 629 0.75% 1.00
COST (Capital) 3,002,323,834$ 0.91%
MONTHLY AVG Balance 3,001,836,577$
BOOK Value 2,998,602,131$
ALLOCATION OF EXTENDED FUND
Extended FundCounty Share MARKET Value 1,654,532,513$ 629 0.75% 1.00
COST (Capital) 1,652,323,834$ 0.91%
MONTHLY AVG Balance 1,651,836,577$
BOOK Value 1,650,275,601$
Educational Share MARKET Value 1,351,804,559$ 629 0.75% 1.00
COST (Capital) 1,350,000,000$ 0.91%
MONTHLY AVG Balance 1,350,000,000$
BOOK Value 1,348,326,530$
Duration 1.71
* Book Value is computed as Cost reduced by amortization of premium and increased by the accretion
of discount of the Investment Portfolio. Net Asset Value (NAV) is equal to Market Value divided by Book Value.
** Specific non pooled investments are reported in compliance with Government Code Section 53646 (b)(1). Detailed
descriptions are included in the inventory listing in Section VII of this report.
*** The Combined Pool Balances include the County and Educational Money Market Funds and their respective portions of the Extended Fund.
**** This is the OCIP-Net Yield which differs from the monthly average yield above due to the Treasury administrative fees.
***** The negative accounting book balance is due to cash received by the County from the State in late May and booked in June. The cash bank balance on May 31 was $3,579,213.17.
Educational Money Market Fund
Extended Fund
Current NAVAverage Days to Maturity
Daily Yieldas of 5/31/12
MONTHLY Gross Yield
County Money Market Fund
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ORANGE COUNTY TREASURER - TAX COLLECTORBY INVESTMENT TYPE - By Percentage Holdings
May 31, 2012
10%
20%
30%
40%
50%
60%
70%
80%
90%
100%
In Thousands % In Thousands % In Thousands %
CERTIFICATES OF DEPOSIT 130,044$ 3.92% CERTIFICATES OF DEPOSIT 102,210$ 3.63% CERTIFICATES OF DEPOSIT 3,250$ 6.54%
COMMERCIAL PAPER 100,496 3.05% COMMERCIAL PAPER - 0.00% COMMERCIAL PAPER 2,250 4.53%
U.S. GOVERNMENT AGENCIES 2,085,201 62.93% U.S. GOVERNMENT AGENCIES 1,851,188 65.76% U.S. GOVERNMENT AGENCIES 30,300 60.98%
MONEY MARKET FUNDS 297,262 8.97% MONEY MARKET FUNDS 258,006 9.17% MONEY MARKET FUNDS 237 0.48%
MEDIUM - TERM NOTES 198,895 6.00% MEDIUM - TERM NOTES 148,383 5.27% MEDIUM - TERM NOTES 1,016 2.04%MEDIUM - TERM NOTES - FDIC 239,716 7.23% MEDIUM - TERM NOTES - FDIC 197,150 7.00% MEDIUM - TERM NOTES - FDIC 8,135 16.37%
MUNICIPAL DEBT 98,693 2.98% MUNICIPAL DEBT 83,832 2.98% MUNICIPAL DEBT 1,500 3.02%
U.S. TREASURIES 163,058 4.92% U.S. TREASURIES 174,341 6.19% U.S. TREASURIES 3,000 6.04%
3,313,365$ 100.00% 2,815,110$ 100.00% 49,688$ 100.00%
Investment Composition Is In Compliance With The Orange County Treasurer's Investment Policy Statement
Calculated Using Market Value at 05/31/2012
Orange County Investment Pool Orange County Educational Investment Pool John Wayne Airport Investment Pool
0%Orange County Investment Pool Orange County Educational Investment Pool John Wayne Airport Investment Pool
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US GOV Includes Agency & Treasury Debt
AA Includes AA+, AA- & AA
A Includes A+,A- & A
A-1 Includes A-1+, F-1+, P-1, A-1 & F-1
ORANGE COUNTY TREASURER - TAX COLLECTORCREDIT QUALITY BY MARKET VALUE
May 31, 2012
US GOV Total 60%
AAA Total 18%
AA Total 19%
A-1 Total 0.3%
A Total 3%
Orange County Educational Investment Pool
US GOV Total 69%
AAA Total 9%
AA Total 14%
A-1 Total 0.3%
A Total 8%
Orange County Investment Pool
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US GOV Includes Agency & Treasury Debt
AA Includes AA+, AA- & AA
A Includes A+,A- & A
A-1 Includes A-1+, F-1+, P-1, A-1 & F-1
ORANGE COUNTY TREASURER - TAX COLLECTORCREDIT QUALITY BY MARKET VALUE
May 31, 2012
US GOV Total 69%
AAA Total 0.5%
AA Total 22%
A-1 Total 4%
A Total 5%
John Wayne Airport
US GOV Total 52%
AAA Total 18%
AA Total 26%
A-1 Total 0.3%
A Total 4%
County Money Market Fund
US GOV Total 60%
AAA Total 18%
AA Total 19%
A-1 Total 0.3%
A Total 3%
Educational Money Market Fund
US GOV Total 86%
AAA Total 2%
AA Total 0.4%
A-1 Total 12%
Extended Fund
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ORANGE COUNTY TREASURER - TAX COLLECTORISSUER CONCENTRATION-By Investment Pool
May 31, 2012
0.59%
1.68%
1.96%
1.96%
1.76%
0.03%
0.66%
1.61%
1.68%
1.95%
0.08%
0.49%
MORGAN STANLEY
OC TRANSPORTATION AUTHORITY
ROYAL BANK OF CANADA
TORONTO DOMINION BANK NY
WAL-MART STORES INC
WELLS FARGO BANK
er
3.12%
1.36%
1.30%
4.24%
2.19%
2.26%
0.70%
2.50%
1.37%
4.59%
1.54%
1.74%
0.68%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00%
BERKSHIRE HATHAWAY INC
CHEVRON CORP
COUNTY OF ORANGE
GENERAL ELEC CAP CORP
GOLDMAN SACHS GROUP INC
JP MORGAN CHASE & CO
MICROSOFT CORP
Percent of Investment Pool
Issu
e
ORANGE COUNTY EDUCATIONAL INVESTMENT POOL ORANGE COUNTY INVESTMENT POOL11
ORANGE COUNTY TREASURER - TAX COLLECTORISSUER CONCENTRATION - JOHN WAYNE AIRPORT INVESTMENT POOL
May 31, 2012
2.52%
2.24%
2.18%
1.51%
1.01%
ROYAL BANK OF CANADA
MORGAN STANLEY
GOLDMAN SACHS GROUP INC
NESTLE CAPITAL CORP
WAL-MART STORES INC
r
4.06%
4.05%
4.03%
4.03%
3.88%
3.02%
0.00% 1.00% 2.00% 3.00% 4.00% 5.00%
BERKSHIRE HATHAWAY INC
GENERAL ELEC CAP CORP
WELLS FARGO BANK
TORONTO DOMINION BANK NY
JP MORGAN CHASE & CO
COUNTY OF ORANGE
Percent of Investment Pool
Issu
er
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S/T RATINGS L/T RATINGS
S&P MDY FI S&P MDY FI
AUTOMATIC DATA PROCESSNG A-1+ P-1 NR AAA Aaa NR
BERKSHIRE HATHAWAY INC A-1+ P-1 NR AA+ Aa2 AA-
BERKSHIRE HATHAWAY FINANCE A-1+ P-1 NR AA+ Aa2 AA-
NETJETS INC A-1+ P-1 NR NR NR NR
CHEVRON CORPORATION A-1+ P-1 F1+ AA Aa1 AA
JOHNSON & JOHNSON A-1+ P-1 F1+ AAA Aaa AAA
MICROSOFT CORP NR P-1 F1+ AAA Aaa AA+
NESTLE CAPITAL CORP A-1+ P-1 F1+ AA Aa2 AA+
WAL-MART STORES INC A-1+ P-1 F1+ AA Aa2 AA
S/T RATING L/T RATING
S&P MDY FI S&P MDY FI
ROYAL BANK OF CANADA NY A-1+ P-1 F1+ AA- Aa1 *- AA
TORONTO DOMINION BANK NY A-1+ P-1 F1+ AA- Aaa AA-
May 31, 2012
ORANGE COUNTY TREASURER-TAX COLLECTORAPPROVED ISSUER LIST
COMMERCIAL PAPER / MEDIUM TERM NOTES
ISSUER (Shared Structure)
MUNICIPAL BONDS
NAME
STATE OR NATIONALLY CHARTERED BANKS
S/T RATING L/T RATING
S&P MDY FI S&P MDY FI
ORANGE CNTY CA PENSION OBLG 2012 A NR NR NR A+ Aa2 NR
S/T RATING L/T RATING
S&P MDY FI S&P MDY FI
GENERAL ELEC CAP CORP A-1+ P-1 NR AA+ A1 NR
GOLDMAN SACHS GROUP INC A-2 P-1 *- F1 A- A1 *- A
HSBC USA INC A-1 P-1 *- F1+ A+ A1 *- AA
JP MORGAN CHASE & CO A-1 P-1 F1 A Aa3 *- A+ *-
MORGAN STANLEY A-2 P-1 *- F1 A- A2 *- A
US BANCORP A-1 P-1 F1+ A Aa3 AA-
WELLS FARGO & COMPANY A-1 P-1 F1+ A+ A2 AA-
S/T RATING L/T RATING
S&P MDY FI S&P MDY FI
GENERAL ELECTRIC CO A-1+ P-1 NR AA+ Aa3 NR
* Issuers whose debt is held by the Investment Pools, but are no longer on the Approved Issuer List. The Credit Investment Committee reviewed the issuer as per the investment policy and made the decision not to sell at this time.
NAME
NAME
ISSUERS ON HOLD *
FDIC - TLGP
NAME
13
Orange County Treasurer-Tax Collector Changes in Approved Issuer’s List For the Month Ended May 31, 2012
During May, there were no changes to the Treasurer’s Approved Issuer List.
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ORANGE COUNTY TREASURER - TAX COLLECTORMATURITIES DISTRIBUTION
May 31, 2012
0%
5%
10%
15%
20%
25%
30%
35%
1 to 7 days 8 to 30 days 31 to 60 days 61 to 90 days 91 to 180 days 181 to 395 days 14 to 18 mos 19 to 24 mos 25 to 30 mos 31 to 36 mos 37 to 60 mos
In Thousands % In Thousands % In Thousands %
1 TO 7 DAYS 746,586$ 22.60% 1 TO 7 DAYS 486,600$ 17.34% 1 TO 7 DAYS 16,662$ 33.55%8 TO 30 DAYS 605,512 18.33% 8 TO 30 DAYS 613,054 21.85% 8 TO 30 DAYS 16,293 32.82%31 TO 60 DAYS 44,373 1.34% 31 TO 60 DAYS 94,564 3.37% 31 TO 60 DAYS 6,270 12.63%61 TO 90 DAYS 33,212 1.02% 61 TO 90 DAYS 36,111 1.29% 61 TO 90 DAYS 3,500 7.06%91 TO 180 DAYS 22,490 0.68% 91 TO 180 DAYS 71,453 2.55% 91 TO 180 DAYS 1,000 2.01%181 TO 395 DAYS 712,816 21.58% 181 TO 395 DAYS 574,278 20.47% 181 TO 395 DAYS 5,921 11.93%14 TO 18 MONTHS 418,933 12.68% 14 TO 18 MONTHS 342,282 12.20%19 TO 24 MONTHS 235,731 7.14% 19 TO 24 MONTHS 192,599 6.86%25 TO 30 MONTHS 197,486 5.98% 25 TO 30 MONTHS 161,353 5.75%31 TO 36 MONTHS 113,988 3.45% 31 TO 36 MONTHS 93,132 3.32%37 TO 60 MONTHS 171,628 5.20% 37 TO 60 MONTHS 140,226 5.00%
TOTAL 3,302,755$ 100.00% TOTAL 2,805,652$ 100.00% TOTAL 49,646$ 100.00%
Floating Rate Notes are deemed to have a maturity date equal to their next interest reset date. At 05/31/2012, Floating Rate Notes comprise 19.10%, 19.60%, and 35.60% of the Orange County Investment Pool, Orange County Educational Investment Pool, and JWA
Investment Pool respectively.
Maturity Limits Are In Compliance With The Orange County Treasurer's Investment Policy Statement
ORANGE COUNTY EDUCATIONAL INVESTMENT POOL
ORANGE COUNTY INVESTMENT POOL
JOHN WAYNE AIRPORT INVESTMENT POOL
15
ORANGE COUNTY PORTFOLIOS vs SELECTED MONEY MARKET YIELDS(INTEREST RATE YIELD)
For The Period May 2002 to May 2012
4.00
5.00
6.00
1 00
2.00
3.00
0.00
1.00
SCHOOLS COUNTY 90-DAY T-BILL Prime MMF* OCIP-NET
90
100
ORANGE COUNTY MONEY MARKET POOLS vs SELECTED AVERAGES WEIGHTED AVERAGE MATURITY (WAM)
For The Period May 2002 to May 2012
50
60
70
80
10
20
30
40
•Prime MMF: Rated Money Fund Report Average-Prime Institutional from I-Money Net
•As of May 31, 2012 Prime MMF Yield – 0.17; WAM-41; LGIP WAM -45; 90-Day T-Bill – 0.08; OCIP – Net – 0.46
10
SCHOOLS COUNTY LGIP Prime MMF*
16
ORANGE COUNTY TREASURER-TAX COLLECTORINVESTMENT POOL YIELDSJune 1, 2011 - May 31, 2012
PERIOD ENDING - MONTH / YEAR MONTH END MARKET VALUE
EARNINGS FOR MONTH
GROSS AVERAGE YIELD FOR
MONTHMONTH
END WAMCurrent Month - May 2012
County Pool - Money Market Fund 1,658,832,465$ 267,038$ 0.17% 59 Educational Pool - Money Market Fund 1,463,305,781$ 243,666$ 0.17% 59 Extended Fund 3,006,337,072$ 2,313,510$ 0.91% 629
April 2012County Pool - Money Market Fund 1,919,574,506$ 392,642$ 0.18% 60 Educational Pool - Money Market Fund 1,995,855,292$ 210,488$ 0.16% 51 Extended Fund 3,007,055,094$ 1,910,490$ 0.77% 559
March 2012County Pool - Money Market Fund 1,937,115,182$ 230,083$ 0.17% 52 Educational Pool - Money Market Fund 1,473,651,276$ 230,552$ 0.16% 57 Extended Fund 2,992,257,094$ 1,966,895$ 0.77% 518
February 2012County Pool - Money Market Fund 1,618,895,973$ 215,304$ 0.17% 56 Educational Pool - Money Market Fund 1,702,918,932$ 231,002$ 0.15% 58 Extended Fund 3,002,982,508$ 2,328,546$ 0.98% 551
January 2012County Pool - Money Market Fund 1,580,753,259$ 274,588$ 0.20% 59 Educational Pool - Money Market Fund 2,013,633,120$ 260,880$ 0.16% 57 Extended Fund 3,001,297,668$ 2,488,620$ 0.98% 535
December 2011County Pool - Money Market Fund 1,843,592,007$ 224,769$ 0.12% 59 Educational Pool - Money Market Fund 2,096,783,911$ 272,903$ 0.19% 58 Extended Fund 2,998,955,293$ 2,198,356$ 0.87% 528
November 2011County Pool - Money Market Fund 1,955,838,383$ 262,403$ 0.19% 56 Educational Pool - Money Market Fund 1,296,945,638$ 327,269$ 0.29% 60 Extended Fund 2,989,749,491$ 2,259,196$ 0.92% 563
October 2011County Pool - Money Market Fund 1,513,583,810$ 239,620$ 0.21% 52 Educational Pool - Money Market Fund 1,400,458,868$ 313,014$ 0.23% 54 Extended Fund 2,994,884,099$ 2,199,341$ 0.87% 537
September 2011County Pool - Money Market Fund 1,288,981,027$ 229,126$ 0.19% 56 Educational Pool - Money Market Fund 1,705,474,505$ 306,342$ 0.23% 59 Extended Fund 2,991,003,008$ 2,035,827$ 0.86% 525
August 2011County Pool - Money Market Fund 1,571,688,190$ 268,415$ 0.23% 48 Educational Pool - Money Market Fund 1,626,604,271$ 330,393$ 0.25% 53 Extended Fund 2,894,577,747$ 2,287,480$ 0.91% 496
July 2011County Pool - Money Market Fund 1,215,261,283$ 283,741$ 0.23% 60 Educational Pool - Money Market Fund 1,552,917,241$ 346,909$ 0.25% 56 Extended Fund 3,087,390,117$ 2,549,200$ 0.97% 559
June 2011County Pool - Money Market Fund 1,380,569,718$ 305,351$ 0.26% 59 Educational Pool - Money Market Fund 1,637,794,658$ 391,562$ 0.26% 59 Extended Fund 3,084,704,556$ 4,693,709$ 1.85% 568
Average Market Value Balance
Interest Income: YTD
YTD Gross Yield YTD Average
Orange County Investment Pool 3,290,281,198$ 16,355,965$ 0.54% 302 Orange County Educational Investment Pool 3,018,732,812$ 14,142,642$ 0.51% 277
Fiscal Year July 1, 2011 - June 30, 2012
17
Government Code Section 53646 (b) (3), effective on January 1, 1996, requires the Treasurer-TaxCollector to include a statement in the investment report, denoting the ability of the Orange County Investment Pool (OCIP) and the Orange County Educational Investment Pool (OCEIP) to meet their expenditure requirements for the next six months.
The OCIP and OCEIP consist of funds in the treasury deposited by various entities required to do so by statute, as well as those entities voluntarily depositing monies in accordance with GovernmentCode Section 53684.
The Treasurer-Tax Collector is required to disburse monies placed in the treasury as directed by theAuditor-Controller and the Department of Education, except for the making of legal investments, tothe extent funds are transferred to one or more clearing funds in accordance with Government CodeSection 29808.
The Treasurer-Tax Collector, in his projection of cash availability to disburse funds as directed by theAuditor-Controller and the Department of Education, is relying exclusively on historical activity involving deposits and disbursements and future cash flow projections. No representation is made asto an individual depositor's ability to meet their anticipated expenditures with anticipated revenues.
The Cash Availability Projection for the six months ending November 30, 2012, indicates the ability of thepools to meet projected cash flow requirements. However, there will usually be differences betweenprojected and actual results because events and circumstances frequently do not occur as expectedand those differences may be material.
ORANGE COUNTY INVESTMENT POOL Investment Projected Projected Cumulative
Month Maturities Deposits Disbursements Available CashMay 2012 - Ending Cash * (10,458,373)$ June 870,886,310$ 272,468,869$ 548,642,083$ 584,254,722 July 166,735,744 470,598,911 545,243,034 676,346,344 August 143,263,156 457,056,077 439,452,411 837,213,166 September 61,719,385 352,496,354 407,682,357 843,746,548 October 28,187,310 548,976,542 351,184,257 1,069,726,143 November 129,989,864 1,029,743,090 495,928,619 1,733,530,476
ORANGE COUNTY EDUCATIONAL INVESTMENT POOL Investment Projected Projected Cumulative
Month Maturities Deposits Disbursements Available CashApril 2012 - Ending Cash 2,722,068$ June 679,327,315$ 283,532,116$ 547,906,145$ 417,675,354 July 163,032,243 375,631,922 399,826,681 556,512,837 August 84,191,555 357,390,317 347,467,941 650,626,768 September 69,900,452 224,253,567 440,767,693 504,013,094 October 42,053,584 336,269,084 545,466,242 336,869,521 November 64,086,759 384,933,436 507,972,821 277,916,895
* The negative accounting book balance is due to cash received by the County from the State in late May and booked in June. The cash bank balance on May 31, was $3,579,213.17.
ORANGE COUNTY TREASURER-TAX COLLECTORCASH AVAILABILITY PROJECTION
FOR THE SIX MONTHS ENDING NOVEMBER 30, 2012
18
ORANGE COUNTY TREASURER-TAX COLLECTORSTATEMENT OF ACCOUNTABILITYFOR THE MONTH ENDED: MAY 31, 2012
Treasurer's Accountability at the Beginning of the Month $7,158,513,914.74
Cash Receipts:County $371,035,230.76Schools 210,927,637.06
Total Cash Receipts 581,962,867.82
Cash Disbursements:County 673,211,214.60Schools 719,848,228.83 Total Cash Disbursements 1,393,059,443.43
Net Change in Book Value of Pooled Assets (811,096,575.61)
Net Increase in Specific Investments 11,073.91
Treasurer's Accountability at the End of the Month $6,347,428,413.04
Assets in the Treasury at the end of the period:
O.C. Investment Pool $3,284,688,898.55 O.C. Educational Investment Pool 2,842,641,275.47 Non Pooled Investments 57,002,488.15 County Pool - Bridge Transfer Receivable 23,832,056.00 Educational Pool - Temporary Transfer Receivable 147,000,000.00 Cash in banks - County * (10,554,552.32) Cash in banks - School 2,722,067.70 Cash in vault 96,179.49
$6,347,428,413.04
* The negative accounting book balance is due to cash received by the County from the State in late May and booked in June. The cash bank balance on May 31 was $3,579,213.17.
19
ORANGE COUNTY TREASURER-TAX COLLECTORINVESTMENT POLICY COMPLIANCE SUMMARY
May 31, 2012
Investment Type
U.S. Treasuries 60,004,234$ 3.62% 187,251,563$ 6.23% 90,142,727$ 6.16% 2,999,997$ 6.04%Negotiable Certificates of Deposit 130,043,596 7.84% -$ 0.00% 102,210,150 6.99% 3,249,875 6.54%Commercial Paper 100,495,986 6.06% -$ 0.00% - 0.00% 2,249,692 4.53%U.S. Government Agencies 767,315,713 46.25% 2,394,639,602$ 79.65% 774,434,654 52.92% 30,299,696 60.98%Money Market Funds 297,261,559 17.92% -$ 0.00% 258,005,707 17.63% 237,498 0.48%Medium-Term Notes and MTN-FDIC 286,241,722 17.26% 276,860,010$ 9.21% 221,042,888 15.11% 9,150,932 18.41%Municipal Debt 17,469,655 1.05% 147,585,897$ 4.91% 17,469,655 1.19% 1,500,210 3.02%
1,658,832,465$ 100.00% 3,006,337,072$ 100.00% 1,463,305,781$ 100.00% 49,687,900$ 100.00%
Compliance Category
(Yes/No)Percentage Limits Issuer Limit Money Market Mutual Fund Issuer Government Agencies Issuer Diversification LimitMaturity/Duration Limits Weighted Average Maturity
Duration Final Maturity - Money Market Fund Final Maturity - Extended FundQuality Limits MMF Short Term/Long Term Short Term Debt/No Split Ratings Extended Fund Short Term/Long TermAuthorized Issuer Yes YesAuthorized Financial Dealer/Institution Yes YesNet Asset Value - Money Market Fund Yes/1.0000 Yes/0.9999
Performance Evaluation-Cal Govt. Code 27134Performance Evaluation-Cal Govt. Code 26920(a), 53646Compensation Agreement-Cal Govt. Code 27013Authorized Financial Dealers and Qualified InstitutionsSubmit TOC Bylaw Changes to BOS for approvalTOC Review and BOS Annual ApprovalInvestment/Diversification/Maturity Restrictions
(1) All investments are marked to market in compliance with the narrow valuation range prescribed by the IPS and market values are provided by Bloomberg Professional Services and Northern Trust(2) Excludes US Government Debt per IPS policy approved by the Board of Supervisors on September 13, 2011.NA Not applicable
> A-1/P-1/F2
Yes0.995 - 1.005
A-1/ > AA (2)Approved Issuer List
OTHER COMPLIANCE CATEGORIESAnnual Compliance Audit
Yes/1.0000
N/A
Broker/Dealer ListN/A
Calendar Year 2010 completed. Calendar Year 2011 not yet started.
YesYesYes
Yes/1818
YesYesYes
N/A
Yes/386
Yes/59
N/A
Extended Fund
Yes
Extended Fund
Yes
Yes
YesYes
John Wayne AirportInvestment Pool
EducationalMoney Market Fund
John Wayne Airport Investment Pool
EducationalMoney Market Fund
InvestmentPolicy (IPS)
CountyMoney Market Fund
DiversificationGuidelines
Limit
N/A
Percent of Portfolio
YesYes
N/A
Yes/1.71
Yes
Investment Policy Guidelines
Yes
CountyMoney Market Fund
Market Value of Investments (1)
30%
100%
Market Value of Investments (1)
Yes
Yes
Yes/386N/A
20%
60 Days Yes/59
30%
30%Yes
Yes
Market Value of Investments (1)
Yes
Yes/54
Percent of Portfolio
Yes
Yes
Percent of Portfolio
Yes
40%
Yes/386N/A
See Above
5%10%
N/A13 Months/397 days
Treasury Administrative Fee FY 2006-2009 review completed. FY 2009/10 & FY 2010/11 expected to be completed by 06-30-12.
N/A
Percent of Portfolio
>Merrill 1-3 Year Index+25% (2.38)
5 Years/1826 days
A-1/ > A
Market Value of Investments (1)
100%30%
Quarterly Audit Quarterly audit of Statement of Assets as of 12/31/11 in final review.
Yes
N/A
N/A N/A
N/A
N/A
Yes
Compliance Deficiencies October 2011-one compliance incident. November 2011-one compliance incident. Dec 2011-two compliance incidents.
Annual Broker/Dealer Review Completed December 2011, Current Year expected to be completed by July, 31, 2012TOC Bylaw Changes October 26, 2011 changes approved by Board of Supervisors January 10, 2012Annual IPS Approval BOS approved IPS changes January 10, 2012
20
Orange County Treasurer-Tax Collector Noncompliance Detail
For the Month Ended May 31, 2012 During May, the Orange County Money Market Fund, the Orange County Educational Money Market Fund, the John Wayne Airport Investment Pool and the Extended Fund were all free of noncompliance incidents.
21
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 1 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
7,483.19 7,483.19 0.00 7,483.19 0.02206/1/12 7,483.19 AAAmmfAAAm AAA-mf
0.00 0.00
MORGAN STANLEY GOVT 8302-COUNTY MMF
151,281,261.23 151,281,261.23 0.00 151,281,261.23 0.05006/1/12 151,281,261.23 AAAm Aaa
0.00 0.00
GOLDMAN SACHS - COUNTY MMF
145,972,814.27 145,972,814.27 0.00 145,972,814.27 0.05006/1/12 145,972,814.27 AAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0500 297,261,558.69 297,261,558.69 0.00 297,261,558.69 297,261,558.69
CERTIFICATES OF DEPOSIT
YANKEE CD
0.00 2,138.89 5/4/12588991 0.110078009NFN1
ROYAL BANK OF CANADA / RBC
25,000,000.00 24,999,930.00 (70.00) 25,000,000.00 0.11006/4/12 25,000,000.00 F1+A-1+ P-1
0.00 1,088.89 5/4/12588992 0.140089112XVV4
TORONTO DOMINION BANK NY / TDSI
10,000,000.00 10,000,050.00 50.00 10,000,000.00 0.14006/8/12 10,000,000.00 F1+A-1+ P-1
0.00 4,479.17 4/19/12585550 0.150089112XTQ8
TORONTO DOMINION BANK NY / CRED SUIS SECURITIES
25,000,000.00 25,000,425.00 425.00 25,000,000.00 0.15006/19/12 25,000,000.00 F1+A-1+ P-1
0.00 320.83 5/25/12592971 0.110089112XYD1
TORONTO DOMINION BANK NY / TDSI
15,000,000.00 14,999,904.00 (96.00) 15,000,000.00 0.11006/22/12 15,000,000.00 F1+A-1+ P-1
0.00 2,750.00 5/21/12591620 0.600078009NFW1
ROYAL BANK OF CANADA / RBC
15,000,000.00 15,044,355.00 44,355.00 15,000,000.00 0.60005/21/13 15,000,000.00 AAAA- Aa1
90,000,000.00 90,044,664.00 0.00 10,777.78 90,000,000.00 44,664.00 0.2061 0.2061Subtotal for YANKEE CD: 90,000,000.00
YANKEE CD FLOATER
(2,717.46) 17,302.64 10/31/11554218 0.479178009J6M2
ROYAL BANK OF CANADA / RBC
25,000,482.54 24,994,507.50 (5,975.04) 25,000,000.00 0.46077/9/12 25,003,200.00 N.A.AA- Aa1
0.00 1,419.69 9/21/11546952 0.309889112Y7C1
TORONTO DOMINION BANK NY / TDSI
15,000,000.00 15,004,425.00 4,425.00 15,000,000.00 0.30989/21/12 15,000,000.00 AA-AA- Aaa
40,000,000.00 39,998,932.50 (2,717.46) 18,722.33 40,000,482.54 (1,550.04)0.4156 0.4041Subtotal for YANKEE CD FLOATER: 40,003,200.00
Subtotal for CERTIFICATES OF DEPOSIT: (2,717.46) 29,500.11 0.2706 0.2670 130,000,482.54 130,043,596.50 43,113.96 130,000,000.00 130,003,200.00
COMMERCIAL PAPER HOLDINGS
COMMERCIAL PAPER
0.00 1,283.33 5/4/12588985 93114EF77
WAL-MART STORES INC / CRED SUIS SECURITIES
14,999,725.00 14,999,670.00 (55.00) 15,000,000.00 0.11006/7/12 14,998,441.67 F1+A-1+ P-1
0.00 87.50 5/31/12593756 16677JF76
CHEVRON CORP / BARCLAYS CAPITAL
44,999,475.00 44,999,010.00 (465.00) 45,000,000.00 0.07006/7/12 44,999,387.50 F1+A-1+ P-1 22
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 2 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
COMMERCIAL PAPER HOLDINGS
COMMERCIAL PAPER
0.00 2,426.66 5/4/12588986 93114EFE2
WAL-MART STORES INC / CITIGROUP GLOBAL MARKETS
25,998,873.33 25,998,596.00 (277.33) 26,000,000.00 0.12006/14/12 25,996,446.67 F1+A-1+ P-1
0.00 36.25 5/31/12593528 93114EFM4
WAL-MART STORES INC / BARCLAYS CAPITAL
14,499,275.00 14,498,709.50 (565.50) 14,500,000.00 0.09006/21/12 14,499,238.75 F1+A-1+ P-1
100,500,000.00 100,495,985.50 0.00 3,833.74 100,497,348.33 (1,362.83)0.0000 0.0918Subtotal for COMMERCIAL PAPER: 100,493,514.59
Subtotal for COMMERCIAL PAPER
HOLDINGS:
0.00 3,833.74 0.0918 100,497,348.33 100,495,985.50 (1,362.83) 100,500,000.00 100,493,514.59
GOVERNMENT AGENCY
DISCOUNT NOTES
0.00 270.83 5/29/12593022 313384XP9
FHLB DISC CORP / GOLDMAN SACHS GROUP INC
50,000,000.00 50,000,000.00 0.00 50,000,000.00 0.06506/1/12 49,999,729.17 AAAAA+ Aaa
0.00 111.11 5/30/12593244 313588XZ3
FNMA DISCOUNT / BARCLAYS CAPITAL
49,999,444.44 49,998,650.00 (794.44) 50,000,000.00 0.04006/11/12 49,999,333.33 AAAAA+ Aaa
100,000,000.00 99,998,650.00 0.00 381.94 99,999,444.44 (794.44)0.0000 0.0525Subtotal for DISCOUNT NOTES: 99,999,062.50
GOVT AGENCY-FIX-30/360
1,193.01 5,674.67 2/9/12572660 0.1600313376T96
FED HM LN BK BD / RBC
11,397,443.55 11,393,331.00 (4,112.55) 11,400,000.00 0.19372/1/13 11,396,250.54 AAAAA+ Aaa
256.68 5,666.67 2/1/12570854 0.1700313376XA8
FED HM LN BK BD / JP MORGAN CHASE & CO
9,999,456.68 9,994,070.00 (5,386.68) 10,000,000.00 0.34292/15/13 9,999,200.00 N.AAA+ Aaa
237.24 1,042.36 3/12/12578478 0.1900313378BT7
FED HM LN BK BD / BNP PARIBAS
2,499,237.24 2,498,827.50 (409.74) 2,500,000.00 0.23332/15/13 2,499,000.00 AAAAA+ Aaa
(15,644.38) 23,750.00 3/15/12579253 0.75003135G0AK9
FANNIE MAE / RBC
15,054,549.47 15,051,600.00 (2,949.47) 15,000,000.00 0.25502/26/13 15,070,193.85 AAAAA+ Aaa
13.84 1,344.44 5/9/12589782 0.220031331K2H2
FED FARM CR BK / UBS FINANCIAL SERVICES
9,999,813.84 10,002,230.00 2,416.16 10,000,000.00 0.22233/27/13 9,999,800.00 AAAAA+ Aaa
343.40 3,434.03 4/18/12585298 0.2300313378ZU8
FED HM LN BK BD / JEFFERIES & COMPANY
12,497,468.40 12,494,250.00 (3,218.40) 12,500,000.00 0.25304/18/13 12,497,125.00 AAAAA+ Aaa
427.13 861.11 4/3/12582610 0.2000313376XG5
FED HM LN BK BD / CITIGROUP GLOBAL MARKETS
4,997,577.13 4,996,020.00 (1,557.13) 5,000,000.00 0.25314/30/13 4,997,150.00 N.AAA+ Aaa
476.54 805.56 4/2/12582356 0.2000313376XM2
FED HM LN BK BD / DEUTSCHE
4,997,326.54 4,995,955.00 (1,371.54) 5,000,000.00 0.25835/2/13 4,996,850.00 N.AAA+ Aaa
47.25 1,341.67 5/10/12589852 0.2300313379FJ3
FED HM LN BK BD / BNP PARIBAS
9,999,237.25 9,994,180.00 (5,057.25) 10,000,000.00 0.23815/10/13 9,999,190.00 N.AAA+ Aaa23
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 3 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
GOVERNMENT AGENCY
81,400,000.00 81,420,463.50 (12,649.29) 43,920.51 81,442,110.10 (21,646.60)0.3025 0.2502Subtotal for GOVT AGENCY-FIX-30/360: 81,454,759.39
GOVT AGENCY-FIX-INT@MAT
212.05 1,385.42 2/16/12574061 0.1900313378BT7
FED HM LN BK BD / CRED SUIS SECURITIES
2,499,487.05 2,498,827.50 (659.55) 2,500,000.00 0.21912/15/13 2,499,275.00 AAAAA+ Aaa
2,500,000.00 2,498,827.50 212.05 1,385.42 2,499,487.05 (659.55)0.1900 0.2191Subtotal for GOVT AGENCY-FIX-
INT@MAT:
2,499,275.00
GOVT AGENCY-FLOAT-ACT/360
(526.08) 3,008.33 3/30/12582103 0.190031331KQY9
FED FARM CR BK / CRED SUIS SECURITIES
10,000,283.92 10,000,500.00 216.08 10,000,000.00 0.12967/5/12 10,000,810.00 AAAAA+ Aaa
(2,139.85) 3,008.33 3/12/12578475 0.2850313372GF5
FED HM LN BK BD / CASTLE OAK SECURITIES
10,001,400.15 10,001,500.00 99.85 10,000,000.00 0.14727/24/12 10,003,540.00 AAAAA+ Aaa
(3,977.07) 953.13 8/23/11541738 0.228831398A2C5
FANNIE MAE / DEUTSCHE
25,000,772.93 25,003,750.00 2,977.07 25,000,000.00 0.20827/26/12 25,004,750.00 AAAAA+ Aaa
(32,475.00) 1,906.25 12/19/11562952 0.228831398A2C5
FANNIE MAE / MORGAN STANLEY
50,010,825.00 50,007,500.00 (3,325.00) 50,000,000.00 0.08517/26/12 50,043,300.00 AAAAA+ Aaa
(3,187.93) 3,018.23 4/19/12585557 0.228831331JYA5
FED FARM CR BK / CASTLE OAK SECURITIES
25,005,412.07 25,005,000.00 (412.07) 25,000,000.00 0.12018/13/12 25,008,600.00 AAAAA+ Aaa
(22,062.50) 1,986.11 1/13/12567774 0.17883134G15R1
FREDDIE MAC / JP MORGAN CHASE & CO
50,013,237.50 50,005,150.00 (8,087.50) 50,000,000.00 0.06388/24/12 50,035,300.00 AAAAA+ Aaa
(21,559.67) 1,444.44 12/29/11564989 0.2600313375H83
FED HM LN BK BD / JP MORGAN CHASE & CO
50,012,240.33 50,007,500.00 (4,740.33) 50,000,000.00 0.15908/28/12 50,033,800.00 AAAAA+ Aaa
(13,510.84) 22,468.33 2/14/12573281 0.390031398A3X8
FANNIE MAE / JEFFERIES & COMPANY
25,938,010.44 25,943,147.50 5,137.06 25,925,000.00 0.20299/13/12 25,951,521.28 AAAAA+ Aaa
(4,370.91) 2,066.04 8/18/11540950 0.495931398A4E9
FANNIE MAE / CASTLE OAK SECURITIES
10,001,639.09 9,998,600.00 (3,039.09) 10,000,000.00 0.44049/17/12 10,006,010.00 AAAAA+ Aaa
(6,094.12) 1,312.84 12/9/11561385 0.248831331JD83
FED FARM CR BK / CASTLE OAK SECURITIES
10,005,745.88 10,000,000.00 (5,745.88) 10,000,000.00 0.121211/13/12 10,011,840.00 AAAAA+ Aaa
(4,625.10) 1,705.50 4/3/12582619 0.360031398A6R8
FANNIE MAE / GOLDMAN SACHS GROUP INC
18,963,718.50 18,964,781.00 1,062.50 18,950,000.00 0.168911/23/12 18,968,343.60 AAAAA+ Aaa
(467.72) 13,845.34 12/29/11564999 0.236031331KZ45
FED FARM CR BK / MORGAN STANLEY
24,000,564.28 24,016,800.00 16,235.72 24,000,000.00 0.153812/5/12 24,001,032.00 AAAAA+ Aaa
308,875,000.00 308,954,228.50 (114,996.79) 56,722.87 308,953,850.09 378.41 0.2577 0.1429Subtotal for GOVT AGENCY-FLOAT-
ACT/360:
309,068,846.88
GOVT AGENCY-FLOAT-ACT/ACT
FED FARM CR BK / MORGAN STANLEY
24
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 4 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
GOVERNMENT AGENCY
GOVT AGENCY-FLOAT-ACT/ACT
586.18 1,813.37 3/28/12581529 0.16603133EAJB5 33,498,448.88 33,511,055.00 12,606.12 33,500,000.00 0.175111/20/12 33,497,862.70 AAAN.A. Aaa
21,087.44 8,219.78 12/29/11564996 0.176031331KQJ2
FED FARM CR BK / BARCLAY CAPITAL
49,967,212.44 50,020,500.00 53,287.56 50,000,000.00 0.20401/28/13 49,946,125.00 AAAAA+ Aaa
2,108.74 821.98 12/29/11564998 0.176031331KQJ2
FED FARM CR BK / BARCLAY CAPITAL
4,996,721.24 5,002,050.00 5,328.76 5,000,000.00 0.20401/28/13 4,994,612.50 AAAAA+ Aaa
(1,399.09) 8,523.10 4/11/12584191 0.24603135G0BE2
FANNIE MAE / CASTLE OAK SECURITIES
25,007,845.91 24,937,500.00 (70,345.91) 25,000,000.00 0.20633/14/13 25,009,245.00 AAAAA+ Aaa
(890.76) 5,414.67 4/17/12585246 0.24603135G0BE2
FANNIE MAE / CASTLE OAK SECURITIES
18,005,661.24 17,955,000.00 (50,661.24) 18,000,000.00 0.20623/14/13 18,006,552.00 AAAAA+ Aaa
123.59 4,487.68 4/27/12587244 0.18603133EALE6
FED FARM CR BK / CASTLE OAK SECURITIES
24,998,873.59 24,997,750.00 (1,123.59) 25,000,000.00 0.18594/16/13 24,998,750.00 AAAAA+ Aaa
156,500,000.00 156,423,855.00 21,616.10 29,280.58 156,474,763.30 (50,908.30)0.1947 0.1956Subtotal for GOVT AGENCY-FLOAT-
ACT/ACT:
156,453,147.20
GOV'T AGY - CALLABLE
0.00 602.78 5/17/12591096 0.3100313376HW8
FED HM LN BK BD / CRED SUIS SECURITIES
5,000,000.00 5,000,055.00 55.00 5,000,000.00 0.31006/7/12 5,000,000.00 N.AAA+ Aaa
0.00 5,555.56 12/27/11564351 0.2500313376MJ1
FED HM LN BK BD / DEUTSCHE
12,500,000.00 12,500,125.00 125.00 12,500,000.00 0.25001/8/13 12,500,000.00 AAAAA+ Aaa
0.00 16,625.00 1/18/12568305 0.3000313376QN8
FED HM LN BK BD / BNP PARIBAS
15,000,000.00 15,003,735.00 3,735.00 15,000,000.00 0.30001/18/13 15,000,000.00 N.AAA+ Aaa
0.00 6,333.33 3/15/12579251 0.3000313378GU9
FED HM LN BK BD / DEUTSCHE
10,000,000.00 9,999,670.00 (330.00) 10,000,000.00 0.30013/27/13 10,000,000.00 AAAAA+ Aaa
2,934.10 2,676.33 3/30/12582101 0.2000313376VP7
FED HM LN BK BD / MORGAN STANLEY
15,532,833.10 15,527,583.54 (5,249.56) 15,540,000.00 0.26014/30/13 15,529,899.00 AAAAA+ Aaa
0.00 6,458.33 4/30/12587737 0.3000313378Z79
FED HM LN BK BD / DEUTSCHE
25,000,000.00 25,000,250.00 250.00 25,000,000.00 0.30015/8/13 25,000,000.00 AAAAA+ Aaa
0.00 725.00 5/25/12592756 0.2900313379HF9
FED HM LN BK BD / BNP PARIBAS
15,000,000.00 14,996,775.00 (3,225.00) 15,000,000.00 0.29006/10/13 15,000,000.00 N.AAA+ Aaa
0.00 1,125.00 5/21/12591845 0.2700313379GC7
FED HM LN BK BD / UBS FINANCIAL SERVICES
15,000,000.00 14,992,650.00 (7,350.00) 15,000,000.00 0.27006/21/13 15,000,000.00 N.AAA+ Aaa
0.00 333.33 5/23/12592167 0.3000313379HA0
FED HM LN BK BD / FTN
5,000,000.00 4,998,845.00 (1,155.00) 5,000,000.00 0.30006/21/13 5,000,000.00 N.AAA+ Aaa
118,040,000.00 118,019,688.54 2,934.10 40,434.66 118,032,833.10 (13,144.56)0.2769 0.2848Subtotal for GOV'T AGY - CALLABLE: 118,029,899.00 25
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01-Jun-2012Print Date: Page 5 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
Subtotal for GOVERNMENT AGENCY: (102,883.83) 172,125.98 0.2188 0.1753 767,402,488.08 767,315,713.04 (86,775.04) 767,315,000.00 767,504,989.97
MEDIUM TERM NOTES
MED TERM NOTE FLOAT FDIC
(25,588.15) 0.00 9/16/11546246 0.657536967HAK3
GENERAL ELEC CAP CORP / CASTLE OAK SECURITIES
12,605,000.00 12,609,411.75 4,411.75 12,605,000.00 0.21006/1/12 12,630,588.15 NRAA+ Aaa
(3,117.48) 3,771.20 5/25/12592757 0.774536967HAJ6
GENERAL ELEC CAP CORP / CASTLE OAK SECURITIES
25,043,117.48 25,046,260.00 3,142.52 25,040,000.00 0.13406/8/12 25,046,234.96 N.AAA+ Aaa
(11,189.19) 13,486.63 5/9/12589784 0.7036481247AJ3
JP MORGAN CHASE & CO / CASTLE OAK SECURITIES
30,006,810.81 30,007,200.00 389.19 30,000,000.00 0.11976/15/12 30,018,000.00 AAAAA+ Aaa
(1,431.74) 1,713.65 5/25/12592909 0.823661757UAJ9
MORGAN STANLEY / CASTLE OAK SECURITIES
10,703,886.16 10,705,243.00 1,356.84 10,700,000.00 0.13526/20/12 10,705,317.90 AAAAA+ Aaa
78,345,000.00 78,368,114.75 (41,326.56) 18,971.48 78,358,814.45 9,300.30 0.7353 0.1409Subtotal for MED TERM NOTE FLOAT
FDIC:
78,400,141.01
MEDIUM TERM NOTE
(135,355.94) 148,125.00 3/12/12578476 4.5000084664AZ4
BERKSHIRE HATHAWAY INC / BARCLAYS CAPITAL
15,383,794.06 15,452,850.00 69,055.94 15,000,000.00 0.37701/15/13 15,519,150.00 A+AA+ Aa2
(29,491.44) 32,465.28 1/27/12570204 2.1250084670AU2
BERKSHIRE HATHAWAY INC / CASTLE OAK SECURITIES
5,059,458.56 5,061,550.00 2,091.44 5,000,000.00 0.40722/11/13 5,088,950.00 A+AA+ Aa2
(54,202.45) 67,291.66 3/15/12579258 2.1250084670AU2
BERKSHIRE HATHAWAY INC / CASTLE OAK SECURITIES
15,178,297.55 15,184,650.00 6,352.45 15,000,000.00 0.40822/11/13 15,232,500.00 A+AA+ Aa2
(14,985.08) 19,184.03 3/26/12581030 2.1250084670AU2
BERKSHIRE HATHAWAY INC / JP MORGAN CHASE & CO
5,057,634.92 5,061,550.00 3,915.08 5,000,000.00 0.45962/11/13 5,072,620.00 A+AA+ Aa2
(33,597.39) 41,694.27 4/10/12583752 2.1250084670AU2
BERKSHIRE HATHAWAY INC / CASTLE OAK SECURITIES
14,014,693.06 14,020,493.50 5,800.44 13,850,000.00 0.40772/11/13 14,048,290.45 A+AA+ Aa2
53,850,000.00 54,781,093.50 (267,632.30) 308,760.24 54,693,878.15 87,215.35 2.7866 0.4041Subtotal for MEDIUM TERM NOTE: 54,961,510.45
MEDIUM TERM NOTE-FDIC
(81,219.41) 86,498.50 3/1/12576296 2.200036967HAH0
GENERAL ELEC CAP CORP / BNP PARIBAS
15,733,317.07 15,733,762.61 445.54 15,727,000.00 0.13026/8/12 15,814,536.48 N.AAA+ Aaa
(60.23) 64.29 5/30/12593243 2.200036967HAH0
GENERAL ELEC CAP CORP / BNP PARIBAS
1,052,421.59 1,052,452.36 30.77 1,052,000.00 0.12226/8/12 1,052,481.82 N.AAA+ Aaa
(292,547.18) 224,791.67 10/7/11559771 3.250038146FAA9
GOLDMAN SACHS GROUP INC / CANTOR FITZGERALD
15,017,502.82 15,018,150.00 647.18 15,000,000.00 0.24486/15/12 15,310,050.00 AAAAA+ Aaa
(252,050.19) 262,941.25 3/1/12576294 3.250038146FAA9
GOLDMAN SACHS GROUP INC / BNP PARIBAS
32,401,207.81 32,401,158.02 (49.79) 32,362,000.00 0.13006/15/12 32,653,258.00 AAAAA+ Aaa
GOLDMAN SACHS GROUP INC / JP MORGAN CHASE & CO26
01-Jun-2012 10:07 amRun Date:
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
MEDIUM TERM NOTES
MEDIUM TERM NOTE-FDIC
(114,758.16) 120,520.84 3/2/12576834 3.250038146FAA9 15,018,051.84 15,018,150.00 98.16 15,000,000.00 0.15016/15/12 15,132,810.00 AAAAA+ Aaa
(76,211.65) 81,583.34 3/2/12576835 2.2000481247AK0
JP MORGAN CHASE & CO / CASTLE OAK SECURITIES
15,011,988.35 15,012,900.00 911.65 15,000,000.00 0.14066/15/12 15,088,200.00 AAAAA+ Aaa
(101,131.65) 108,777.78 3/2/12576836 2.2000481247AK0
JP MORGAN CHASE & CO / JP MORGAN CHASE & CO
20,015,908.35 20,017,200.00 1,291.65 20,000,000.00 0.15016/15/12 20,117,040.00 AAAAA+ Aaa
(17,352.94) 18,055.55 5/11/12590300 3.250038146FAA9
GOLDMAN SACHS GROUP INC / JP MORGAN CHASE & CO
10,012,147.06 10,012,100.00 (47.06) 10,000,000.00 0.12096/15/12 10,029,500.00 AAAAA+ Aaa
(11,529.41) 12,222.22 5/11/12590301 2.2000481247AK0
JP MORGAN CHASE & CO / JP MORGAN CHASE & CO
10,008,070.59 10,008,600.00 529.41 10,000,000.00 0.11986/15/12 10,019,600.00 AAAAA+ Aaa
(62.10) 66.17 5/30/12593245 2.1250949744AC0
WELLS FARGO BANK / BNP PARIBAS
1,121,869.45 1,121,874.38 4.93 1,121,000.00 0.12126/15/12 1,121,931.55 AAAAA+ Aaa
(84.33) 90.19 5/30/12593242 1.950061757UAH3
MORGAN STANLEY / BNP PARIBAS
1,666,602.32 1,666,714.95 112.63 1,665,000.00 0.11946/20/12 1,666,686.65 N.AAA+ Aaa
0.00 0.00 5/31/12593681 1.950061757UAH3
MORGAN STANLEY / JP MORGAN CHASE & CO
7,342,055.17 7,342,555.05 499.88 7,335,000.00 0.12006/20/12 7,342,055.17 N.AAA+ Aaa
(8,752.24) 9,594.44 5/11/12590299 2.000036967HBB2
GENERAL ELECTRIC CO / CASTLE OAK SECURITIES
8,686,200.57 8,686,896.35 695.78 8,635,000.00 0.17029/28/12 8,694,952.81 AA+ Aaa
152,897,000.00 153,092,513.72 (955,759.49) 925,206.24 153,087,342.99 5,170.73 2.6704 0.1472Subtotal for MEDIUM TERM NOTE-FDIC: 154,043,102.48
Subtotal for MEDIUM TERM NOTES: (1,264,718.35) 1,252,937.96 2.1605 0.1940 286,140,035.59 286,241,721.97 101,686.38 285,092,000.00 287,404,753.94
MUNICIPAL DEBT
ORANGE COUNTY POB 2011A
0.00 250.59 5/31/12559248 1.820068428LCP7
COUNTY OF ORANGE / COUNTY OF ORANGE
4,956,654.73 4,956,654.73 0.00 4,956,654.73 1.82006/13/12 4,956,654.73 A-1+
4,956,654.73 4,956,654.73 0.00 250.59 4,956,654.73 0.00 1.8200 1.8200Subtotal for ORANGE COUNTY POB
2011A:
4,956,654.73
ORANGE COUNTY POB 2012A
0.00 39,253.48 1/18/12569229 0.850068428LCS1
COUNTY OF ORANGE / MORGAN STANLEY
12,500,000.00 12,513,000.00 13,000.00 12,500,000.00 0.84992/1/13 12,500,000.00 A+ Aa2
12,500,000.00 12,513,000.00 0.00 39,253.48 12,500,000.00 13,000.00 0.8500 0.8499Subtotal for ORANGE COUNTY POB
2012A:
12,500,000.00
Subtotal for MUNICIPAL DEBT: 0.00 39,504.07 1.1254 1.1254 17,456,654.73 17,469,654.73 13,000.00 17,456,654.73 17,456,654.73
TREASURIES 27
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 7 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
County Money Mkt Fnd
TREASURIES
TREASURY BILL
0.00 83.33 5/30/12593246 9127955R8
US TREASURY N/B / BNP PARIBAS
49,999,666.67 49,999,937.50 270.83 50,000,000.00 0.03006/7/12 49,999,666.67 AAAAA+ Aaa
50,000,000.00 49,999,937.50 0.00 83.33 49,999,666.67 270.83 0.0000 0.0300Subtotal for TREASURY BILL: 49,999,666.67
TREASURY BOND
(156.25) 171.70 5/31/12593530 0.6250912828NS5
US TREASURY N/B / BNP PARIBAS
10,004,531.25 10,004,296.90 (234.35) 10,000,000.00 0.05626/30/12 10,004,687.50 AAAAA+ Aaa
10,000,000.00 10,004,296.90 (156.25) 171.70 10,004,531.25 (234.35)0.6250 0.0562Subtotal for TREASURY BOND: 10,004,687.50
Subtotal for TREASURIES: (156.25) 255.03 0.1042 0.0344 60,004,197.92 60,004,234.40 36.48 60,000,000.00 60,004,354.17
(1,370,475.89) 1,498,156.89 Total County Money Mkt Fnd : 0.5097 0.1631 1,658,762,765.88 1,658,832,464.83 69,698.95 1,657,625,213.42 1,660,129,026.09
Net Asset Value (NAV): 1.000042
Educational Money Mkt Fnd
FUNDS
0.00 0.00
GOLDMAN SACHS - EDUCATIONAL MMF
125,188,278.29 125,188,278.29 0.00 125,188,278.29 0.05006/1/12 125,188,278.29 AAAm AAA-mf
0.00 0.00
MORGAN STANLEY GOVT 8302-EDUCATIONAL MMF
132,098,634.31 132,098,634.31 0.00 132,098,634.31 0.05006/1/12 132,098,634.31 AAAm Aaa
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
718,794.92 718,794.92 0.00 718,794.92 0.02206/1/12 718,794.92 AAAmmfAAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0499 258,005,707.52 258,005,707.52 0.00 258,005,707.52 258,005,707.52
CERTIFICATES OF DEPOSIT
YANKEE CD
0.00 3,583.33 4/19/12585551 0.150089112XTQ8
TORONTO DOMINION BANK NY / CRED SUIS SECURITIES
20,000,000.00 20,000,340.00 340.00 20,000,000.00 0.15006/19/12 20,000,000.00 F1+A-1+ P-1
(6,911.47) 13,337.85 2/15/12573801 0.500078009J7L3
ROYAL BANK OF CANADA / RBC
8,980,425.83 8,982,485.15 2,059.32 8,975,000.00 0.24008/24/12 8,987,337.30 AAAA- Aa1
28,975,000.00 28,982,825.15 (6,911.47) 16,921.18 28,980,425.83 2,399.32 0.2584 0.1779Subtotal for YANKEE CD: 28,987,337.30
YANKEE CD FLOATER
0.00 2,366.15 9/21/11546951 0.309889112Y7C1
TORONTO DOMINION BANK NY / TDSI
25,000,000.00 25,007,375.00 7,375.00 25,000,000.00 0.30989/21/12 25,000,000.00 AA-AA- Aaa
0.00 5,800.82 10/19/11552098 0.485689112XBQ7
TORONTO DOMINION BANK NY / TDSI
10,000,000.00 10,008,470.00 8,470.00 10,000,000.00 0.582310/19/12 10,000,000.00 AA-AA- Aaa28
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 8 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
CERTIFICATES OF DEPOSIT
YANKEE CD FLOATER
0.00 7,645.84 11/2/11554776 0.458878009NBL9
ROYAL BANK OF CANADA / RBC
20,000,000.00 20,009,520.00 9,520.00 20,000,000.00 0.458811/2/12 20,000,000.00 AAAAA+ Aaa
55,000,000.00 55,025,365.00 0.00 15,812.81 55,000,000.00 25,365.00 0.3959 0.4135Subtotal for YANKEE CD FLOATER: 55,000,000.00
YANKEE CD-30/360
(22,217.14) 27,000.00 5/7/12589250 2.250078009JVK8
ROYAL BANK OF CANADA / BARCLAYS CAPITAL
18,262,902.86 18,201,960.00 (60,942.86) 18,000,000.00 0.39343/15/13 18,285,120.00 AAAA- Aa1
18,000,000.00 18,201,960.00 (22,217.14) 27,000.00 18,262,902.86 (60,942.86)2.2500 0.3934Subtotal for YANKEE CD-30/360: 18,285,120.00
Subtotal for CERTIFICATES OF DEPOSIT: (29,128.61) 59,733.99 0.6841 0.3430 102,243,328.69 102,210,150.15 (33,178.54) 101,975,000.00 102,272,457.30
GOVERNMENT AGENCY
DISCOUNT NOTES
0.00 4,783.34 12/20/11563250 313396YG2
FREDDIE DISCOUNT / CRED SUIS SECURITIES
14,999,504.17 14,999,310.00 (194.17) 15,000,000.00 0.07006/18/12 14,994,720.83 AAAAA+ Aaa
0.00 1,695.83 4/25/12586856 313384YR4
FHLB DISC CORP / RBC
14,998,808.33 14,998,935.00 126.67 15,000,000.00 0.11006/27/12 14,997,112.50 AAAAA+ Aaa
0.00 625.00 5/2/12588334 313384M63
FHLB DISC CORP / JEFFERIES & COMPANY
4,996,854.17 4,997,420.00 565.83 5,000,000.00 0.150010/30/12 4,996,229.17 AAAAA+ Aaa
35,000,000.00 34,995,665.00 0.00 7,104.17 34,995,166.67 498.33 0.0000 0.0986Subtotal for DISCOUNT NOTES: 34,988,062.50
GOVT AGENCY-FIX-30/360
(15,689.19) 17,187.50 5/1/12588016 1.37503133XWKU2
FED HM LN BK BD / CRED SUIS SECURITIES
15,003,660.81 15,001,995.00 (1,665.81) 15,000,000.00 0.11596/8/12 15,019,350.00 AAAAA+ Aaa
(111,172.41) 116,666.67 12/21/11563541 1.75003137EACC1
FREDDIE MAC / RBC
15,009,727.59 15,009,600.00 (127.59) 15,000,000.00 0.08036/15/12 15,120,900.00 AAAAA+ Aaa
(4,721.20) 7,451.39 4/24/12586547 0.2500313374K25
FED HM LN BK BD / GOLDMAN SACHS GROUP INC
29,003,572.80 29,001,421.00 (2,151.80) 29,000,000.00 0.09016/29/12 29,008,294.00 N.AAA+ Aaa
(5,122.50) 7,439.25 12/6/11560544 0.2600313374UA6
FED HM LN BK BD / BNP PARIBAS
7,631,317.22 7,630,709.59 (607.63) 7,630,000.00 0.12187/16/12 7,636,439.72 AAAAA+ Aaa
(3,898.02) 5,367.38 12/20/11563264 0.2600313374UA6
FED HM LN BK BD / CASTLE OAK SECURITIES
5,506,089.51 5,505,511.97 (577.55) 5,505,000.00 0.10167/16/12 5,509,987.53 AAAAA+ Aaa
(48,492.61) 41,075.00 12/20/11563263 1.12503137EACK3
FREDDIE MAC / CASTLE OAK SECURITIES
10,616,866.99 10,616,536.00 (330.99) 10,600,000.00 0.10157/27/12 10,665,359.60 AAAAA+ Aaa
(10,575.34) 12,604.17 12/21/11563542 0.25003133754N4
FED HM LN BK BD / RBC
15,003,899.66 15,001,635.00 (2,264.66) 15,000,000.00 0.09137/30/12 15,014,475.00 AAAAA+ Aaa 29
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 9 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
(269,905.70) 121,916.67 12/6/11560541 4.375031359MPF4
FANNIE MAE / DEUTSCHE
13,360,401.10 13,403,346.00 42,944.90 13,200,000.00 0.16409/15/12 13,630,306.80 AAAAA+ Aaa
(7,067.11) 9,375.00 4/25/12586851 0.625031398A3N0
FANNIE MAE / GOLDMAN SACHS GROUP INC
15,022,182.89 15,019,920.00 (2,262.89) 15,000,000.00 0.15049/24/12 15,029,250.00 AAAAA+ Aaa
(4,382.34) 5,138.25 4/24/12586541 0.500031398A4T6
FANNIE MAE / CRED SUIS SECURITIES
11,951,647.82 11,950,767.27 (880.55) 11,934,000.00 0.142410/30/12 11,956,030.16 AAAAA+ Aaa
(5,055.57) 6,458.33 4/25/12586860 0.500031398A4T6
FANNIE MAE / MORGAN STANLEY
15,020,924.43 15,021,075.00 150.57 15,000,000.00 0.162710/30/12 15,025,980.00 AAAAA+ Aaa
(5,310.19) 260.42 4/24/12586549 0.37503137EACP2
FREDDIE MAC / CRED SUIS SECURITIES
25,025,689.81 25,024,625.00 (1,064.81) 25,000,000.00 0.168111/30/12 25,031,000.00 AAAAA+ Aaa
(66,736.04) 69,657.00 2/14/12573246 4.50003134A4SA3
FREDDIE MAC / CANTOR FITZGERALD
5,347,709.08 5,346,975.48 (733.60) 5,208,000.00 0.18301/15/13 5,414,445.12 AAAAA+ Aaa
(10,429.58) 15,833.33 3/15/12579254 0.75003135G0AK9
FANNIE MAE / RBC
10,036,366.32 10,034,400.00 (1,966.32) 10,000,000.00 0.25502/26/13 10,046,795.90 AAAAA+ Aaa
47.25 1,341.67 5/10/12589853 0.2300313379FJ3
FED HM LN BK BD / BNP PARIBAS
9,999,237.25 9,994,180.00 (5,057.25) 10,000,000.00 0.23815/10/13 9,999,190.00 N.AAA+ Aaa
33.61 305.86 5/24/12592691 0.2600313379J42
FED HM LN BK BD / FTN FINANCIAL
6,048,218.61 6,046,757.20 (1,461.41) 6,050,000.00 0.28866/12/13 6,048,185.00 N.AAA+ Aaa
209,127,000.00 209,609,454.51 (568,476.94) 438,077.89 209,587,511.89 21,942.62 0.9468 0.1429Subtotal for GOVT AGENCY-FIX-30/360: 210,155,988.83
GOVT AGENCY-FIX-INT@MAT
(2,466.67) 7,194.44 4/24/12586548 0.1400313375C96
FED HM LN BK BD / GOLDMAN SACHS
50,001,133.33 49,999,250.00 (1,883.33) 50,000,000.00 0.09196/18/12 50,003,600.00 AAAAA+ Aaa
50,000,000.00 49,999,250.00 (2,466.67) 7,194.44 50,001,133.33 (1,883.33)0.1400 0.0919Subtotal for GOVT AGENCY-FIX-
INT@MAT:
50,003,600.00
GOVT AGENCY-FLOAT-ACT/360
(196.41) 3,225.00 12/22/11563830 0.2150313374KX7
FED HM LN BK BD / CASTLE OAK SECURITIES
9,000,037.59 9,000,810.00 772.41 9,000,000.00 0.12007/2/12 9,000,234.00 AAAAA+ Aaa
(5,164.71) 4,602.75 12/22/11563831 0.2850313372GF5
FED HM LN BK BD / CASTLE OAK SECURITIES
15,301,689.69 15,302,295.00 605.31 15,300,000.00 0.11637/24/12 15,306,854.40 AAAAA+ Aaa
(3,977.07) 953.13 8/23/11541739 0.228831398A2C5
FANNIE MAE / DEUTSCHE
25,000,772.93 25,003,750.00 2,977.07 25,000,000.00 0.20827/26/12 25,004,750.00 AAAAA+ Aaa
(4,868.91) 354.56 11/9/11556066 0.228831398A2C5
FANNIE MAE / CASTLE OAK SECURITIES
9,301,306.29 9,301,395.00 88.71 9,300,000.00 0.13587/26/12 9,306,175.20 AAAAA+ Aaa 30
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
GOVERNMENT AGENCY
GOVT AGENCY-FLOAT-ACT/360
(32,475.00) 1,906.25 12/19/11562959 0.228831398A2C5
FANNIE MAE / MORGAN STANLEY
50,010,825.00 50,007,500.00 (3,325.00) 50,000,000.00 0.08517/26/12 50,043,300.00 AAAAA+ Aaa
(1,912.76) 1,810.94 4/19/12585556 0.228831331JYA5
FED FARM CR BK / CASTLE OAK SECURITIES
15,003,247.24 15,003,000.00 (247.24) 15,000,000.00 0.12018/13/12 15,005,160.00 AAAAA+ Aaa
(6,264.76) 632.82 11/15/11556892 0.259831398A3F7
FANNIE MAE / CASTLE OAK SECURITIES
9,747,612.94 9,747,338.80 (274.14) 9,745,000.00 0.14188/23/12 9,753,877.70 AAAAA+ Aaa
(21,559.67) 1,444.44 12/29/11564990 0.2600313375H83
FED HM LN BK BD / JP MORGAN CHASE & CO
50,012,240.33 50,007,500.00 (4,740.33) 50,000,000.00 0.15908/28/12 50,033,800.00 AAAAA+ Aaa
(1,725.20) 907.12 8/31/11543327 0.261331331JB28
FED FARM CR BK / BNP PARIBAS
5,000,614.80 5,001,545.00 930.20 5,000,000.00 0.21539/7/12 5,002,340.00 AAAAA+ Aaa
(4,836.41) 2,286.08 8/18/11540951 0.495931398A4E9
FANNIE MAE / CASTLE OAK SECURITIES
11,066,813.66 11,063,450.90 (3,362.76) 11,065,000.00 0.44049/17/12 11,071,650.07 AAAAA+ Aaa
(4,625.10) 1,705.50 4/3/12582620 0.360031398A6R8
FANNIE MAE / GOLDMAN SACHS GROUP INC
18,963,718.50 18,964,781.00 1,062.50 18,950,000.00 0.168911/23/12 18,968,343.60 AAAAA+ Aaa
(467.72) 13,845.34 12/29/11564997 0.236031331KZ45
FED FARM CR BK / MORGAN STANLEY
24,000,564.28 24,016,800.00 16,235.72 24,000,000.00 0.153812/5/12 24,001,032.00 AAAAA+ Aaa
547.95 5,833.34 4/12/12584494 0.2100313378VV0
FED HM LN BK BD / MORGAN STANLEY
19,996,547.95 19,996,000.00 (547.95) 20,000,000.00 0.20014/12/13 19,996,000.00 AAAAA+ Aaa
262,360,000.00 262,416,165.70 (87,525.77) 39,507.27 262,405,991.20 10,174.50 0.2593 0.1584Subtotal for GOVT AGENCY-FLOAT-
ACT/360:
262,493,516.97
GOVT AGENCY-FLOAT-ACT/ACT
(2,571.43) 3,873.63 5/7/12589255 0.376031331JUR2
FED FARM CR BK / CASTLE OAK SECURITIES
15,003,188.57 15,005,100.00 1,911.43 15,000,000.00 0.12307/2/12 15,005,760.00 AAAAA+ Aaa
2,108.74 821.98 12/29/11564987 0.176031331KQJ2
FED FARM CR BK / BARCLAY CAPITAL
4,996,721.24 5,002,050.00 5,328.76 5,000,000.00 0.20401/28/13 4,994,612.50 AAAAA+ Aaa
21,087.44 8,219.78 12/29/11564995 0.176031331KQJ2
FED FARM CR BK / BARCLAY CAPITAL
49,967,212.44 50,020,500.00 53,287.56 50,000,000.00 0.20401/28/13 49,946,125.00 AAAAA+ Aaa
(1,399.09) 8,523.10 4/11/12584190 0.24603135G0BE2
FANNIE MAE / CASTLE OAK SECURITIES
25,007,845.91 24,937,500.00 (70,345.91) 25,000,000.00 0.20633/14/13 25,009,245.00 AAAAA+ Aaa
(890.76) 5,414.67 4/17/12585245 0.24603135G0BE2
FANNIE MAE / CASTLE OAK SECURITIES
18,005,661.24 17,955,000.00 (50,661.24) 18,000,000.00 0.20623/14/13 18,006,552.00 AAAAA+ Aaa
240.21 2,908.93 4/23/12586230 0.18103133EALE6
FED FARM CR BK / CASTLE OAK SECURITIES
14,998,035.21 14,998,650.00 614.79 15,000,000.00 0.19574/16/13 14,997,795.00 AAAAA+ Aaa 31
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
GOVERNMENT AGENCY
128,000,000.00 127,918,800.00 18,575.11 29,762.09 127,978,664.61 (59,864.61)0.2235 0.1943Subtotal for GOVT AGENCY-FLOAT-
ACT/ACT:
127,960,089.50
GOV'T AGY - CALLABLE
(33.83) 41.67 5/30/12593249 0.75003135G0GG2
FANNIE MAE / JP MORGAN CHASE & CO
2,000,169.17 2,000,064.00 (105.17) 2,000,000.00 0.14056/6/12 2,000,203.00 AAAAA+ Aaa
0.00 602.78 5/17/12591095 0.3100313376HW8
FED HM LN BK BD / CRED SUIS SECURITIES
5,000,000.00 5,000,055.00 55.00 5,000,000.00 0.31006/7/12 5,000,000.00 N.AAA+ Aaa
0.00 5,555.56 12/27/11564352 0.2500313376MJ1
FED HM LN BK BD / DEUTSCHE
12,500,000.00 12,500,125.00 125.00 12,500,000.00 0.25001/8/13 12,500,000.00 AAAAA+ Aaa
0.00 16,625.00 1/18/12568304 0.3000313376QN8
FED HM LN BK BD / BNP PARIBAS
15,000,000.00 15,003,735.00 3,735.00 15,000,000.00 0.30001/18/13 15,000,000.00 N.AAA+ Aaa
0.00 6,333.33 3/15/12579252 0.3000313378GU9
FED HM LN BK BD / DEUTSCHE
10,000,000.00 9,999,670.00 (330.00) 10,000,000.00 0.30013/27/13 10,000,000.00 AAAAA+ Aaa
0.00 725.00 5/25/12592961 0.2900313379HF9
FED HM LN BK BD / BNP PARIBAS
15,000,000.00 14,996,775.00 (3,225.00) 15,000,000.00 0.29006/10/13 15,000,000.00 N.AAA+ Aaa
0.00 1,125.00 5/21/12591843 0.2700313379GC7
FED HM LN BK BD / UBS FINANCIAL SERVICES
15,000,000.00 14,992,650.00 (7,350.00) 15,000,000.00 0.27006/21/13 15,000,000.00 N.AAA+ Aaa
0.00 333.33 5/23/12592165 0.3000313379HA0
FED HM LN BK BD / FTN
5,000,000.00 4,998,845.00 (1,155.00) 5,000,000.00 0.30006/21/13 5,000,000.00 N.AAA+ Aaa
79,500,000.00 79,491,919.00 (33.83) 31,341.67 79,500,169.17 (8,250.17)0.2965 0.2812Subtotal for GOV'T AGY - CALLABLE: 79,500,203.00
GOV'T AGY - STEP UP
(3,760.00) 3,958.33 5/25/12592963 2.37503134G3AT7
FREDDIE MAC / CASTLE OAK SECURITIES
10,000,000.00 10,003,400.00 3,400.00 10,000,000.00 0.11766/1/12 10,003,760.00 AAAAA+ Aaa
10,000,000.00 10,003,400.00 (3,760.00) 3,958.33 10,000,000.00 3,400.00 2.3750 0.1176Subtotal for GOV'T AGY - STEP UP: 10,003,760.00
Subtotal for GOVERNMENT AGENCY: (643,688.10) 556,945.86 0.4508 0.1944 774,468,636.87 774,434,654.21 (33,982.66) 773,987,000.00 775,105,220.80
MEDIUM TERM NOTES
MED TERM NOTE FLOAT FDIC
(3,670.55) 4,554.78 4/4/12582833 0.774536967HAJ6
GENERAL ELEC CAP CORP / JP MORGAN CHASE & CO
3,650,443.00 3,650,912.50 469.50 3,650,000.00 0.15016/8/12 3,654,113.55 N.AAA+ Aaa
(3,112.50) 3,765.18 5/25/12592962 0.774536967HAJ6
GENERAL ELEC CAP CORP / CASTLE OAK SECURITIES
25,003,112.50 25,006,250.00 3,137.50 25,000,000.00 0.13406/8/12 25,006,225.00 N.AAA+ Aaa
(3,401.70) 2,329.50 10/18/11551843 0.6936949744AD8
WELLS FARGO BANK / BANK OF AMERICA
1,550,209.80 1,550,682.00 472.20 1,550,000.00 0.34126/15/12 1,553,611.50 AA+AAA Aaa
MORGAN STANLEY / CASTLE OAK SECURITIES32
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
MEDIUM TERM NOTES
MED TERM NOTE FLOAT FDIC
(28,035.56) 14,129.71 9/16/11546243 0.823661757UAJ9 8,462,056.66 8,464,145.40 2,088.74 8,460,000.00 0.35666/20/12 8,490,092.22 AAAAA+ Aaa
(1,683.39) 2,059.12 5/23/12592162 0.823661757UAJ9
MORGAN STANLEY / RBC
10,003,553.81 10,004,900.00 1,346.19 10,000,000.00 0.15006/20/12 10,005,237.20 AAAAA+ Aaa
(9,816.02) 11,744.56 3/27/12581263 0.8542481247AF1
JP MORGAN CHASE & CO / JEFFERIES & COMPANY
7,503,123.28 7,503,300.00 176.72 7,500,000.00 0.14006/22/12 7,512,939.30 AAAAA+ Aaa
(13,710.87) 9,473.00 2/2/12571391 0.473736967HAU1
GENERAL ELEC CAP CORP / RBC
10,023,194.23 10,015,100.00 (8,094.23) 10,000,000.00 0.056512/21/12 10,036,905.10 N.AAA+ Aaa
66,160,000.00 66,195,289.90 (63,430.59) 48,055.85 66,195,693.28 (403.38)0.7499 0.1596Subtotal for MED TERM NOTE FLOAT
FDIC:
66,259,123.87
MEDIUM TERM NOTE
(135,355.94) 148,125.00 3/12/12578477 4.5000084664AZ4
BERKSHIRE HATHAWAY INC / BARCLAYS CAPITAL
15,383,794.06 15,452,850.00 69,055.94 15,000,000.00 0.37701/15/13 15,519,150.00 A+AA+ Aa2
(36,134.97) 44,861.11 3/15/12579257 2.1250084670AU2
BERKSHIRE HATHAWAY INC / CASTLE OAK SECURITIES
10,118,865.03 10,123,100.00 4,234.97 10,000,000.00 0.40822/11/13 10,155,000.00 A+AA+ Aa2
(14,985.08) 19,184.03 3/26/12581029 2.1250084670AU2
BERKSHIRE HATHAWAY INC / JP MORGAN CHASE & CO
5,057,634.92 5,061,550.00 3,915.08 5,000,000.00 0.45962/11/13 5,072,620.00 A+AA+ Aa2
30,000,000.00 30,637,500.00 (186,475.99) 212,170.14 30,560,294.01 77,205.99 3.3125 0.4012Subtotal for MEDIUM TERM NOTE: 30,746,770.00
MEDIUM TERM NOTE-FDIC
(16,592.52) 17,600.00 5/7/12589251 2.200036967HAH0
GENERAL ELEC CAP CORP / JP MORGAN CHASE & CO
12,004,839.48 12,005,160.00 320.52 12,000,000.00 0.12076/8/12 12,021,432.00 AA+ Aaa
(49,351.58) 52,640.97 2/23/12574908 2.1250949744AC0
WELLS FARGO BANK / CASTLE OAK SECURITIES
9,107,050.22 9,107,098.00 47.78 9,100,000.00 0.13036/15/12 9,156,401.80 AAAAA+ Aaa
(15,430.85) 16,468.75 3/1/12576290 2.1250949744AC0
WELLS FARGO BANK / BNP PARIBAS
3,102,400.35 3,102,418.00 17.65 3,100,000.00 0.13016/15/12 3,117,831.20 AAAAA+ Aaa
(30,103.97) 32,056.81 3/2/12576837 2.2000481247AK0
JP MORGAN CHASE & CO / BNP PARIBAS
5,898,735.46 5,899,068.84 333.38 5,894,000.00 0.13016/15/12 5,928,839.43 AAAAA+ Aaa
(110,888.40) 116,458.34 3/5/12577067 3.250038146FAA9
GOLDMAN SACHS GROUP INC / JP MORGAN CHASE BANK, NA
15,018,051.60 15,018,150.00 98.40 15,000,000.00 0.15006/15/12 15,128,940.00 AAAAA+ Aaa
(122,765.00) 131,388.89 3/5/12577068 2.2000481247AK0
JP MORGAN CHASE & CO / CASTLE OAK SECURITIES
25,019,985.00 25,021,500.00 1,515.00 25,000,000.00 0.14016/15/12 25,142,750.00 AAAAA+ Aaa
(35,880.00) 37,555.55 4/11/12584193 3.250038146FAA9
GOLDMAN SACHS GROUP INC / DEUTSCHE
8,330,046.40 8,330,067.20 20.80 8,320,000.00 0.14056/15/12 8,365,926.40 AAAAA+ Aaa
GOLDMAN SACHS GROUP INC / OPPENHEIMER & CO., INC 33
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 13 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
MEDIUM TERM NOTES
MEDIUM TERM NOTE-FDIC
(59,032.50) 61,388.89 4/27/12587243 3.250038146FAA9 20,024,307.50 20,024,200.00 (107.50) 20,000,000.00 0.12036/15/12 20,083,340.00 AAAAA+ Aaa
(58,366.07) 56,312.50 12/6/11560548 2.1250481247AE4
JP MORGAN CHASE & CO / JP MORGAN CHASE & CO.
6,007,003.93 6,006,060.00 (943.93) 6,000,000.00 0.12256/22/12 6,065,370.00 AAAAA+ Aaa
(22,553.36) 24,070.94 3/1/12576295 2.1250481247AE4
JP MORGAN CHASE & CO / BNP PARIBAS
4,536,262.45 4,535,576.31 (686.14) 4,531,000.00 0.13036/22/12 4,558,815.81 AAAAA+ Aaa
(62,365.59) 69,062.50 3/13/12578533 2.125036967HAV9
GENERAL ELEC CAP CORP / RBC
15,159,911.76 15,160,800.00 888.24 15,000,000.00 0.203412/21/12 15,222,277.35 NAAA+ Aaa
123,945,000.00 124,210,098.35 (583,329.84) 615,004.14 124,208,594.15 1,504.20 2.5442 0.1412Subtotal for MEDIUM TERM NOTE-FDIC: 124,791,923.99
Subtotal for MEDIUM TERM NOTES: (833,236.42) 875,230.13 2.1096 0.1822 220,964,581.44 221,042,888.25 78,306.81 220,105,000.00 221,797,817.86
MUNICIPAL DEBT
ORANGE COUNTY POB 2011A
0.00 250.59 5/31/12511019 1.820068428LCP7
COUNTY OF ORANGE / COUNTY OF ORANGE
4,956,654.73 4,956,654.73 0.00 4,956,654.73 1.82006/13/12 4,956,654.73 A-1+
4,956,654.73 4,956,654.73 0.00 250.59 4,956,654.73 0.00 1.8200 1.8200Subtotal for ORANGE COUNTY POB
2011A:
4,956,654.73
ORANGE COUNTY POB 2012A
0.00 39,253.48 1/18/12569225 0.850068428LCS1
COUNTY OF ORANGE / MORGAN STANLEY
12,500,000.00 12,513,000.00 13,000.00 12,500,000.00 0.84992/1/13 12,500,000.00 A+ Aa2
12,500,000.00 12,513,000.00 0.00 39,253.48 12,500,000.00 13,000.00 0.8500 0.8499Subtotal for ORANGE COUNTY POB
2012A:
12,500,000.00
Subtotal for MUNICIPAL DEBT: 0.00 39,504.07 1.1254 1.1254 17,456,654.73 17,469,654.73 13,000.00 17,456,654.73 17,456,654.73
TREASURIES
TREASURY BILL
0.00 1,728.47 4/24/12586543 9127955T4
US TREASURY N/B / RBC
24,997,361.81 24,999,687.50 2,325.69 25,000,000.00 0.06556/21/12 24,997,361.81 AAAAA+ Aaa
0.00 1,768.06 4/24/12586544 9127953W9
US TREASURY N/B / DEUTSCHE
24,996,975.69 24,999,484.25 2,508.56 25,000,000.00 0.06706/28/12 24,996,975.69 AAAAA+ Aaa
50,000,000.00 49,999,171.75 0.00 3,496.53 49,994,337.50 4,834.25 0.0000 0.0663Subtotal for TREASURY BILL: 49,994,337.50
TREASURY BOND
(46,386.72) 48,668.03 4/24/12586530 1.8750912828KX7
US TREASURY N/B / CRED SUIS SECURITIES
25,017,089.84 25,017,578.25 488.41 25,000,000.00 0.08686/15/12 25,063,476.56 AAAAA+ Aaa
US TREASURY N/B / RBC 34
01-Jun-2012 10:07 amRun Date:
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01-Jun-2012Print Date: Page 14 of 24
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Educational Money Mkt Fnd
TREASURIES
TREASURY BOND
(55,175.78) 60,628.43 2/9/12572664 1.3750912828MN7 15,126,464.85 15,125,976.60 (488.25) 15,000,000.00 0.18182/15/13 15,181,640.63 AAAAA+ Aaa
40,000,000.00 40,143,554.85 (101,562.50) 109,296.46 40,143,554.69 0.16 1.6875 0.1225Subtotal for TREASURY BOND: 40,245,117.19
Subtotal for TREASURIES: (101,562.50) 112,792.99 0.7500 0.0912 90,137,892.19 90,142,726.60 4,834.41 90,000,000.00 90,239,454.69
(1,607,615.63) 1,644,207.04 Total Educational Money Mkt Fnd : 0.6638 0.1631 1,463,276,801.44 1,463,305,781.46 28,980.02 1,461,529,362.25 1,464,877,312.90
Net Asset Value (NAV): 1.000020
Extended Fund
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
14,628.94 39,843.75 6/29/11531472 0.375031398A6F4
FANNIE MAE / CANTOR FITZGERALD
24,990,878.94 25,022,125.00 31,246.06 25,000,000.00 0.438712/28/12 24,976,250.00 AAAAA+ Aaa
5,816.41 17,531.25 7/28/11536702 0.375031398A6F4
FANNIE MAE / CASTLE OAK SECURITIES
10,996,026.41 11,009,735.00 13,708.59 11,000,000.00 0.438112/28/12 10,990,210.00 AAAAA+ Aaa
0.00 40,000.00 7/7/11532769 0.400031331KQU7
FED FARM CR BK / JEFFERIES & COMPANY
25,000,000.00 25,033,525.00 33,525.00 25,000,000.00 0.40001/7/13 25,000,000.00 AAAAA+ Aaa
(114,127.86) 121,527.78 2/8/10437312 1.750031331JBV4
FED FARM CR BK / UBS FINANCIAL SERVICES
25,035,622.14 25,279,200.00 243,577.86 25,000,000.00 1.54732/21/13 25,149,750.00 AAAAA+ Aaa
(133,535.08) 120,312.50 2/8/10437310 1.750031398AE24
FANNIE MAE / RBC
25,041,839.92 25,265,000.00 223,160.08 25,000,000.00 1.51302/22/13 25,175,375.00 AAAAA+ Aaa
(123,351.01) 120,312.50 2/8/10437311 1.750031398AE24
FANNIE MAE / JP MORGAN CHASE & CO
25,038,648.99 25,265,000.00 226,351.01 25,000,000.00 1.53102/22/13 25,162,000.00 AAAAA+ Aaa
(140,351.29) 72,187.50 9/30/11548832 1.750031398AE24
FANNIE MAE / UBS FINANCIAL SERVICES
15,151,998.71 15,159,000.00 7,001.29 15,000,000.00 0.34762/22/13 15,292,350.00 AAAAA+ Aaa
(88,027.96) 40,347.22 10/7/11550131 1.75003133XWX87
FED HM LN BK BD / DEUTSCHE
10,104,204.04 10,112,820.00 8,615.96 10,000,000.00 0.39063/8/13 10,192,232.00 AAAAA+ Aaa
(85,140.83) 40,347.22 10/11/11550400 1.75003133XWX87
FED HM LN BK BD / BANK OF AMERICA
10,102,539.17 10,112,820.00 10,280.83 10,000,000.00 0.41203/8/13 10,187,680.00 AAAAA+ Aaa
14,254.58 15,000.00 10/5/11549643 0.3000313375NC7
FED HM LN BK BD / OPPENHEIMER & CO., INC
24,982,604.58 25,005,925.00 23,320.42 25,000,000.00 0.38733/19/13 24,968,350.00 AAAAA+ Aaa
928.87 9,777.78 12/6/11560524 0.220031331K2H2
FED FARM CR BK / BARCLAYS CAPITAL
24,998,428.87 25,005,575.00 7,146.13 25,000,000.00 0.22773/27/13 24,997,500.00 AAAAA+ Aaa
FREDDIE MAC / DEUTSCHE 35
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
74,569.77 65,625.00 2/4/11504054 0.75003137EACS6 49,953,569.77 50,168,500.00 214,930.23 50,000,000.00 0.86393/28/13 49,879,000.00 AAAAA+ Aaa
74,569.77 65,625.00 2/4/11504055 0.75003137EACS6
FREDDIE MAC / DEUTSCHE
49,953,569.77 50,168,500.00 214,930.23 50,000,000.00 0.86393/28/13 49,879,000.00 AAAAA+ Aaa
1,397.23 6,533.33 1/12/12567449 0.2400313376RH0
FED HM LN BK BD / JEFFERIES & COMPANY
19,996,873.83 19,993,140.00 (3,733.83) 20,000,000.00 0.25814/12/13 19,995,476.60 N.AAA+ Aaa
50,392.51 103,819.44 3/4/10441606 1.62503137EACJ6
FREDDIE MAC / JP MORGAN CHASE & CO
49,980,392.51 50,604,000.00 623,607.49 50,000,000.00 1.67104/15/13 49,930,000.00 AAAAA+ Aaa
(31,132.59) 10,266.67 9/28/11548264 0.80003134G1VX9
FREDDIE MAC / OPPENHEIMER & CO., INC
11,040,741.41 11,049,643.00 8,901.59 11,000,000.00 0.37904/19/13 11,071,874.00 AAAAA+ Aaa
(1,998.10) 2,877.78 11/16/11557237 0.3700313376A96
FED HM LN BK BD / CANTOR FITZGERALD
10,003,401.90 10,007,360.00 3,958.10 10,000,000.00 0.33305/3/13 10,005,400.00 N.AAA+ Aaa
(2,553.13) 4,316.67 11/16/11557238 0.3700313376A96
FED HM LN BK BD / BNP PARIBAS
15,004,346.87 15,011,040.00 6,693.13 15,000,000.00 0.33855/3/13 15,006,900.00 N.AAA+ Aaa
0.00 972.22 12/6/11560525 0.250031331K2J8
FED FARM CR BK / UBS FINANCIAL SERVICES
20,000,000.00 20,008,440.00 8,440.00 20,000,000.00 0.25005/24/13 20,000,000.00 AAAAA+ Aaa
165.72 243.06 12/6/11560535 0.250031331K2J8
FED FARM CR BK / MESIROW FINANCIAL
4,999,665.72 5,002,110.00 2,444.28 5,000,000.00 0.25685/24/13 4,999,500.00 AAAAA+ Aaa
720.76 486.11 12/9/11561384 0.250031331K2J8
FED FARM CR BK / OPPENHEIMER & CO., INC
9,998,520.76 10,004,220.00 5,699.24 10,000,000.00 0.26515/24/13 9,997,800.00 AAAAA+ Aaa
(549.52) 9,605.56 12/21/11563538 0.3500313376LQ6
FED HM LN BK BD / OPPENHEIMER & CO., INC
6,176,253.58 6,177,871.38 1,617.80 6,175,000.00 0.32996/6/13 6,176,803.10 AAAAA+ Aaa
(26,017.90) 30,604.17 2/8/12572407 1.62503133XYHD0
FED HM LN BK BD / OPPENHEIMER & CO., INC
6,085,882.10 6,063,690.00 (22,192.10) 6,000,000.00 0.24046/14/13 6,111,900.00 AAAAA+ Aaa
(138,251.85) 166,666.67 12/21/11563539 1.87503133XXYX9
FED HM LN BK BD / UBS FINANCIAL SERVICES
20,328,348.15 20,342,100.00 13,751.85 20,000,000.00 0.31486/21/13 20,466,600.00 AAAAA+ Aaa
(172,800.00) 208,333.33 12/21/11563540 1.87503133XXYX9
FED HM LN BK BD / OPPENHEIMER & CO., INC
25,410,400.00 25,427,625.00 17,225.00 25,000,000.00 0.31496/21/13 25,583,200.00 AAAAA+ Aaa
(8,778.81) 29,444.44 2/15/12573794 0.4000313376KS3
FED HM LN BK BD / OPPENHEIMER & CO., INC
25,031,471.19 25,023,950.00 (7,521.19) 25,000,000.00 0.28046/21/13 25,040,250.00 AAAAA+ Aaa
5,055.34 78,888.89 11/28/11558905 0.4000313376KA2
FED HM LN BK BD / BNP PARIBAS
49,989,005.34 50,047,050.00 58,044.66 50,000,000.00 0.42007/9/13 49,983,950.00 N.AAA+ Aaa
2,674.34 20,486.11 2/3/12571664 0.2500313376VB8
FED HM LN BK BD / JEFFERIES & COMPANY
24,990,503.84 24,979,650.00 (10,853.84) 25,000,000.00 0.28277/30/13 24,987,829.50 AAAAA+ Aaa 36
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
509.77 7,847.23 2/8/12572408 0.2500313376VB8
FED HM LN BK BD / JEFFERIES & COMPANY
9,998,109.77 9,991,860.00 (6,249.77) 10,000,000.00 0.26637/30/13 9,997,600.00 AAAAA+ Aaa
(12,575.72) 19,375.00 9/26/11547752 0.5000313374Y61
FED HM LN BK BD / OPPENHEIMER & CO., INC
15,022,944.28 15,042,450.00 19,505.72 15,000,000.00 0.37628/28/13 15,035,520.00 AAAAA+ Aaa
(8,320.47) 28,933.33 10/5/11549642 0.5000313374Y61
FED HM LN BK BD / JP MORGAN CHASE & CO
22,415,759.53 22,463,392.00 47,632.47 22,400,000.00 0.44308/28/13 22,424,080.00 AAAAA+ Aaa
128.36 25,833.33 10/13/11550967 0.5000313374Y61
FED HM LN BK BD / UBS FINANCIAL SERVICES
19,999,748.36 20,056,600.00 56,851.64 20,000,000.00 0.50108/28/13 19,999,620.00 AAAAA+ Aaa
(5,454.81) 12,916.67 2/17/12574305 0.5000313374Y61
FED HM LN BK BD / STERNE AGEE & LEACH
10,023,445.19 10,028,300.00 4,854.81 10,000,000.00 0.31068/28/13 10,028,900.00 AAAAA+ Aaa
2,378.64 19,444.45 4/11/12584192 0.2800313378LH2
FED HM LN BK BD / RBC
49,977,878.64 49,964,800.00 (13,078.64) 50,000,000.00 0.31439/16/13 49,975,500.00 AAAAA+ Aaa
4,339.61 6,611.11 9/26/11547753 0.350031331KZJ2
FED FARM CR BK / CANTOR FITZGERALD
9,991,639.61 10,014,910.00 23,270.39 10,000,000.00 0.41419/23/13 9,987,300.00 AAAAA+ Aaa
(32,553.15) 14,296.88 10/5/11549639 1.125031398A2M3
FANNIE MAE / RBC
7,566,071.85 7,577,685.00 11,613.15 7,500,000.00 0.45919/30/13 7,598,625.00 AAAAA+ Aaa
13,908.08 7,187.50 10/14/11551228 0.37503134G2U42
FREDDIE MAC / CANTOR FITZGERALD
14,969,733.08 15,006,300.00 36,566.92 15,000,000.00 0.523010/15/13 14,955,825.00 AAAAA+ Aaa
1,140.58 2,236.11 11/18/11557821 0.50003134G23H3
FREDDIE MAC / CASTLE OAK SECURITIES
3,497,080.58 3,509,922.50 12,841.92 3,500,000.00 0.561210/15/13 3,495,940.00 AAAAA+ Aaa
(47,421.11) 15,925.00 11/10/11556339 1.050031398A4S8
FANNIE MAE / OPPENHEIMER & CO., INC
14,118,198.89 14,135,884.00 17,685.11 14,000,000.00 0.440010/22/13 14,165,620.00 AAAAA+ Aaa
(9,199.46) 3,753.75 11/16/11557239 1.050031398A4S8
FANNIE MAE / CASTLE OAK SECURITIES
3,323,635.54 3,332,029.80 8,394.26 3,300,000.00 0.532010/22/13 3,332,835.00 AAAAA+ Aaa
(1,145.29) 1,137.50 3/29/12581788 1.050031398A4S8
FANNIE MAE / CASTLE OAK SECURITIES
1,009,254.71 1,009,706.00 451.29 1,000,000.00 0.382310/22/13 1,010,400.00 AAAAA+ Aaa
0.00 3,966.67 4/27/12587240 0.28003133794Z9
FED HM LN BK BD / DREXEL HAMILTON LLC
15,000,000.00 14,986,005.00 (13,995.00) 15,000,000.00 0.280010/25/13 15,000,000.00 AAAAA+ Aaa
8,492.96 8,072.92 11/10/11556340 0.37503137EACX5
FREDDIE MAC / JP MORGAN CHASE & CO
24,978,492.96 25,027,250.00 48,757.04 25,000,000.00 0.436210/30/13 24,970,000.00 AAAAA+ Aaa
31,060.03 1,666.67 10/14/11551227 0.37503133762C8
FED HM LN BK BD / MORGAN STANLEY
39,926,660.03 40,033,400.00 106,739.97 40,000,000.00 0.499011/27/13 39,895,600.00 AAAAA+ Aaa
FED HM LN BK BD / CASTLE OAK SECURITIES 37
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
(51,410.86) 59,445.31 3/28/12581531 3.12503133XSP93 11,320,457.04 11,337,192.60 16,735.56 10,870,000.00 0.409912/13/13 11,371,867.90 N.AAA+ Aaa
(226,590.53) 248,430.00 3/28/12581532 4.87503133XHW57
FED HM LN BK BD / BARCLAY CAPITAL
31,105,364.67 31,117,486.40 12,121.73 29,120,000.00 0.408212/13/13 31,331,955.20 N.AAA+ Aaa
(30,358.71) 32,617.81 4/30/12587739 4.87503133XHW57
FED HM LN BK BD / STERNE AGEE & LEACH
8,310,580.89 8,302,983.15 (7,597.74) 7,770,000.00 0.321912/13/13 8,340,939.60 AAAAA+ Aaa
(40,621.72) 43,219.58 9/28/11548263 1.300031331J6A6
FED FARM CR BK / CASTLE OAK SECURITIES
7,668,948.16 7,697,381.70 28,433.54 7,575,000.00 0.500012/23/13 7,709,569.88 AAAAA+ Aaa
(15,551.08) 38,628.47 3/2/12576844 0.62503134G3BF6
FREDDIE MAC / CANTOR FITZGERALD
25,098,198.92 25,115,125.00 16,926.08 25,000,000.00 0.372312/23/13 25,113,750.00 AAAAA+ Aaa
(6,123.42) 14,756.95 3/6/12577118 0.62503134G3BF6
FREDDIE MAC / DREXEL HAMILTON LLC
10,040,486.58 10,046,050.00 5,563.42 10,000,000.00 0.364512/23/13 10,046,610.00 AAAAA+ Aaa
(3,140.60) 12,326.39 3/20/12580025 0.62503134G3BF6
FREDDIE MAC / CASTLE OAK SECURITIES
10,024,859.40 10,046,050.00 21,190.60 10,000,000.00 0.464912/23/13 10,028,000.00 AAAAA+ Aaa
(11,371.06) 20,416.66 4/5/12583125 0.8750313371UC8
FED HM LN BK BD / JP MORGAN CHASE & CO
15,114,928.94 15,130,500.00 15,571.06 15,000,000.00 0.385512/27/13 15,126,300.00 AAAAA+ Aaa
1,479.17 44,375.00 1/9/12566675 0.45003134G3JR2
FREDDIE MAC / UBS FINANCIAL SERVICES
24,993,979.17 25,031,625.00 37,645.83 25,000,000.00 0.46511/9/14 24,992,500.00 N.AAA+ Aaa
5,824.36 18,541.67 3/2/12576840 0.30003133783D1
FED HM LN BK BD / JEFFERIES & COMPANY
24,959,949.36 24,965,800.00 5,850.64 25,000,000.00 0.39472/13/14 24,954,125.00 AAAAA+ Aaa
1,613.99 8,387.17 4/12/12584495 0.30003133783D1
FED HM LN BK BD / CASTLE OAK SECURITIES
20,519,841.59 20,511,901.28 (7,940.31) 20,540,000.00 0.35802/13/14 20,518,227.60 AAAAA+ Aaa
(14,683.20) 22,760.42 4/4/12582829 1.250031398A3K6
FANNIE MAE / STERNE AGEE & LEACH
11,665,636.80 11,674,961.00 9,324.20 11,500,000.00 0.43923/14/14 11,680,320.00 AAAAA+ Aaa
(45,641.20) 55,416.67 4/5/12583124 2.37503133XWKV0
FED HM LN BK BD / CANTOR FITZGERALD
15,524,058.80 15,558,600.00 34,541.20 15,000,000.00 0.40913/14/14 15,569,700.00 AAAAA+ Aaa
3,020.69 5,833.33 2/17/12574304 0.30003134G3NS5
FREDDIE MAC / BNP PARIBAS
9,981,120.69 9,983,330.00 2,209.31 10,000,000.00 0.40513/21/14 9,978,100.00 AAAAA+ Aaa
2,440.78 5,833.33 2/28/12575957 0.30003134G3NS5
FREDDIE MAC / STERNE AGEE & LEACH
9,982,940.78 9,983,330.00 389.22 10,000,000.00 0.39503/21/14 9,980,500.00 AAAAA+ Aaa
2,484.53 5,833.33 3/2/12576846 0.30003134G3NS5
FREDDIE MAC / BNP PARIBAS
9,981,854.53 9,983,330.00 1,475.47 10,000,000.00 0.40103/21/14 9,979,370.00 AAAAA+ Aaa
2,023.81 5,833.33 3/6/12577117 0.30003134G3NS5
FREDDIE MAC / UBS FINANCIAL SERVICES
9,984,523.81 9,983,330.00 (1,193.81) 10,000,000.00 0.38613/21/14 9,982,500.00 N.AAA+ Aaa 38
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
(2,052.52) 12,500.00 4/16/12585001 0.40003133EAJD1
FED FARM CR BK / JEFFERIES & COMPANY
25,029,647.48 25,054,500.00 24,852.52 25,000,000.00 0.33403/21/14 25,031,700.00 AAAAA+ Aaa
3,709.23 11,093.75 3/20/12580024 0.37503134G3SB7
FREDDIE MAC / BARCLAYS CAPITAL
14,964,109.23 14,991,555.00 27,445.77 15,000,000.00 0.50114/28/14 14,960,400.00 AAAAA+ Aaa
(13,389.80) 1,145.83 4/13/12584829 1.3750313373JR4
FED HM LN BK BD / STERNE AGEE & LEACH
10,200,010.20 10,197,000.00 (3,010.20) 10,000,000.00 0.36595/28/14 10,213,400.00 AAAAA+ Aaa
(5,731.48) 6,944.45 5/21/12591841 2.50003133XWE70
FED HM LN BK BD / JEFFERIES & COMPANY
10,419,544.02 10,425,250.00 5,705.98 10,000,000.00 0.42536/13/14 10,425,275.50 N.AAA+ Aaa
(5,731.81) 6,944.45 5/21/12591842 2.50003133XWE70
FED HM LN BK BD / OPPENHEIMER & CO., INC
10,419,568.19 10,425,250.00 5,681.81 10,000,000.00 0.42526/13/14 10,425,300.00 N.AAA+ Aaa
(17,603.30) 26,875.00 4/18/12585299 1.12503135G0BJ1
FANNIE MAE / RBC
20,305,396.70 20,300,500.00 (4,896.70) 20,000,000.00 0.38426/27/14 20,323,000.00 AAAAA+ Aaa
10,242.54 10,000.00 9/27/11547992 0.50003134G2YJ5
FREDDIE MAC / CASTLE OAK SECURITIES
9,965,242.54 10,006,710.00 41,467.46 10,000,000.00 0.65289/19/14 9,955,000.00 AAAAA+ Aaa
(1,600.47) 5,381.94 4/3/12582607 0.62503135G0DW0
FANNIE MAE / BNP PARIBAS
10,023,979.53 10,038,050.00 14,070.47 10,000,000.00 0.524810/30/14 10,025,580.00 AAAAA+ Aaa
(5,447.64) 38,628.47 3/2/12576839 0.62503137EADA4
FREDDIE MAC / CRED SUIS SECURITIES
25,056,802.36 25,081,000.00 24,197.64 25,000,000.00 0.536012/29/14 25,062,250.00 AAAAA+ Aaa
1,268,250,000.00 1,277,518,899.81 (1,340,363.97) 2,383,355.38 1,274,866,421.91 2,652,477.90 0.9046 0.5434Subtotal for GOVT AGENCY-FIX-30/360: 1,276,206,785.88
GOV'T AGY - CALLABLE
76,300.00 20,346.67 2/25/11507911 0.80003134G1VX9
FREDDIE MAC / UBS FINANCIAL SERVICES
21,800,000.00 21,898,383.40 98,383.40 21,800,000.00 0.96484/19/13 21,723,700.00 AAAAA+ Aaa
47,500.00 7,250.00 4/3/12582606 0.18003133EACJ5
FED FARM CR BK / OPPENHEIMER & CO., INC
25,000,000.00 24,984,275.00 (15,725.00) 25,000,000.00 0.32178/7/13 24,952,500.00 AAAAA+ Aaa
0.00 40,833.33 11/29/11559201 0.60003134G2VW9
FREDDIE MAC / CRED SUIS SECURITIES
25,000,000.00 25,023,025.00 23,025.00 25,000,000.00 0.59998/23/13 25,000,000.00 AAAAA+ Aaa
(5,030.04) 14,930.56 1/5/12565858 0.50003134G2W73
FREDDIE MAC / UBS FINANCIAL SERVICES
25,004,719.96 25,020,975.00 16,255.04 25,000,000.00 0.478010/18/13 25,009,750.00 AAAAA+ Aaa
91,250.00 28,437.50 1/18/11500503 1.050031398A4S8
FANNIE MAE / JEFFERIES & COMPANY
25,000,000.00 25,242,650.00 242,650.00 25,000,000.00 1.184610/22/13 24,908,750.00 AAAAA+ Aaa
169,000.00 28,437.50 2/28/11507981 1.050031398A4S8
FANNIE MAE / DEUTSCHE
25,000,000.00 25,242,650.00 242,650.00 25,000,000.00 1.310210/22/13 24,831,000.00 AAAAA+ Aaa
FANNIE MAE / RBC39
01-Jun-2012 10:07 amRun Date:
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOV'T AGY - CALLABLE
(1,641.67) 2,833.33 11/14/11556631 0.60003135G0FG3 10,001,358.33 10,015,230.00 13,871.67 10,000,000.00 0.584911/14/13 10,003,000.00 N.AAA+ Aaa
(5,472.22) 7,083.33 11/14/11556632 0.60003135G0FG3
FANNIE MAE / BNP PARIBAS
25,004,527.78 25,038,075.00 33,547.22 25,000,000.00 0.579911/14/13 25,010,000.00 N.AAA+ Aaa
0.00 6,111.11 11/15/11556891 0.55003135G0FP3
FANNIE MAE / BANK OF AMERICA
25,000,000.00 25,031,300.00 31,300.00 25,000,000.00 0.550011/15/13 25,000,000.00 AAAAA+ Aaa
6,333.33 2,291.67 11/21/11558036 0.55003135G0FN8
FANNIE MAE / CANTOR FITZGERALD
14,994,333.33 15,017,910.00 23,576.67 15,000,000.00 0.590311/21/13 14,988,000.00 N.AAA+ Aaa
37,916.67 694.44 11/29/11559202 0.50003134G26U1
FREDDIE MAC / RBC
24,962,916.67 25,022,925.00 60,008.33 25,000,000.00 0.651211/29/13 24,925,000.00 N.AAA+ Aaa
16,041.67 58,333.33 12/6/11560567 0.60003134G3AC4
FREDDIE MAC / DEUTSCHE
19,983,041.67 20,032,780.00 49,738.33 20,000,000.00 0.683212/6/13 19,967,000.00 AAAAA+ Aaa
8,993.06 29,166.67 12/6/11560568 0.60003134G3AC4
FREDDIE MAC / DEUTSCHE
9,990,493.06 10,016,390.00 25,896.94 10,000,000.00 0.693312/6/13 9,981,500.00 AAAAA+ Aaa
0.00 54,236.11 1/9/12567241 0.55003134G3GF1
FREDDIE MAC / BARCLAY CAPITAL
25,000,000.00 25,032,475.00 32,475.00 25,000,000.00 0.55001/9/14 25,000,000.00 N.AAA+ Aaa
0.00 11,641.67 4/11/12584196 0.4000313378H87
FANNIE MAE / RBC
20,955,000.00 20,948,776.37 (6,223.63) 20,955,000.00 0.40002/28/14 20,955,000.00 AAAAA+ Aaa
0.00 54,687.50 1/25/12569662 0.62503134G3JA9
FREDDIE MAC / CRED SUIS SECURITIES
25,000,000.00 25,033,375.00 33,375.00 25,000,000.00 0.62507/25/14 25,000,000.00 N.AAA+ Aaa
0.00 13,750.00 10/17/11551503 0.75003134G2X98
FREDDIE MAC / BANK OF AMERICA
15,000,000.00 15,024,360.00 24,360.00 15,000,000.00 0.750010/17/14 15,000,000.00 AAAAA+ Aaa
18,750.00 14,666.67 10/17/11551505 0.80003135G0DT7
FANNIE MAE / JEFFERIES & COMPANY
15,000,000.00 15,005,355.00 5,355.00 15,000,000.00 0.842310/17/14 14,981,250.00 AAAAA+ Aaa
6,305.87 13,104.17 10/26/11553429 0.85003135G0EJ8
FANNIE MAE / DEUTSCHE
14,995,805.87 15,035,085.00 39,279.13 15,000,000.00 0.873710/24/14 14,989,500.00 AAAAA+ Aaa
(49,077.19) 43,680.56 1/9/12566677 0.85003135G0EJ8
FANNIE MAE / BARCLAYS CAPITAL
50,049,422.81 50,116,950.00 67,527.19 50,000,000.00 0.778510/24/14 50,098,500.00 AAAAA+ Aaa
566.67 6,666.67 11/7/11555542 1.00003135G0EQ2
FANNIE MAE / GREENWICH CAPITAL
9,999,566.67 10,031,170.00 31,603.33 10,000,000.00 1.003411/7/14 9,999,000.00 AAAeAA+ Aaa
2,125.00 10,000.00 11/7/11555543 1.00003135G0EQ2
FANNIE MAE / GREENWICH CAPITAL
14,998,375.00 15,046,755.00 48,380.00 15,000,000.00 1.008511/7/14 14,996,250.00 AAAeAA+ Aaa
850.69 2,430.56 5/24/12592693 0.50003135G0LF8
FANNIE MAE / UBS FINANCIAL SERVICES
24,957,100.69 24,972,475.00 15,374.31 25,000,000.00 0.570611/24/14 24,956,250.00 N.AAA+ Aaa 40
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOV'T AGY - CALLABLE
1,701.39 4,861.11 5/24/12592695 0.50003135G0LF8
FANNIE MAE / CRED SUIS SECURITIES
49,914,201.39 49,944,950.00 30,748.61 50,000,000.00 0.570611/24/14 49,912,500.00 N.AAA+ Aaa
1,139.93 3,256.94 5/24/12592696 0.50003135G0LF8
FANNIE MAE / CRED SUIS SECURITIES
33,442,514.93 33,463,116.50 20,601.57 33,500,000.00 0.570611/24/14 33,441,375.00 N.AAA+ Aaa
146.24 416.67 5/25/12592755 0.50003135G0LF8
FANNIE MAE / CRED SUIS SECURITIES
4,991,396.24 4,994,495.00 3,098.76 5,000,000.00 0.570711/24/14 4,991,250.00 N.AAA+ Aaa
(41,561.61) 91,484.80 1/19/12568614 0.92003134G3CM0
FREDDIE MAC / UBS FINANCIAL SERVICES
27,180,138.39 27,207,814.56 27,676.17 27,120,000.00 0.788812/12/14 27,221,700.00 N.AAA+ Aaa
(9,814.64) 62,500.00 2/21/12574603 0.90003134G3HJ2
FREDDIE MAC / CRED SUIS SECURITIES
25,093,435.36 25,076,250.00 (17,185.36) 25,000,000.00 0.75681/23/15 25,103,250.00 AAAAA+ Aaa
0.00 67,222.22 1/30/12570281 0.80003134G3HS2
FREDDIE MAC / JEFFERIES & COMPANY
25,000,000.00 25,052,350.00 52,350.00 25,000,000.00 0.80001/30/15 25,000,000.00 N.AAA+ Aaa
0.00 24,520.83 2/14/12573492 0.55003134G3MR8
FREDDIE MAC / DEUTSCHE
15,000,000.00 14,985,600.00 (14,400.00) 15,000,000.00 0.55002/13/15 15,000,000.00 AAAAA+ Aaa
(13,828.75) 19,270.83 4/24/12586532 1.25003135G0KE2
FANNIE MAE / BNP PARIBAS
15,120,721.25 15,118,590.00 (2,131.25) 15,000,000.00 0.94584/23/15 15,134,550.00 AAAAA+ Aaa
0.00 19,270.83 4/24/12586531 0.75003135G0KD4
FANNIE MAE / MORGAN STANLEY
25,000,000.00 25,039,600.00 39,600.00 25,000,000.00 0.75004/24/15 25,000,000.00 AAAAA+ Aaa
0.00 583.33 5/29/12593039 0.70003135G0LC5
FANNIE MAE / UBS FINANCIAL SERVICES
15,000,000.00 14,989,380.00 (10,620.00) 15,000,000.00 0.70005/29/15 15,000,000.00 N.AAA+ Aaa
0.00 388.89 5/29/12593040 0.70003135G0LC5
FANNIE MAE / CRED SUIS SECURITIES
10,000,000.00 9,992,920.00 (7,080.00) 10,000,000.00 0.70005/29/15 10,000,000.00 N.AAA+ Aaa
0.00 972.22 5/29/12593041 0.70003135G0LC5
FANNIE MAE / MORGAN STANLEY
25,000,000.00 24,982,300.00 (17,700.00) 25,000,000.00 0.70005/29/15 25,000,000.00 N.AAA+ Aaa
0.00 51,021.06 9/26/11547754 1.00003136FRT29
FANNIE MAE / UBS FINANCIAL SERVICES
23,854,000.00 23,892,882.02 38,882.02 23,854,000.00 1.00009/14/15 23,854,000.00 AAAAA+ Aaa
(31,030.30) 44,916.67 1/23/12568923 1.05003135G0CV3
FANNIE MAE / OPPENHEIMER & CO., INC
20,024,969.70 20,038,820.00 13,850.30 20,000,000.00 0.97159/14/15 20,056,000.00 AAAAA+ Aaa
0.00 4,166.67 5/23/12592168 0.75003134G3UV0
FED HM LN BK BD / BARCLAY CAPITAL
25,000,000.00 24,972,850.00 (27,150.00) 25,000,000.00 0.750011/23/15 25,000,000.00 N.AAA+ Aaa
(10,355.11) 66,562.50 9/28/11548270 1.35003136FR3N1
FANNIE MAE / FTN FINANCIAL
25,004,644.89 25,066,200.00 61,555.11 25,000,000.00 1.33759/20/16 25,015,000.00 AAAAA+ Aaa
FREDDIE MAC / RBC 41
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
GOVERNMENT AGENCY
GOV'T AGY - CALLABLE
(20,677.97) 43,750.00 9/27/11547990 1.50003134G2F64 15,009,322.03 15,053,235.00 43,912.97 15,000,000.00 1.45829/21/16 15,030,000.00 AAAAA+ Aaa
(10,016.01) 43,750.00 9/28/11548269 1.50003134G2F64
FREDDIE MAC / JP MORGAN CHASE & CO
15,004,533.99 15,053,235.00 48,701.01 15,000,000.00 1.47979/21/16 15,014,550.00 AAAAA+ Aaa
(7,955.06) 11,666.67 5/7/12589253 1.75003135G0KP7
FANNIE MAE / DEUTSCHE
10,110,044.94 10,105,940.00 (4,104.94) 10,000,000.00 1.50365/3/17 10,118,000.00 AAAAA+ Aaa
(19,904.49) 29,166.67 5/7/12589254 1.75003135G0KP7
FANNIE MAE / OPPENHEIMER & CO., INC
25,275,345.51 25,264,850.00 (10,495.51) 25,000,000.00 1.50345/3/17 25,295,250.00 AAAAA+ Aaa
922,229,000.00 924,128,722.85 258,555.46 1,061,362.26 922,721,930.46 1,406,792.39 0.7864 0.7921Subtotal for GOV'T AGY - CALLABLE: 922,463,375.00
GOV'T AGY - STEP UP
0.00 46,875.00 7/26/11536327 0.45003134G2TR3
FREDDIE MAC / RBC
30,000,000.00 30,011,790.00 11,790.00 30,000,000.00 0.45007/26/13 30,000,000.00 AAAAA+ Aaa
(1,281.05) 12,250.00 2/23/12574902 0.45003134G2TR3
FREDDIE MAC / DEUTSCHE
10,000,718.95 10,003,930.00 3,211.05 10,000,000.00 0.43597/26/13 10,002,000.00 AAAAA+ Aaa
3,203.34 15,972.22 2/6/12571903 0.50003136FTE70
FANNIE MAE / CANTOR FITZGERALD
9,993,203.34 9,925,000.00 (68,203.34) 10,000,000.00 0.52258/5/16 9,990,000.00 AAAAA+ Aaa
27,000.00 29,000.00 10/5/11549641 1.00003134G2S60
FREDDIE MAC / CRED SUIS SECURITIES
18,000,000.00 17,989,200.00 (10,800.00) 18,000,000.00 1.030910/3/16 17,973,000.00 AAAAA+ Aaa
(3,451.09) 28,906.25 2/10/12572969 0.62503136FTWM7
FANNIE MAE / RBC
15,006,808.91 15,032,295.00 25,486.09 15,000,000.00 0.61081/10/17 15,010,260.00 AAAAA+ Aaa
0.00 35,312.50 2/8/12572409 0.75003136FTL31
FANNIE MAE / BNP PARIBAS
15,000,000.00 15,025,920.00 25,920.00 15,000,000.00 0.75002/7/17 15,000,000.00 AAAAA+ Aaa
528.41 10,763.89 4/30/12587753 0.62503136G0FT3
FANNIE MAE / OPPENHEIMER & CO., INC
19,997,528.41 19,981,820.00 (15,708.41) 20,000,000.00 0.62814/26/17 19,997,000.00 AAAAA+ Aaa
(1,650.00) 9,444.44 5/23/12592169 0.85003136G0GW5
FANNIE MAE / RBC
50,146,850.00 50,064,850.00 (82,000.00) 50,000,000.00 0.78935/23/17 50,148,500.00 AAAAA+ Aaa
0.00 4,444.44 5/23/12592170 0.8000313379CL1
FED HM LN BK BD / JP MORGAN CHASE & CO
25,000,000.00 24,957,175.00 (42,825.00) 25,000,000.00 0.80005/23/17 25,000,000.00 AAAAA+ Aaa
193,000,000.00 192,991,980.00 24,349.61 192,968.74 193,145,109.61 (153,129.61)0.7079 0.6947Subtotal for GOV'T AGY - STEP UP: 193,120,760.00
Subtotal for GOVERNMENT AGENCY: (1,057,458.90) 3,637,686.38 0.8429 0.6519 2,390,733,461.98 2,394,639,602.65 3,906,140.67 2,383,479,000.00 2,391,790,920.88
MEDIUM TERM NOTES
MEDIUM TERM NOTE
GENERAL ELEC CAP CORP / CANTOR FITZGERALD 42
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
MEDIUM TERM NOTES
MEDIUM TERM NOTE
(307,625.81) 105,000.00 1/25/11501981 3.500036962G4E1 10,045,574.19 10,090,700.00 45,125.81 10,000,000.00 1.19318/13/12 10,353,200.00 NRAA+ Aa2
(319,100.68) 30,625.00 9/29/10480423 5.250036962G3K8
GENERAL ELEC CAP CORP / CANTOR FITZGERALD
5,073,149.32 5,100,700.00 27,550.68 5,000,000.00 1.366210/19/12 5,392,250.00 NRAA+ Aa2
(958,400.27) 91,875.00 9/29/10480424 5.250036962G3K8
GENERAL ELEC CAP CORP / RBC
15,219,699.73 15,302,100.00 82,400.27 15,000,000.00 1.362010/19/12 16,178,100.00 NRAA+ Aa2
(332,320.28) 31,684.63 10/20/10484309 5.250036962G3K8
GENERAL ELEC CAP CORP / BANK OF AMERICA
5,251,933.22 5,277,184.22 25,251.00 5,173,000.00 1.209210/19/12 5,584,253.50 NRAA+ Aa2
(240,915.47) 127,293.83 11/17/10489532 2.800036962G4H4
GENERAL ELEC CAP CORP / JEFFERIES & COMPANY
11,539,365.81 11,594,700.60 55,334.79 11,445,000.00 1.40621/8/13 11,780,281.28 NRAA+ Aa2
13,449.07 324,652.78 2/11/10438125 2.1250084670AU2
BERKSHIRE HATHAWAY INC / JP MORGAN CHASE & CO
49,995,949.07 50,615,500.00 619,550.93 50,000,000.00 2.13712/11/13 49,982,500.00 AA-AA+ Aa2
5,379.63 129,861.11 2/11/10438126 2.1250084670AU2
BERKSHIRE HATHAWAY INC / JP MORGAN CHASE & CO
19,998,379.63 20,246,200.00 247,820.37 20,000,000.00 2.13712/11/13 19,993,000.00 AA-AA+ Aa2
(245,500.78) 27,842.46 4/9/10448521 4.2500931142CL5
WAL-MART STORES INC / WELLS FARGO BANK
5,226,853.94 5,307,572.94 80,719.00 5,127,000.00 1.94024/15/13 5,472,354.72 AAAA Aa2
(576,099.42) 101,334.75 8/26/10474363 5.400036962G3F9
GENERAL ELEC CAP CORP / JEFFERIES & COMPANY
9,940,497.06 10,083,330.95 142,833.89 9,515,000.00 1.85279/20/13 10,516,596.48 NRAA+ Aa2
(155,040.74) 0.00 5/13/10455034 2.9500594918AB0
MICROSOFT CORP / WELLS FARGO BANK
10,151,259.26 10,507,200.00 355,940.74 10,000,000.00 2.15606/1/14 10,306,300.00 AA+AAA Aaa
(272,591.02) 0.00 6/1/10458212 2.9500594918AB0
MICROSOFT CORP / WELLS FARGO BANK
15,272,591.02 15,760,800.00 488,208.98 15,000,000.00 2.00006/1/14 15,545,182.04 AA+AAA Aaa
(29,553.41) 0.00 5/3/12588559 2.9500594918AB0
MICROSOFT CORP / CRED SUIS SECURITIES
16,098,944.92 16,116,994.08 18,049.16 15,339,000.00 0.45816/1/14 16,128,498.33 AAAAA+ Aaa
171,599,000.00 176,002,982.79 (3,418,319.18) 970,169.56 173,814,197.17 2,188,785.62 3.1476 1.7325Subtotal for MEDIUM TERM NOTE: 177,232,516.35
MEDIUM TERM NOTE FLOATER
203,192.97 15,465.20 9/1/10475449 0.635936962GR89
GENERAL ELEC CAP CORP / STIFFEL NICOLAUS, LLC
24,999,192.79 25,038,514.62 39,321.83 25,017,000.00 1.19377/27/12 24,795,999.82 NRAA+ Aa2
66,361.73 6,296.24 11/2/10486851 0.635936962GR89
GENERAL ELEC CAP CORP / JEFFERIES & COMPANY
10,178,559.35 10,193,759.10 15,199.75 10,185,000.00 1.14037/27/12 10,112,197.62 NRAA+ Aa2
33,196.41 2,180.81 10/21/10484570 0.595936962GX58
GENERAL ELEC CAP CORP / JEFFERIES & COMPANY
4,388,505.64 4,395,733.20 7,227.56 4,392,000.00 1.06728/2/12 4,355,309.23 NRAA+ Aa2
647,101.93 14,600.58 5/19/10456075 0.595936962GZ49
GENERAL ELEC CAP CORP / BARCLAYS CAPITAL
28,322,926.62 28,491,570.00 168,643.38 28,456,000.00 1.812111/1/12 27,675,824.69 NRAA+ Aa243
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
MEDIUM TERM NOTES
MEDIUM TERM NOTE FLOATER
(10,805.42) 9,011.71 7/7/10465043 0.8828084670AY4
BERKSHIRE HATHAWAY INC / RBC
17,503,964.58 17,576,650.00 72,685.42 17,500,000.00 0.85002/11/13 17,514,770.00 AA-AA+ Aa2
85,550,000.00 85,696,226.92 939,047.62 47,554.54 85,393,148.98 303,077.94 0.6710 1.3162Subtotal for MEDIUM TERM NOTE
FLOATER:
84,454,101.36
MEDIUM TERM NOTE-FDIC
(181,715.18) 141,666.67 9/28/11548265 2.125036967HAV9
GENERAL ELEC CAP CORP / CASTLE OAK SECURITIES
15,149,559.82 15,160,800.00 11,240.18 15,000,000.00 0.325112/21/12 15,331,275.00 NRAA+ Aa2
15,000,000.00 15,160,800.00 (181,715.18) 141,666.67 15,149,559.82 11,240.18 2.1250 0.3251Subtotal for MEDIUM TERM NOTE-FDIC: 15,331,275.00
Subtotal for MEDIUM TERM NOTES: (2,660,986.74) 1,159,390.77 2.3127 1.5241 274,356,905.97 276,860,009.71 2,503,103.74 272,149,000.00 277,017,892.71
MUNICIPAL DEBT
MUNI BOND CALLABLE
0.00 341,723.90 12/19/10495288 1.550068441MAF2
OC TRANSPORTATION AUTHORITY / OCTA
75,000,000.00 75,691,500.00 691,500.00 75,000,000.00 1.55028/15/13 75,000,000.00 AA A1
0.00 113,907.97 12/19/10495289 1.550068441MAG0
OC TRANSPORTATION AUTHORITY / OCTA
25,000,000.00 25,196,750.00 196,750.00 25,000,000.00 1.55028/15/13 25,000,000.00 AA A1
100,000,000.00 100,888,250.00 0.00 455,631.87 100,000,000.00 888,250.00 1.5500 1.5502Subtotal for MUNI BOND CALLABLE: 100,000,000.00
ORANGE COUNTY POB 2011A
0.00 587.67 5/31/12511021 1.820068428LCP7
COUNTY OF ORANGE / COUNTY OF ORANGE
11,624,317.00 11,624,317.00 0.00 11,624,317.00 1.82006/13/12 11,624,317.00 A-1+
11,624,317.00 11,624,317.00 0.00 587.67 11,624,317.00 0.00 1.8200 1.8200Subtotal for ORANGE COUNTY POB
2011A:
11,624,317.00
ORANGE COUNTY POB 2012A
0.00 59,850.00 1/18/12569228 0.900068428LCT9
COUNTY OF ORANGE / MORGAN STANLEY
18,000,000.00 18,031,680.00 31,680.00 18,000,000.00 0.64885/1/13 18,000,000.00 A+ Aa2
0.00 59,665.27 1/18/12569226 0.950068428LCU6
COUNTY OF ORANGE / MORGAN STANLEY
17,000,000.00 17,041,650.00 41,650.00 17,000,000.00 0.70636/28/13 17,000,000.00 A+ Aa2
35,000,000.00 35,073,330.00 0.00 119,515.27 35,000,000.00 73,330.00 0.9243 0.6767Subtotal for ORANGE COUNTY POB
2012A:
35,000,000.00
Subtotal for MUNICIPAL DEBT: 0.00 575,734.81 1.4220 1.3631 146,624,317.00 147,585,897.00 961,580.00 146,624,317.00 146,624,317.00
TREASURIES
TREASURY BOND
US TREASURY N/B / BNP PARIBAS 44
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ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
Extended Fund
TREASURIES
TREASURY BOND
(68,905.41) 505.46 5/26/11525210 0.5000912828PV6 37,033,711.78 37,065,038.97 31,327.19 37,000,000.00 0.316211/30/12 37,102,617.19 AAAAA+ Aaa
42,063.57 63,871.69 4/6/11515585 0.7541912828QL7
US TREASURY N/B / BARCLAY CAPITAL
49,969,797.95 50,232,422.00 262,624.05 50,000,000.00 0.82773/31/13 49,927,734.38 AAAAA+ Aaa
4,201.25 10,928.96 4/3/12582621 0.2500912828RN2
US TREASURY N/B / JP MORGAN CHASE & CO
49,963,185.63 50,007,812.50 44,626.87 50,000,000.00 0.302210/31/13 49,958,984.38 AAAAA+ Aaa
16,902.04 12,807.38 1/3/12565531 0.1250912828RW2
US TREASURY N/B / BNP PARIBAS
24,934,870.79 24,948,242.25 13,371.46 25,000,000.00 0.290312/31/13 24,917,968.75 AAAAA+ Aaa
2,480.96 18,372.25 2/15/12573778 0.2500912828SB7
US TREASURY N/B / UBS FINANCIAL SERVICES
24,985,879.40 24,998,047.00 12,167.60 25,000,000.00 0.28401/31/14 24,983,398.44 AAAAA+ Aaa
187,000,000.00 187,251,562.72 (3,257.59) 106,485.74 186,887,445.55 364,117.17 0.4175 0.4415Subtotal for TREASURY BOND: 186,890,703.14
Subtotal for TREASURIES: (3,257.59) 106,485.74 0.4175 0.4415 186,887,445.55 187,251,562.72 364,117.17 187,000,000.00 186,890,703.14
(3,721,703.23) 5,479,297.70 Total Extended Fund : 0.9785 0.7530 2,998,602,130.50 3,006,337,072.08 7,734,941.58 2,989,252,317.00 3,002,323,833.73
Net Asset Value (NAV): 1.002580
0.45630.7760 8,621,661.63 (6,699,794.75)Total Investments: 6,120,641,697.82 6,128,475,318.37 7,833,620.55 6,108,406,892.67 6,127,330,172.72
Deals [Settlement Date] <= 31-May-2012
Deals [Entity Name] include list County Money Mkt Fnd, Educational Money Mkt Fnd, Extended Fund, OC Extended Fund B
* Market values provided by Bloomberg and Northern Trust
Report Parameters
45
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01-Jun-2012Print Date: Page 1 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
112-County Infrastructure
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
5,030,954.12 5,030,954.12 0.00 5,030,954.12 0.02216/1/12 5,030,954.12 AAAmmfAAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0221 5,030,954.12 5,030,954.12 0.00 5,030,954.12 5,030,954.12
0.00 0.00 Total 112-County Infrastructure : 0.0221 5,030,954.12 5,030,954.12 0.00 5,030,954.12 5,030,954.12
Net Asset Value (NAV): 1.000000
15B-Housing 99A & 99B
GOVERNMENT AGENCY
MBS PASSTHROUGH
0.00 224.47 4/20/12383458 6.250036210RYF1
GINNIE MAE /
117,540.31 132,647.77 15,107.46 117,540.31 6.25009/20/29 117,540.31 AAAAA+ Aaa
117,540.31 132,647.77 0.00 224.47 117,540.31 15,107.46 6.2500 6.2500Subtotal for MBS PASSTHROUGH: 117,540.31
Subtotal for GOVERNMENT AGENCY: 0.00 224.47 6.2500 6.2500 117,540.31 132,647.77 15,107.46 117,540.31 117,540.31
0.00 224.47 Total 15B-Housing 99A & 99B : 6.2500 6.2500 117,540.31 132,647.77 15,107.46 117,540.31 117,540.31
Net Asset Value (NAV): 1.128530
283-John Wayne Airport
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
711.28 711.28 0.00 711.28 0.02206/1/12 711.28 AAAmmfAAAm AAA-mf
0.00 0.00
GOLDMAN SACHS - JWA MMF
15,524.10 15,524.10 0.00 15,524.10 0.05006/1/12 15,524.10 AAAm AAA-mf
0.00 0.00
MORGAN STANLEY GOVT 8302-JWA MMF
221,262.18 221,262.18 0.00 221,262.18 0.05006/1/12 221,262.18 AAAm Aaa
Subtotal for FUNDS: 0.00 0.00 0.0499 237,497.56 237,497.56 0.00 237,497.56 237,497.56
CERTIFICATES OF DEPOSIT
YANKEE CD
0.00 88.89 5/24/12592682 0.200089112XYC3
TORONTO DOMINION BANK NY / TDSI
2,000,000.00 2,000,150.00 150.00 2,000,000.00 0.20008/28/12 2,000,000.00 F1+A-1+ P-1
2,000,000.00 2,000,150.00 0.00 88.89 2,000,000.00 150.00 0.2000 0.2000Subtotal for YANKEE CD: 2,000,000.00
YANKEE CD FLOATER
(135.87) 865.13 10/31/11554216 0.479178009J6M2
ROYAL BANK OF CANADA / RBC
1,250,024.13 1,249,725.38 (298.75) 1,250,000.00 0.46077/9/12 1,250,160.00 N.A.AA- Aa146
01-Jun-2012 10:10 amRun Date:
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01-Jun-2012Print Date: Page 2 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
283-John Wayne Airport
CERTIFICATES OF DEPOSIT
1,250,000.00 1,249,725.38 (135.87) 865.13 1,250,024.13 (298.75)0.4791 0.4607Subtotal for YANKEE CD FLOATER: 1,250,160.00
Subtotal for CERTIFICATES OF DEPOSIT: (135.87) 954.02 0.3074 0.3003 3,250,024.13 3,249,875.38 (148.75) 3,250,000.00 3,250,160.00
COMMERCIAL PAPER HOLDINGS
COMMERCIAL PAPER
0.00 11.11 5/24/12592678 93114EFB8
WAL-MART STORES INC / MORGAN STANLEY
499,986.11 499,980.50 (5.61) 500,000.00 0.10006/11/12 499,975.00 F1+A-1+ P-1
0.00 124.44 4/30/12587539 6411M2G24
NETJETS INC. / GOLDMAN SACHS GROUP INC
999,879.44 999,854.00 (25.44) 1,000,000.00 0.14007/2/12 999,755.00 F1+A-1+ P-1
0.00 2.08 5/31/12593529 64105GG99
NESTLE CAPITAL CORP / BANK OF AMERICA
749,920.83 749,857.50 (63.33) 750,000.00 0.10007/9/12 749,918.75 F1+A-1+ P-1
2,250,000.00 2,249,692.00 0.00 137.63 2,249,786.38 (94.38)0.0000 0.1178Subtotal for COMMERCIAL PAPER: 2,249,648.75
Subtotal for COMMERCIAL PAPER
HOLDINGS:
0.00 137.63 0.1178 2,249,786.38 2,249,692.00 (94.38) 2,250,000.00 2,249,648.75
GOVERNMENT AGENCY
DISCOUNT NOTES
0.00 35.56 5/24/12592679 313384XP9
FHLB DISC CORP / GOLDMAN SACHS GROUP INC
2,000,000.00 2,000,000.00 0.00 2,000,000.00 0.08006/1/12 1,999,964.44 AAAAA+ Aaa
0.00 268.88 3/5/12577063 313396XZ1
FREDDIE DISCOUNT / CITIGROUP GLOBAL MARKETS
1,099,969.44 1,099,970.30 0.86 1,100,000.00 0.10006/11/12 1,099,700.56 AAAAA+ Aaa
0.00 10.55 5/24/12592688 313384YJ2
FHLB DISC CORP / JEFFERIES & COMPANY
499,974.93 499,974.00 (0.93) 500,000.00 0.09506/20/12 499,964.38 AAAAA+ Aaa
3,600,000.00 3,599,944.30 0.00 314.99 3,599,944.37 (0.07)0.0000 0.0882Subtotal for DISCOUNT NOTES: 3,599,629.38
GOVT AGENCY-FIX-30/360
(22,164.28) 22,694.44 12/29/11564988 5.37503133XLEA7
FED HM LN BK BD / RBC
1,001,020.72 1,000,577.00 (443.72) 1,000,000.00 0.12016/8/12 1,023,185.00 N.AAA+ Aaa
(10,143.42) 10,486.32 4/3/12582608 5.12503134A4QD9
FREDDIE MAC / JP MORGAN CHASE & CO
1,277,695.00 1,277,759.70 64.70 1,270,000.00 0.16197/15/12 1,287,838.42 AAAAA+ Aaa
(1,027.75) 2,328.34 1/24/12569414 0.3300313374G38
FED HM LN BK BD / UBS FINANCIAL SERVICES
2,000,372.25 2,000,358.00 (14.25) 2,000,000.00 0.18217/17/12 2,001,400.00 N.AAA+ Aaa
68.29 559.45 2/15/12573788 0.1900313378BD2
FED HM LN BK BD / GOLDMAN SACHS
999,838.29 999,561.00 (277.29) 1,000,000.00 0.21322/12/13 999,770.00 AAAAA+ Aaa
1.38 134.44 5/9/12589783 0.220031331K2H2
FED FARM CR BK / UBS FINANCIAL SERVICES
999,981.38 1,000,223.00 241.62 1,000,000.00 0.22233/27/13 999,980.00 AAAAA+ Aaa
FED HM LN BK BD / CITIGROUP GLOBAL MARKETS
47
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01-Jun-2012Print Date: Page 3 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
283-John Wayne Airport
GOVERNMENT AGENCY
GOVT AGENCY-FIX-30/360
42.71 86.11 4/3/12582609 0.2000313376XG5 499,757.71 499,602.00 (155.71) 500,000.00 0.25314/30/13 499,715.00 N.AAA+ Aaa
6,770,000.00 6,778,080.70 (33,223.07) 36,289.10 6,778,665.35 (584.65)1.9282 0.1849Subtotal for GOVT AGENCY-FIX-30/360: 6,811,888.42
GOVT AGENCY-FLOAT-ACT/360
(710.86) 740.00 12/13/11561939 0.370031331JSX2
FED FARM CR BK / UBS FINANCIAL SERVICES
1,000,083.14 1,000,090.00 6.86 1,000,000.00 0.20796/21/12 1,000,794.00 AAAAA+ Aaa
(50.84) 716.66 12/12/11561661 0.2150313374KR0
FED HM LN BK BD / BANK OF AMERICA
2,000,009.16 2,000,240.00 230.84 2,000,000.00 0.12607/2/12 2,000,060.00 AAAAA+ Aaa
(69.40) 110.07 11/17/11557497 0.260031331JZ22
FED FARM CR BK / JP MORGAN CHASE & CO
635,023.95 635,120.65 96.70 635,000.00 0.16108/8/12 635,093.35 AAAAA+ Aaa
(65.72) 55.03 11/28/11558901 0.260031331JU27
FED FARM CR BK / JP MORGAN CHASE & CO
635,028.26 635,133.35 105.09 635,000.00 0.16358/20/12 635,093.98 AAAAA+ Aaa
(424.55) 209.81 4/4/12582830 0.269831398A5A6
FANNIE MAE / JP MORGAN CHASE & CO
2,001,017.45 2,000,880.00 (137.45) 2,000,000.00 0.136010/18/12 2,001,442.00 AAAAA+ Aaa
198.56 1,075.55 12/5/11560268 0.220031331KZ60
FED FARM CR BK / BNP PARIBAS
1,999,792.56 2,000,600.00 807.44 2,000,000.00 0.160312/5/12 1,999,594.00 N.AAA+ Aaa
(67.98) 408.23 3/20/12580026 0.240031331JCG6
FED FARM CR BK / CASTLE OAK SECURITIES
1,655,221.65 1,655,324.38 102.73 1,655,000.00 0.20941/25/13 1,655,289.63 AAAAA+ Aaa
(9.86) 91.55 5/17/12591080 0.19983134G2BL5
FREDDIE MAC / CASTLE OAK SECURITIES
1,500,192.64 1,500,255.00 62.36 1,500,000.00 0.18383/21/13 1,500,202.50 AAAAA+ Aaa
11,425,000.00 11,427,643.38 (1,200.65) 3,406.90 11,426,368.81 1,274.57 0.2456 0.1646Subtotal for GOVT AGENCY-FLOAT-
ACT/360:
11,427,569.46
GOVT AGENCY-FLOAT-ACT/ACT
26.25 81.20 3/28/12581525 0.16603133EAJB5
FED FARM CR BK / MORGAN STANLEY
1,499,930.55 1,500,495.00 564.45 1,500,000.00 0.175111/20/12 1,499,904.30 AAAN.A. Aaa
(123.72) 752.04 4/17/12585244 0.24603135G0BE2
FANNIE MAE / CASTLE OAK SECURITIES
2,500,786.28 2,493,750.00 (7,036.28) 2,500,000.00 0.20623/14/13 2,500,910.00 AAAAA+ Aaa
4,000,000.00 3,994,245.00 (97.47) 833.24 4,000,716.83 (6,471.83)0.2160 0.1946Subtotal for GOVT AGENCY-FLOAT-
ACT/ACT:
4,000,814.30
GOV'T AGY - CALLABLE
(42.29) 52.08 5/30/12593250 0.75003135G0GG2
FANNIE MAE / JP MORGAN CHASE & CO
2,500,211.46 2,500,080.00 (131.46) 2,500,000.00 0.14056/6/12 2,500,253.75 AAAAA+ Aaa
(65.97) 166.67 4/10/12583744 0.40003133765Y7
FED HM LN BK BD / JP MORGAN CHASE & CO
500,194.03 500,308.00 113.97 500,000.00 0.35075/1/13 500,260.00 AAAAA+ Aaa48
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01-Jun-2012Print Date: Page 4 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
283-John Wayne Airport
GOVERNMENT AGENCY
GOV'T AGY - CALLABLE
0.00 75.00 5/21/12591844 0.2700313379GC7
FED HM LN BK BD / UBS FINANCIAL SERVICES
1,000,000.00 999,510.00 (490.00) 1,000,000.00 0.27006/21/13 1,000,000.00 N.AAA+ Aaa
0.00 33.33 5/23/12592163 0.3000313379HA0
FED HM LN BK BD / FTN
500,000.00 499,884.50 (115.50) 500,000.00 0.30006/21/13 500,000.00 N.AAA+ Aaa
4,500,000.00 4,499,782.50 (108.26) 327.08 4,500,405.49 (622.99)0.5544 0.2104Subtotal for GOV'T AGY - CALLABLE: 4,500,513.75
Subtotal for GOVERNMENT AGENCY: (34,629.45) 41,171.31 0.6344 0.1708 30,306,100.85 30,299,695.88 (6,404.97) 30,295,000.00 30,340,415.31
MEDIUM TERM NOTES
MED TERM NOTE FLOAT FDIC
(3,290.45) 1,670.18 12/21/11563544 0.823661757UAJ9
MORGAN STANLEY / BARCLAY CAPITAL
1,000,383.55 1,000,490.00 106.45 1,000,000.00 0.08896/20/12 1,003,674.00 AAAAA+ Aaa
1,000,000.00 1,000,490.00 (3,290.45) 1,670.18 1,000,383.55 106.45 0.8236 0.0889Subtotal for MED TERM NOTE FLOAT
FDIC:
1,003,674.00
MEDIUM TERM NOTE
(5,616.33) 6,121.53 4/18/12585295 5.1250084664AY7
BERKSHIRE HATHAWAY INC / CASTLE OAK SECURITIES
1,013,583.67 1,015,900.00 2,316.33 1,000,000.00 0.40489/15/12 1,019,200.00 A+AA+ Aa2
1,000,000.00 1,015,900.00 (5,616.33) 6,121.53 1,013,583.67 2,316.33 5.1250 0.4048Subtotal for MEDIUM TERM NOTE: 1,019,200.00
MEDIUM TERM NOTE-FDIC
(3,594.60) 3,850.00 3/28/12581523 2.200036967HAH0
GENERAL ELEC CAP CORP / BNP PARIBAS
1,000,399.40 1,000,430.00 30.60 1,000,000.00 0.14046/8/12 1,003,994.00 N.AAA+ Aaa
(15,099.59) 15,545.56 12/22/11563788 3.250038146FAA9
GOLDMAN SACHS GROUP INC / BARCLAYS CAPITAL
1,084,329.52 1,084,310.43 (19.09) 1,083,000.00 0.09026/15/12 1,099,429.11 AAAAA+ Aaa
(12,443.02) 12,925.00 1/10/12566945 2.2000481247AK0
JP MORGAN CHASE & CO / CASTLE OAK SECURITIES
1,501,235.48 1,501,290.00 54.52 1,500,000.00 0.08016/15/12 1,513,678.50 AAAAA+ Aaa
(5,423.25) 5,784.72 2/23/12574909 2.1250949744AC0
WELLS FARGO BANK / CASTLE OAK SECURITIES
1,000,774.75 1,000,780.00 5.25 1,000,000.00 0.13036/15/12 1,006,198.00 AAAAA+ Aaa
(4,977.69) 5,312.50 3/1/12576289 2.1250949744AC0
WELLS FARGO BANK / BNP PARIBAS
1,000,774.31 1,000,780.00 5.69 1,000,000.00 0.13016/15/12 1,005,752.00 AAAAA+ Aaa
(307.73) 339.62 4/4/12582831 1.950061757UAH3
MORGAN STANLEY / UBS FINANCIAL SERVICES
110,102.57 110,113.30 10.73 110,000.00 0.17916/20/12 110,410.30 AAAAA+ Aaa
(10,595.39) 11,705.56 12/9/11561395 2.450036967HAZ0
GENERAL ELEC CAP CORP / GOLDMAN SACHS GROUP INC
1,011,334.61 1,011,304.00 (30.61) 1,000,000.00 0.228612/5/12 1,021,930.00 N.AAA+ Aa2
JP MORGAN CHASE & CO / WELLS FARGO BANK 49
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01-Jun-2012Print Date: Page 5 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
283-John Wayne Airport
MEDIUM TERM NOTES
MEDIUM TERM NOTE-FDIC
(3,766.72) 3,851.86 12/14/11562191 2.1250481247AM6 425,623.81 425,534.17 (89.64) 421,000.00 0.193412/26/12 429,390.53 AAAAA+ Aaa
7,114,000.00 7,134,541.90 (56,207.99) 59,314.82 7,134,574.45 (32.55)2.3656 0.1333Subtotal for MEDIUM TERM NOTE-FDIC: 7,190,782.44
Subtotal for MEDIUM TERM NOTES: (65,114.77) 67,106.53 2.4992 0.1582 9,148,541.67 9,150,931.90 2,390.23 9,114,000.00 9,213,656.44
MUNICIPAL DEBT
ORANGE COUNTY POB 2012A
0.00 4,156.25 1/18/12569227 0.750068428LCQ5
COUNTY OF ORANGE / MORGAN STANLEY
1,500,000.00 1,500,210.00 210.00 1,500,000.00 0.75008/1/12 1,500,000.00 A+ Aa2
1,500,000.00 1,500,210.00 0.00 4,156.25 1,500,000.00 210.00 0.7500 0.7500Subtotal for ORANGE COUNTY POB
2012A:
1,500,000.00
Subtotal for MUNICIPAL DEBT: 0.00 4,156.25 0.7500 0.7500 1,500,000.00 1,500,210.00 210.00 1,500,000.00 1,500,000.00
TREASURIES
TREASURY BILL
0.00 100.00 5/17/12591081 9127955S6
US TREASURY N/B / BNP PARIBAS
2,999,813.33 2,999,997.30 183.97 3,000,000.00 0.08006/14/12 2,999,813.33 AAAAA+ Aaa
3,000,000.00 2,999,997.30 0.00 100.00 2,999,813.33 183.97 0.0000 0.0800Subtotal for TREASURY BILL: 2,999,813.33
Subtotal for TREASURIES: 0.00 100.00 0.0800 2,999,813.33 2,999,997.30 183.97 3,000,000.00 2,999,813.33
(99,880.09) 113,625.74 Total 283-John Wayne Airport : 0.8887 0.1860 49,691,763.92 49,687,900.02 (3,863.90) 49,646,497.56 49,791,191.39
Net Asset Value (NAV): 0.999922
497-Lomas Laguna 88-2 C
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
392,490.88 392,490.88 0.00 392,490.88 0.02206/1/12 392,490.88 AAAmmfAAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0220 392,490.88 392,490.88 0.00 392,490.88 392,490.88
0.00 0.00 Total 497-Lomas Laguna 88-2 C : 0.0220 392,490.88 392,490.88 0.00 392,490.88 392,490.88
Net Asset Value (NAV): 1.000000
505-Foothill Rnch 87-4 DS
REPURCHASE AGREEMENTS
BAYERISCHE LANDESBK-REPO
BAYERISCHE LANDESBK GIRO / 50
01-Jun-2012 10:10 amRun Date:
User: uphan
01-Jun-2012Print Date: Page 6 of 6
ORANGE COUNTY TREASURER-TAX COLLECTOR
01-Jun-2012As of 31-May-2012
As at date:
Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Pool/Non-Pooled Investments
CouponPurchase
Yield
Maturity
Date
Settle
Date CUSIPMarket
Value *
Unrealized
Gain/(Loss)
Capital
AccrualCapital
Interest
Accrual Book Value
Face
Value
Issuer / Broker
Deal
No.FitchMoodysS&P
UNITED STATES DOLLAR
505-Foothill Rnch 87-4 DS
REPURCHASE AGREEMENTS
BAYERISCHE LANDESBK-REPO
0.00 19,743.38 7/24/9726091 6.2000 1,081,500.00 1,081,500.00 0.00 1,081,500.00 0.00008/15/19 1,081,500.00
1,081,500.00 1,081,500.00 0.00 19,743.38 1,081,500.00 0.00 6.2000 0.0000Subtotal for BAYERISCHE LANDESBK-
REPO:
1,081,500.00
Subtotal for REPURCHASE AGREEMENTS: 0.00 19,743.38 6.2000 0.0000 1,081,500.00 1,081,500.00 0.00 1,081,500.00 1,081,500.00
0.00 19,743.38 Total 505-Foothill Rnch 87-4 DS : 6.2000 0.0000 1,081,500.00 1,081,500.00 0.00 1,081,500.00 1,081,500.00
Net Asset Value (NAV): 1.000000
510-Baker Rnch 87-6 Const
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
525,766.52 525,766.52 0.00 525,766.52 0.02206/1/12 525,766.52 AAAmmfAAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0220 525,766.52 525,766.52 0.00 525,766.52 525,766.52
0.00 0.00 Total 510-Baker Rnch 87-6 Const : 0.0220 525,766.52 525,766.52 0.00 525,766.52 525,766.52
Net Asset Value (NAV): 1.000000
514-Sta Teresita 87-9 Con
FUNDS
0.00 0.00
INVESCO STIC GOVERNMENT & AGENCY
63,044.93 63,044.93 0.00 63,044.93 0.02206/1/12 63,044.93 AAAmmfAAAm AAA-mf
Subtotal for FUNDS: 0.00 0.00 0.0220 63,044.93 63,044.93 0.00 63,044.93 63,044.93
0.00 0.00 Total 514-Sta Teresita 87-9 Con : 0.0220 63,044.93 63,044.93 0.00 63,044.93 63,044.93
Net Asset Value (NAV): 1.000000
0.17770.9068 133,593.59 (99,880.09)Total Investments: 56,903,060.68 56,914,304.23 11,243.55 56,857,794.32 57,002,488.15
Deals [Settlement Date] <= 31-May-2012
Deals [Entity Name] include list 100-County General, 112-County Infrastructure, 118-Sheriff RNSP, 145-Revenue Neutrality Fd
, 15B-Housing 99A & 99B, 225-Children & Families, 283-John Wayne Airport, 479-Ladera CF...
* Market values provided by Bloomberg and Northern Trust
Report Parameters
51
PURCHASE MATURITY INTEREST ACCRUEDTRUSTEE INVESTMENT TYPE DATE DATE DESCRIPTION CUSIP # RATE BOOK VALUE MARKET VALUE INTEREST
CERTIFICATES OF PARTICIPATION
1991 CIVIC CENTER PARKING U.S. BANK MONEY MARKET FEDERATED US TREASURY CASH VARIABLE 101,206.54$ 101,206.54$ 0.15$ 1991 CIVIC CENTER PARKING U.S. BANK US TR STRPD BOND 11/15/96 11/15/18 U.S. TREASURY STRIPPED 912803AP8 0.00% 10,458.00 66,104.50 - 1991 CIVIC CENTER PARKING U.S. BANK US TR STRPD BOND 06/01/95 11/15/18 U.S. TREASURY STRIPPED 912833KT6 0.00% 43,923.12 276,639.30 - 1991 CIVIC CENTER PARKING U.S. BANK US TREASURY BOND 06/01/95 11/15/18 US TREASURY BOND 912810EB0 9.00% 2,558,237.10 3,403,726.56 8,433.75
REDEVELOPMENT AGENCIES
2001 NDAPP SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN TREAS OBLIGATION VARIABLE - - -
2003 SANTA ANA HEIGHTS U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 2,995,602.50 2,995,602.50 -
COMMUNITY FACILITIES DISTRICTS
1994 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 1,702,798.75 1,702,798.75 -
1994C/2004A SOCPFA U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 16,450,559.34 16,450,559.34 -
1998 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 2,539,303.03 2,539,303.03 34.55
1999 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 4,097,863.41 4,097,863.41 55.78
1999 SOCPFA SERIES B U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 247,267.86 247,267.86 3.36
2003 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 3,489,150.00 3,489,150.00 -
2005 SOCPFA SERIES A U S BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 0 01 0 01
COUNTY OF ORANGECEO / PUBLIC FINANCE DEPARTMENT
INVENTORY OF INVESTMENTS WITH TRUSTEESMay 31, 2012
2005 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 0.01 0.01 -
ASSESSMENT DISTRICTS
IRVINE COAST U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 2,473,145.62 2,473,145.62 36.41 IRVINE COAST U.S. BANK MONEY MARKET INVESCO STIT TREASURY PORTFOLIO VARIABLE 620,529.79 620,529.79 10.54 IRVINE COAST U.S. BANK COMMERCIAL PAPER 05/04/12 01/29/13 US BANK NA COMMERCIAL PAPER 0.33% 1,716,500.00 1,716,500.00 441.66
NEWPORT COAST - 2003B U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 476,919.06 476,919.06 6.49 NEWPORT COAST - Group 1 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 1,244,950.51 1,244,950.51 16.94 NEWPORT COAST - Group 2 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 794,302.30 794,302.30 10.81 NEWPORT COAST - Group 3 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 972,046.85 972,046.85 13.23 NEWPORT COAST - Group 4 U.S. BANK MONEY MARKET FIRST AMERICAN TREAS OBLIGATION VARIABLE 451,121.43 451,121.43 -
1999 REASSESSMENT BONDS (RAD 99-1R) U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 129,856.49 129,856.49 - 1999 REASSESSMENT BONDS (RAD 99-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 529,357.15 529,357.15 0.05
2001 REASSESSMENT BONDS (RAD 01-1R) U.S. BANK MONEY MARKET FIRST AMERICAN PRIME OBLIGATION VARIABLE 21,231.72 21,231.72 - 2001 REASSESSMENT BONDS (RAD 01-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 270,710.78 270,710.78 -
REVENUE BONDS
2002 JUVENILE JUSTICE CENTER U.S. BANK MONEY MARKET US BANK MONEY MARKET ACCOUNT VARIABLE 46,404,793.15 46,404,793.15 1,572.18
2012 JUVENILE JUSTICE CENTER U.S. BANK MONEY MARKET US BANK MONEY MARKET ACCOUNT VARIABLE 9,659.29 9,659.29 53.29 2012 JUVENILE JUSTICE CENTER U.S. BANK COMMERCIAL PAPER 05/14/12 02/08/13 US BANK NA DISCOUNT CP 0.00% 3,728,187.75 3,715,758.90 552.70
1997 SOLID WASTE MANAGEMENT U.S. BANK MONEY MARKET FIRST AMERICAN GOV'T OBLIGATION VARIABLE 11,101,533.49 11,101,533.49 52.12
2005 LEASE REVENUE REFUNDING BONDS BNY MELLON MONEY MARKET WELLS FARGO ADV TREASURY VARIABLE 23,724,665.14 23,724,665.14 172.77 2005 LEASE REVENUE REFUNDING BONDS BNY MELLON INVEST AGRMNT 11/22/05 01/17/17 NATIXIS FUNDING CORP. 5.005% 15,145,099.23 15,145,099.23 317,944.01
2006 LEASE REVENUE BONDS (COGEN) DEUTSCHE BANK MUTUAL FUND GS FIN SQ MM FUND ADMIN VARIABLE 2,935,358.40 2,935,358.40 15.19 2006 LEASE REVENUE BONDS (COGEN) DEUTSCHE BANK CASH US DOLLAR CURRENCY VARIABLE 2,414,943.94 2,414,943.94
Note: Investment balances with trustee provided by County Executive Office - Public Finance Accounting
Page 1 of 26/14/2012
23 VII.c Investment Trustee-CEO
52
PURCHASE MATURITY INTEREST ACCRUEDTRUSTEE INVESTMENT TYPE DATE DATE DESCRIPTION CUSIP # RATE BOOK VALUE MARKET VALUE INTEREST
COUNTY OF ORANGECEO / PUBLIC FINANCE DEPARTMENT
INVENTORY OF INVESTMENTS WITH TRUSTEESMay 31, 2012
PENSION OBLIGATION BONDS (POBs)
1996A TAXABLE REFUNDING POBs BNY MELLON MONEY MARKET FEDERATED AUTO GOVT CSH VARIABLE 2,280.02 2,280.02 - 1996A TAXABLE REFUNDING POBs BNY MELLON GOVT SECURITY 06/22/00 09/01/16 FED NATL MTG ASSN DISC NTS 31364KQG8 0.00% 55,272,549.30 93,505,686.84 9,005,868.63
1997A TAXABLE REFUNDING POBs BNY MELLON MONEY MARKET FEDERATED AUTO GOVT CSH VARIABLE 2,324.81 2,324.81 - 1997A TAXABLE REFUNDING POBs BNY MELLON GOVT SECURITY 06/22/00 09/01/21 FED NATL MTG ASSN DISC NTS 31364KQH6 0.00% 51,455,110.59 92,839,345.01 4,647,349.62
2012 PREPAID POBs BNY MELLON MUTUAL FUND GS FIN SQ MM FUND ADMIN VARIABLE 7,497.56 7,497.56
RECOVERY BONDS
2005A REFUNDING RECOVERY BONDS BNY MELLON MONEY MARKET WELLS FARGO ADVANTAGE TREASURY VARIABLE 11,054.87 11,054.87 0.84 2005A REFUNDING RECOVERY BONDS BNY MELLON INVEST AGRMNT 10/25/05 06/01/15 NATIXIS FUNDING CORP. VARIABLE 16,799,000.39 16,799,000.39 77.45
COMMERICAL PAPER
TEETER PLAN COMMERCIAL PAPER U.S. BANK MONEY MARKET US BANK MMKT 4 - CT VARIABLE 1,583.86 1,583.86 0.05 TEETER PLAN COMMERCIAL PAPER U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION VARIABLE 40,381.88 40,381.88 0.58
TAX AND REVENUE ANTICIPATION NOTES (TRANs)
11-12 COUNTY OF ORANGE TRANs DEUTSCHE BANK CASH US DOLLAR CURRENCY VARIABLE 62,841,900.34 62,841,900.34 -
TOTAL OF INVESTMENTS WITH TRUSTEES 335,834,965.37$ 416,573,760.62$ 13,982,723.15$
Note: Investment balances with trustee provided by County Executive Office - Public Finance Accounting
Page 2 of 26/14/2012
23 VII.c Investment Trustee-CEO
53
COUNTY OF ORANGECEO / PUBLIC FINANCE DEPARTMENT
INVENTORY OF INVESTMENTS WITH TRUSTEESSUMMARY BY INVESTMENT TYPE
May 31, 2012
PURCHASE MATURITY INTEREST ACCRUED DESCRIPTION DATE DATE CUSIP # RATE BOOK VALUE MARKET VALUE INTEREST
CASH 65,256,844$ 65,256,844$ -$ US DOLLAR CURRENCY 65,256,844 65,256,844 - SUB-TOTAL CASH
MONEY MARKET FUNDS INVESCO STIT TREAS PORTFOLIO VARIABLE 620,530 620,530 11 FEDERATED AUTOMATED GOV CSH VARIABLE 4,605 4,605 - FEDERATED US TREASURY CASH VARIABLE 101,207 101,207 0 FIRST AMERICAN GOV'T OBLIGATION VARIABLE 24,787,782 24,787,782 230 FIRST AMERICAN PRIME OBLIGATION VARIABLE 24,789,199 24,789,199 - FIRST AMERICAN TREAS OBLIGATION VARIABLE 451,121 451,121 - GS FIN SQ MM FUND ADMIN VARIABLE 2,942,856 2,942,856 15 US BANK MMKT 4 -CT VARIABLE 1,584 1,584 0 US BANK MONEY MARKET ACCOUNT VARIABLE 46,414,452 46,414,452 1,625 WELLS FARGO ADVANTAGE TREASURY VARIABLE 23,735,720 23,735,720 174 SUB-TOTAL MONEY MARKET FUNDS 123,849,056 123,849,056 2,055
COMMERCIAL PAPER US BANK NA DISCOUNT CP 05/04/12 01/29/13 1,716,500 1,716,500 442 US BANK NA DISCOUNT CP 05/14/12 02/08/13 3,728,188 3,715,759 553
5,444,688 5,432,259 994
INVESTMENT AGREEMENTS NATIXIS FUNDING CORP. 10/25/05 06/01/15 VARIABLE 16,799,000 16,799,000 77 NATIXIS FUNDING CORP. 11/22/05 01/17/17 5.005% 15,145,099 15,145,099 317,944 SUB-TOTAL INVESTMENT AGREEMENTS 31,944,100 31,944,100 318,021
US TREASURIES U.S. TREASURY BOND 06/01/95 11/15/18 912810EB0 9.00% 2,558,237 3,403,727 8,434 U.S. TREASURY STRIPPED 11/15/96 11/15/18 912803AP8 0.00% 10,458 66,105 - U.S. TREASURY STRIPPED 06/01/95 11/15/18 912833KT6 0.00% 43,923 276,639 - SUB-TOTAL US TREASURIES 2,612,618 3,746,470 8,434
GOVERNMENT SECURITIES FED NATL MTG ASSN DISC NTS 06/22/00 09/01/16 31364KQG8 55,272,549 93,505,687 9,005,869 FED NATL MTG ASSN DISC NTS 06/22/00 09/01/21 31364KQH6 51,455,111 92,839,345 4,647,350 SUB-TOTAL US GOVERNMENT SECURITIES 106,727,660 186,345,032 13,653,218
TOTAL OF INVESTMENTS WITH TRUSTEES 335,834,965$ 416,573,761$ 13,982,723$
Note: Investment balances with trustee provided by County Executive Office - Public Finance Accounting6/14/2012
23 VII.c Investment Trustee-CEO54
JOHN WAYNE AIRPORT Prepared by: Adam StecklerINVESTMENT WITH TRUSTEE Date: 6/11/2012FOR THE MONTH ENDED MAY 2012
Trust Officer: Linda VerstuyftPhone No. (213) 533-8747
Type of Investment / Interest Rate Maturity Market Cost Market Cost Market Cost Market Cost
2003 AIRPORT REVENUE REFUNDING BONDSIncome Cash N/A 0.00 0.00 0.00 0.00 0.00 0.00
1st American Treas. Oblig (Note 1) N/A 0.00 0.00 0.00 0.00 0.00 0.00
Investment Agreement - Rate: 4.47% 4,629,952.80 4,629,952.80Dated: 10/8/2003 7/1/2013
Par Value: $4,629,952.80Accrued Int: $86,807.76
Investment Agreement - Rate: 4.27% 3,325,000.00 3,325,000.00 666,087.50 666,087.50Dated: 10/8/2003 7/1/2013
Par Value: $3,991,087.50Accrued Int: $64,813.59
$4,629,952.80 $4,629,952.80 $3,325,000.00 $3,325,000.00 $666,087.50 $666,087.50
2009A AIRPORT REVENUE BONDSPrincipal Cash N/A 0.00 0.00 0.00 0.00
US Bk Mmkt 4 - Ct (Note 2) 0.00 0.00 1,292,622.64 1,292,622.64 1,366,311.72 1,366,311.72 0.00 0.00991071010
First American Gov't Obligation Fund - Y (Note 3) 35,287.98 35,287.9831846V203
U.S. Treasury Note - Rate: 0.375% - Yield: 0.145% 4,336,418.64 4,342,249.90Dated: 10/20/2011 10/31/2012
Par Value: $4,332,000.00Premium: $10,249.90
Accrued Int: $1,383.53
CUSIP: 912828PD6$4,371,706.62 $4,377,537.88 $1,292,622.64 $1,292,622.64 $1,366,311.72 $1,366,311.72 $0.00 $0.00
2009B AIRPORT REVENUE BONDSUS Bk Mmkt 4 - Ct (Note 2) 0.00 0.00 4,139,142.72 4,139,142.72 3,254,536.39 3,254,536.39 0.00 0.00991071010
First American Gov't Obligation Fund - Y (Note 3) 97,650.64 97,650.6431846V203
U.S. Treasury Notes - Rate: 0.75% - Yield: 0.285% 9,398,147.15 9,399,768.62Dated: 4/14/2011 5/31/2012
Par Value: $9,384,000.00Premium: $49,150.95
Accrued Int: $0.00CUSIP: 912828NE6 $9,495,797.79 $9,497,419.26 $4,139,142.72 $4,139,142.72 $3,254,536.39 $3,254,536.39 $0.00 $0.00
WELLS FARGO BANKCash - Market Rate and Checking Account N/A $7,283,510.47 $7,283,510.47(Interest rate is variable)
(Note 1): 1st American Treas. Oblig - Interest rate is variable. Investment purchases are made throughout the month to keep cash balances at minimum. Interest is payable monthly.(Note 2): US Bank money market deposit account - Interest rate is variable.(Note 3): 1st American Government Obligation Fund - Y - Interest rate is variable.
Reserve Fund Principal Acct. Interest Acct. Cost of Issuance Acct.
55
Orange County Treasurer-Tax CollectorPortfolio Holdings of Debt Issued by Pool Participants
For the Month Ended May 31, 2012
Purchase Date Maturity Yield
S&P Rating Purchase Amount Account Held In
Current Outstanding Market Value***
COUNTY OF ORANGETaxable Pension Obligation Bonds, 2011 Series A 3/15/2011 6/27/2012 1.82% A-1+ 63,500,000$ County Money Market Fund 4,956,655$ 4,956,655$ Taxable Pension Obligation Bonds, 2011 Series A 3/15/2011 6/27/2012 1.82% A-1+ 63,500,000 Educational Money Market Fund 4,956,655 4,956,655 Taxable Pension Obligation Bonds, 2011 Series A 3/15/2011 6/27/2012 1.82% A-1+ 148,919,820 Extended Fund ** 11,624,317 11,624,317
275,919,820$ 21,537,627$ 21,537,627$ COUNTY OF ORANGETaxable Pension Obligation Bonds, 2012 Series A 1/18/2012 8/1/2012 0.75% A+ 1,500,000 John Wayne Airport 1,500,000 1,500,180 Taxable Pension Obligation Bonds, 2012 Series A 1/18/2012 2/1/2013 0.85% A+ 12,500,000 County Money Market Fund 12,500,000 12,513,000 Taxable Pension Obligation Bonds, 2012 Series A 1/18/2012 2/1/2013 0.85% A+ 12,500,000 Educational Money Market Fund 12,500,000 12,513,000 Taxable Pension Obligation Bonds, 2012 Series A 1/18/2012 5/1/2013 0.90% A+ 18,000,000 Extended Fund ** 18,000,000 18,031,680 Taxable Pension Obligation Bonds, 2012 Series A 1/18/2012 6/28/2013 0.95% A+ 17,000,000 Extended Fund ** 17,000,000 17,041,650
61,500,000$ 61,500,000$ 61,599,510$ ORANGE COUNTY TRANSPORTATION AUTHORITYORANGE CNTY TRANSPRTN AUTH TOLL ROAD REVENUE 12/19/2010 8/15/2013 1.55% A 75,000,000 Extended Fund ** 75,000,000 75,691,500 ORANGE CNTY TRANSPRTN AUTH TOLL ROAD REVENUE 12/19/2010 8/15/2013 1.55% A 25,000,000 Extended Fund ** 25,000,000 25,196,750
100,000,000$ 100,000,000$ 100,888,250$
183,037,627$ 184,025,387$
** Percentage breakdown of Extended Fund ownership: Orange County Investment Pool - 55.03% Orange County Educational Investment Pool - 44.97%***Market values provided by Bloomberg and Northern Trust
56
Orange County Treasurer-Tax CollectorTemporary and Bridge Transfers to School Districts**
For the Month Ended May 31, 2012
Bridge Transfer-from OCIP Transfer Date Maturity Int Rate* Original Amount Principal Paydown Principal OutstandingAnaheim City School 4/30/2012 10/31/2012 0.52% 2,778,905$ County Money Market Fund 405,720$ 2,373,185$ Buena Park 4/30/2012 10/31/2012 0.52% 436,838$ County Money Market Fund 63,779 373,059 Capistrano Unified 4/30/2012 10/31/2012 0.52% 12,660,000$ County Money Market Fund 1,848,360 10,811,640 Fullerton Joint Union High 4/30/2012 10/31/2012 0.52% 2,100,000$ County Money Market Fund 306,600 1,793,400 La Habra City 4/30/2012 10/31/2012 0.52% 564,444$ County Money Market Fund 82,408 482,036 Ocean View 4/30/2012 10/31/2012 0.52% 1,429,721$ County Money Market Fund 208,740 1,220,981 Placentia - Yorba Linda Unified 4/30/2012 10/31/2012 0.52% 3,913,060$ County Money Market Fund 571,307 3,341,753 Santa Ana Unified 4/30/2012 10/31/2012 0.52% 4,023,422$ County Money Market Fund 587,420 3,436,002
Total 4,074,334$ 23,832,056$
Temporary Transfer-from OCEIP Transfer Date Maturity Int Rate* Original Amount Principal Paydown Principal OutstandingAnaheim Union High 4/30/2012 10/31/2012 0.52% 55,000,000$ Educational Money Market Fund - 55,000,000$ Brea Olinda Unified 4/30/2012 10/31/2012 0.52% 3,000,000$ Educational Money Market Fund - 3,000,000 Fullerton Joint Union High 4/30/2012 10/31/2012 0.52% 15,000,000$ Educational Money Market Fund - 15,000,000 La Habra City 4/30/2012 10/31/2012 0.52% 4,000,000$ Educational Money Market Fund - 4,000,000 Santa Ana Unified 4/30/2012 10/31/2012 0.52% 70,000,000$ Educational Money Market Fund - 70,000,000
Total 0 147,000,000$
Total Bridge & Temporary Transfers 170,832,056$
* Int Rate equals the prior month gross pool apportionment rate of return plus 5 basis points.** Temporary & Bridge Transfers are authorized by California Constitution Article XVI, and OC Board of Supervisors Resolutions 11-195 and 12-010
57
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 1 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
576847 FREDDIE MAC /CASTLE OAK
SECURITIES
AGN FLOAT1 0.1840 0.1030 /
INT5/1/2012 0.00 (7,552.08) 0.00 0.00 7,552.08 5/1/2012
MAT5/1/2012 (50,000,000.00) 7,005.56 (50,007,005.56) 0.00 50,000,000.00 5/1/2012
576849 FREDDIE MAC /CASTLE OAK
SECURITIES
AGN FLOAT1 0.1840 0.1030 /
INT5/1/2012 0.00 (7,552.08) 0.00 0.00 7,552.08 5/1/2012
MAT5/1/2012 (50,000,000.00) 7,005.56 (50,007,005.56) 0.00 50,000,000.00 5/1/2012
578247 FREDDIE MAC /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1840 0.0971 /
INT5/1/2012 0.00 (7,552.08) 0.00 0.00 7,552.08 5/1/2012
MAT5/1/2012 (50,000,000.00) 8,444.44 (50,008,444.44) 0.00 50,000,000.00 5/1/2012
581261 FREDDIE MAC /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1840 0.0832 /
INT5/1/2012 0.00 (4,984.38) 0.00 0.00 4,984.38 5/1/2012
MAT5/1/2012 (33,000,000.00) 7,619.33 (33,007,619.33) 0.00 33,000,000.00 5/1/2012
581783 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0800 0.0800 /
MAT5/1/2012 (50,000,000.00) (3,666.67)(49,996,333.33) 0.00 50,000,000.00 5/1/2012
587799 FED FARM CR BK /BNP PARIBAS AGDN 0.0500 0.0500 /
PURC5/1/2012 25,000,000.00 0.00 24,999,687.50 0.00 (24,999,687.50)5/10/2012
587800 FNMA DISCOUNT /BNP PARIBAS AGDN 0.0800 0.0800 /
PURC5/1/2012 34,000,000.00 0.00 33,998,488.90 0.00 (33,998,488.89)5/21/2012
587801 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.1100 0.1100 /
PURC5/1/2012 25,000,000.00 0.00 25,000,000.00 0.00 (25,000,000.00)5/22/2012
587802 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.0800 0.0800 /
PURC5/1/2012 19,060,000.00 0.00 19,059,745.87 0.00 (19,059,745.87)5/7/2012
587805 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0500 0.0500 /
PURC5/1/2012 50,000,000.00 0.00 49,999,930.55 0.00 (49,999,930.56)5/2/2012
588015 US TREASURY N/B /GOLDMAN
SACHS
TBILL 0.0550 0.0550 /
PURC5/1/2012 50,000,000.00 0.00 49,999,312.50 0.00 (49,999,312.50)5/10/2012
588019 FED HM LN BK BD / AGYMAT 0.1900 0.2039 /
Deals [Transaction Type] = SE58
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 2 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
PURC5/1/2012 7,500,000.00 0.00 7,502,143.75 0.00 (7,502,143.75)2/15/2013
559248 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/2/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,470,066.64 6/27/2012
INT5/2/2012 0.00 (8,756.43) 0.00 0.00 8,756.43 6/27/2012
582354 CHEVRON CORP /BARCLAY
CAPITAL
CP 0.0800 0.0800 /
MAT5/2/2012 (25,000,000.00) (1,666.67)(24,998,333.33) 0.00 25,000,000.00 5/2/2012
582356 FED HM LN BK BD /DEUTSCHE AGNF1 0.2000 0.2583 /
INT5/2/2012 0.00 (10,000.00) 0.00 0.00 10,000.00 5/2/2013
587805 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0500 0.0500 /
MAT5/2/2012 (50,000,000.00) (69.44)(49,999,930.56) 0.00 50,000,000.00 5/2/2012
588332 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.1000 0.1000 /
PURC5/2/2012 25,000,000.00 0.00 24,998,055.55 0.00 (24,998,055.56)5/30/2012
588337 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.0900 0.0900 /
PURC5/2/2012 50,000,000.00 0.00 49,999,125.00 0.00 (49,999,125.00)5/9/2012
588560 NESTLE CAPITAL
CORP
/CRED SUIS
SECURITIES
CP 0.0300 0.0300 /
PURC5/3/2012 40,000,000.00 0.00 39,999,966.68 0.00 (39,999,966.67)5/4/2012
588565 CHEVRON CORP /BARCLAY
CAPITAL
CP 0.0700 0.0700 /
PURC5/3/2012 25,000,000.00 0.00 24,999,659.73 0.00 (24,999,659.72)5/10/2012
588566 CHEVRON CORP /BARCLAY
CAPITAL
CP 0.0600 0.0600 /
PURC5/3/2012 15,000,000.00 0.00 14,999,975.00 0.00 (14,999,975.00)5/4/2012
554222 TORONTO
DOMINION BANK
NY
/TDSI YCDF 0.2594 0.2884 /
INT5/4/2012 0.00 (1,741.67) 0.00 0.00 1,741.67 5/4/2012
MAT5/4/2012 (8,000,000.00) 372.64 (8,000,372.64) 0.00 8,000,000.00 5/4/2012
583417 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.0950 0.0950 /
MAT5/4/2012 (22,410,000.00) (1,478.44)(22,408,521.56) 0.00 22,410,000.00 5/4/2012
Deals [Transaction Type] = SE59
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 3 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
583721 FHLB DISC CORP /JP MORGAN
CHASE & CO
AGDN 0.0900 0.0900 /
MAT5/4/2012 (50,000,000.00) (3,000.00)(49,997,000.00) 0.00 50,000,000.00 5/4/2012
583722 FHLB DISC CORP /JP MORGAN
CHASE & CO
AGDN 0.0900 0.0900 /
MAT5/4/2012 (24,600,000.00) (1,476.00)(24,598,524.00) 0.00 24,600,000.00 5/4/2012
588560 NESTLE CAPITAL
CORP
/CRED SUIS
SECURITIES
CP 0.0300 0.0300 /
MAT5/4/2012 (40,000,000.00) (33.33)(39,999,966.67) 0.00 40,000,000.00 5/4/2012
588566 CHEVRON CORP /BARCLAY
CAPITAL
CP 0.0600 0.0600 /
MAT5/4/2012 (15,000,000.00) (25.00)(14,999,975.00) 0.00 15,000,000.00 5/4/2012
588984 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.1000 0.1000 /
PURC5/4/2012 50,000,000.00 0.00 49,996,388.90 0.00 (49,996,388.89)5/30/2012
588985 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.1100 0.1100 /
PURC5/4/2012 15,000,000.00 0.00 14,998,441.67 0.00 (14,998,441.67)6/7/2012
588986 WAL-MART
STORES INC
/CITIGROUP
GLOBAL
MARKETS
CP 0.1200 0.1200 /
PURC5/4/2012 26,000,000.00 0.00 25,996,446.66 0.00 (25,996,446.67)6/14/2012
588991 ROYAL BANK OF
CANADA
/RBC YCD 0.1100 0.1100 /
PURC5/4/2012 25,000,000.00 0.00 25,000,000.00 0.00 (25,000,000.00)6/4/2012
588992 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.1400 0.1400 /
PURC5/4/2012 10,000,000.00 0.00 10,000,000.00 0.00 (10,000,000.00)6/8/2012
588997 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0800 0.0800 /
PURC5/4/2012 10,000,000.00 0.00 9,999,933.33 0.00 (9,999,933.33)5/7/2012
588998 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.0900 0.0900 /
PURC5/4/2012 30,000,000.00 0.00 29,999,550.00 0.00 (29,999,550.00)5/10/2012
572396 FREDDIE
DISCOUNT
/JEFFERIES &
COMPANY
AGDN 0.0900 0.0900 /
Deals [Transaction Type] = SE60
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 4 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
MAT5/7/2012 (15,000,000.00) (3,337.50)(14,996,662.50) 0.00 15,000,000.00 5/7/2012
587802 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.0800 0.0800 /
MAT5/7/2012 (19,060,000.00) (254.13)(19,059,745.87) 0.00 19,060,000.00 5/7/2012
588997 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0800 0.0800 /
MAT5/7/2012 (10,000,000.00) (66.67)(9,999,933.33) 0.00 10,000,000.00 5/7/2012
589247 NETJETS INC. /GOLDMAN
SACHS
CP 0.1000 0.1000 /
PURC5/7/2012 7,000,000.00 0.00 6,999,669.44 0.00 (6,999,669.44)5/24/2012
589248 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
PURC5/7/2012 13,000,000.00 0.00 12,999,949.44 0.00 (12,999,949.44)5/8/2012
589249 US TREASURY N/B /BARCLAYS
CAPITAL
TBILL 0.0660 0.0660 /
PURC5/7/2012 25,000,000.00 0.00 24,999,862.50 0.00 (24,999,862.50)5/10/2012
589248 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
MAT5/8/2012 (13,000,000.00) (50.56)(12,999,949.44) 0.00 13,000,000.00 5/8/2012
589303 FED HM LN BK BD /RBC CALLGOVAGY 0.8750 0.8735 /
PURC5/8/2012 25,000,000.00 0.00 25,018,131.90 0.00 (25,018,131.89)4/10/2015
581522 FHLB DISC CORP /CASTLE OAK
SECURITIES
AGDN 0.0800 0.0800 /
MAT5/9/2012 (25,000,000.00) (2,333.33)(24,997,666.67) 0.00 25,000,000.00 5/9/2012
583415 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0950 0.0950 /
MAT5/9/2012 (50,000,000.00) (3,958.33)(49,996,041.67) 0.00 50,000,000.00 5/9/2012
583416 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0950 0.0950 /
MAT5/9/2012 (2,500,000.00) (197.92)(2,499,802.08) 0.00 2,500,000.00 5/9/2012
584175 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.0900 0.0900 /
MAT5/9/2012 (50,000,000.00) (3,500.00)(49,996,500.00) 0.00 50,000,000.00 5/9/2012
Deals [Transaction Type] = SE61
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 5 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
588337 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.0900 0.0900 /
MAT5/9/2012 (50,000,000.00) (875.00)(49,999,125.00) 0.00 50,000,000.00 5/9/2012
589565 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0700 0.0700 /
PURC5/9/2012 15,000,000.00 0.00 14,999,620.83 0.00 (14,999,620.83)5/22/2012
589566 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
PURC5/9/2012 50,000,000.00 0.00 49,998,833.35 0.00 (49,998,833.33)5/21/2012
589576 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
PURC5/9/2012 50,000,000.00 0.00 49,999,805.55 0.00 (49,999,805.56)5/10/2012
589578 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
PURC5/9/2012 14,130,000.00 0.00 14,129,945.05 0.00 (14,129,945.05)5/10/2012
589579 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0800 0.0800 /
PURC5/9/2012 15,000,000.00 0.00 14,999,500.01 0.00 (14,999,500.00)5/24/2012
589782 FED FARM CR BK /UBS
FINANCIAL
SERVICES
AGNF1 0.2200 0.2223 /
PURC5/9/2012 10,000,000.00 0.00 10,002,366.67 0.00 (10,002,366.67)3/27/2013
589784 JP MORGAN
CHASE & CO
/CASTLE OAK
SECURITIES
MTNFFDIC 0.7036 0.1197 /
PURC5/9/2012 30,000,000.00 0.00 30,050,250.63 0.00 (30,050,250.62)6/15/2012
583728 ROYAL BANK OF
CANADA
/RBC YCD 0.1300 0.1300 /
INT5/10/2012 0.00 (2,708.33) 0.00 0.00 2,708.33 5/10/2012
MAT5/10/2012 (25,000,000.00) 0.00 (25,000,000.00) 0.00 25,000,000.00 5/10/2012
583740 CHEVRON CORP /MORGAN
STANLEY
CP 0.1000 0.1000 /
MAT5/10/2012 (50,000,000.00) (4,166.67)(49,995,833.33) 0.00 50,000,000.00 5/10/2012
587799 FED FARM CR BK /BNP PARIBAS AGDN 0.0500 0.0500 /
MAT5/10/2012 (25,000,000.00) (312.50)(24,999,687.50) 0.00 25,000,000.00 5/10/2012
Deals [Transaction Type] = SE62
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 6 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
588015 US TREASURY N/B /GOLDMAN
SACHS
TBILL 0.0550 0.0550 /
MAT5/10/2012 (50,000,000.00) (687.50)(49,999,312.50) 0.00 50,000,000.00 5/10/2012
588565 CHEVRON CORP /BARCLAY
CAPITAL
CP 0.0700 0.0700 /
MAT5/10/2012 (25,000,000.00) (340.28)(24,999,659.72) 0.00 25,000,000.00 5/10/2012
588998 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.0900 0.0900 /
MAT5/10/2012 (30,000,000.00) (450.00)(29,999,550.00) 0.00 30,000,000.00 5/10/2012
589249 US TREASURY N/B /BARCLAYS
CAPITAL
TBILL 0.0660 0.0660 /
MAT5/10/2012 (25,000,000.00) (137.50)(24,999,862.50) 0.00 25,000,000.00 5/10/2012
589303 FED HM LN BK BD /RBC CALLGOVAGY 0.8750 0.8735 /
CALL REPAY PRINCIPAL5/10/2012 (25,000,000.00) 0.00 (25,018,131.89) 0.00 25,018,131.89 4/10/2015
INT5/10/2012 0.00 (18,229.17) 0.00 0.00 18,229.17 4/10/2015
589576 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
MAT5/10/2012 (50,000,000.00) (194.44)(49,999,805.56) 0.00 50,000,000.00 5/10/2012
589578 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
MAT5/10/2012 (14,130,000.00) (54.95)(14,129,945.05) 0.00 14,130,000.00 5/10/2012
589842 FNMA DISCOUNT /BARCLAYS
CAPITAL
AGDN 0.0500 0.0500 /
PURC5/10/2012 20,000,000.00 0.00 19,999,694.44 0.00 (19,999,694.44)5/21/2012
589848 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1400 0.1400 /
PURC5/10/2012 50,000,000.00 0.00 49,998,638.90 0.00 (49,998,638.89)5/17/2012
589849 FED HM LN BK BD / CALLGOVAGY 0.2000 0.1948 /
PURC5/10/2012 10,000,000.00 0.00 10,004,555.68 0.00 (10,004,555.68)11/23/2012
589850 FED HM LN BK BD / CALLGOVAGY 0.2500 0.2407 /
PURC5/10/2012 25,000,000.00 0.00 25,030,243.05 0.00 (25,030,243.06)11/23/2012
589851 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
PURC5/10/2012 11,510,000.00 0.00 11,512,195.21 0.00 (11,512,195.21)4/17/2015
589852 FED HM LN BK BD /BNP PARIBAS AGNF1 0.2300 0.2381 /
Deals [Transaction Type] = SE63
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 7 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
PURC5/10/2012 10,000,000.00 0.00 9,999,190.00 0.00 (9,999,190.00)5/10/2013
589854 FED HM LN BK BD /BNP PARIBAS AGNF1 0.2000 0.0919 /
PURC5/10/2012 50,000,000.00 0.00 50,074,594.45 0.00 (50,074,594.44)5/11/2012
578478 FED HM LN BK BD /BNP PARIBAS AGNF1 0.1900 0.2333 /
SALE5/11/2012 (15,000,000.00) 2,492,325.69 (14,996,058.33) 0.00 12,503,732.64 2/15/2013
589854 FED HM LN BK BD /BNP PARIBAS AGNF1 0.2000 0.0919 /
INT5/11/2012 0.00 (74,722.22) 0.00 0.00 74,722.22 5/11/2012
MAT5/11/2012 (50,000,000.00) 74,594.44 (50,074,594.44) 0.00 50,000,000.00 5/11/2012
590073 FREDDIE
DISCOUNT
/CITIGROUP
GLOBAL
MARKETS
AGDN 0.0600 0.0600 /
PURC5/11/2012 25,000,000.00 0.00 24,999,791.68 0.00 (24,999,791.67)5/16/2012
590299 GENERAL
ELECTRIC CO
/CASTLE OAK
SECURITIES
MTNFDIC 2.0000 0.1702 /
PURC5/11/2012 8,635,000.00 0.00 8,715,580.87 0.00 (8,715,580.87)9/28/2012
590300 GOLDMAN SACHS
GROUP INC
/JP MORGAN
CHASE & CO
MTNFDIC 3.2500 0.1209 /
PURC5/11/2012 10,000,000.00 0.00 10,161,305.56 0.00 (10,161,305.56)6/15/2012
590301 JP MORGAN
CHASE & CO
/JP MORGAN
CHASE & CO
MTNFDIC 2.2000 0.1198 /
PURC5/11/2012 10,000,000.00 0.00 10,108,822.22 0.00 (10,108,822.22)6/15/2012
561385 FED FARM CR BK /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2579 0.1303 /
INT5/13/2012 0.00 (2,085.42) 0.00 0.00 2,085.42 11/13/2012
585557 FED FARM CR BK /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2302 0.1216 /
INT5/13/2012 0.00 (4,796.88) 0.00 0.00 4,796.88 8/13/2012
583741 FHLB DISC CORP /BANK OF
AMERICA
AGDN 0.0900 0.0900 /
MAT5/14/2012 (5,800,000.00) (493.00)(5,799,507.00) 0.00 5,800,000.00 5/14/2012
517142 ROYAL BANK OF
CANADA
/JEFFERIES &
COMPANY
YCD 0.5450 0.4000 /
INT5/15/2012 0.00 (17,909.31) 0.00 0.00 17,909.31 5/15/2012
INT5/15/2012 0.00 (53,826.32) 0.00 0.00 53,826.32 5/15/2012
MAT5/15/2012 (6,500,000.00) 10,256.99 (6,510,256.99) 0.00 6,500,000.00 5/15/2012
521568 ROYAL BANK OF
CANADA
/JEFFERIES &
COMPANY
YCD 0.5450 0.3500 /
INT5/15/2012 0.00 (15,154.03) 0.00 0.00 15,154.03 5/15/2012
Deals [Transaction Type] = SE64
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 8 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
INT5/15/2012 0.00 (45,545.35) 0.00 0.00 45,545.35 5/15/2012
MAT5/15/2012 (5,500,000.00) 10,990.06 (5,510,990.06) 0.00 5,500,000.00 5/15/2012
590586 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.1000 0.1000 /
PURC5/15/2012 50,000,000.00 0.00 49,999,861.10 0.00 (49,999,861.11)5/16/2012
590587 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.1000 0.1000 /
PURC5/15/2012 50,000,000.00 0.00 49,999,861.10 0.00 (49,999,861.11)5/16/2012
590777 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
PURC5/15/2012 25,000,000.00 0.00 24,999,895.83 0.00 (24,999,895.83)5/16/2012
559248 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/16/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,471,814.90 6/27/2012
INT5/16/2012 0.00 (7,008.17) 0.00 0.00 7,008.17 6/27/2012
574057 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.1500 0.1500 /
CALL REPAY PRINCIPAL5/16/2012 (20,000,000.00) 0.00 (20,000,000.00) 0.00 20,000,000.00 8/30/2012
INT5/16/2012 0.00 (7,500.00) 0.00 0.00 7,500.00 8/30/2012
587230 FREDDIE
DISCOUNT
/JP MORGAN
CHASE & CO
AGDN 0.0600 0.0600 /
MAT5/16/2012 (21,727,000.00) (688.02)(21,726,311.98) 0.00 21,727,000.00 5/16/2012
590073 FREDDIE
DISCOUNT
/CITIGROUP
GLOBAL
MARKETS
AGDN 0.0600 0.0600 /
MAT5/16/2012 (25,000,000.00) (208.33)(24,999,791.67) 0.00 25,000,000.00 5/16/2012
590586 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.1000 0.1000 /
MAT5/16/2012 (50,000,000.00) (138.89)(49,999,861.11) 0.00 50,000,000.00 5/16/2012
590587 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.1000 0.1000 /
MAT5/16/2012 (50,000,000.00) (138.89)(49,999,861.11) 0.00 50,000,000.00 5/16/2012
590777 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
Deals [Transaction Type] = SE65
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 9 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
MAT5/16/2012 (25,000,000.00) (104.17)(24,999,895.83) 0.00 25,000,000.00 5/16/2012
591041 FHLB DISC CORP /BANK OF
AMERICA
AGDN 0.0800 0.0800 /
PURC5/16/2012 50,000,000.00 0.00 49,999,888.90 0.00 (49,999,888.89)5/17/2012
591042 FHLB DISC CORP /BANK OF
AMERICA
AGDN 0.0800 0.0800 /
PURC5/16/2012 50,000,000.00 0.00 49,999,888.90 0.00 (49,999,888.89)5/17/2012
540950 FANNIE MAE /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2402 0.1847 /
INT5/17/2012 0.00 (2,247.92) 0.00 0.00 2,247.92 9/17/2012
589848 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1400 0.1400 /
MAT5/17/2012 (50,000,000.00) (1,361.11)(49,998,638.89) 0.00 50,000,000.00 5/17/2012
589851 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
CALL REPAY PRINCIPAL5/17/2012 (11,510,000.00) 0.00 (11,512,195.21) 0.00 11,512,195.21 4/17/2015
INT5/17/2012 0.00 (2,397.92) 0.00 0.00 2,397.92 4/17/2015
591041 FHLB DISC CORP /BANK OF
AMERICA
AGDN 0.0800 0.0800 /
MAT5/17/2012 (50,000,000.00) (111.11)(49,999,888.89) 0.00 50,000,000.00 5/17/2012
591042 FHLB DISC CORP /BANK OF
AMERICA
AGDN 0.0800 0.0800 /
MAT5/17/2012 (50,000,000.00) (111.11)(49,999,888.89) 0.00 50,000,000.00 5/17/2012
591090 FED HM LN BK BD /JP MORGAN
CHASE & CO
CALLGOVAGY 0.2500 0.2458 /
PURC5/17/2012 24,000,000.00 0.00 24,029,518.39 0.00 (24,029,518.40)11/23/2012
591092 FNMA DISCOUNT /CITIGROUP
GLOBAL
MARKETS
AGDN 0.0700 0.0700 /
PURC5/17/2012 48,538,000.00 0.00 48,537,622.47 0.00 (48,537,622.48)5/21/2012
591094 FNMA DISCOUNT /BNP PARIBAS AGDN 0.0700 0.0700 /
PURC5/17/2012 22,100,000.00 0.00 22,099,828.11 0.00 (22,099,828.11)5/21/2012
591096 FED HM LN BK BD /CRED SUIS
SECURITIES
CALLGOVAGY 0.3100 0.3100 /
PURC5/17/2012 5,000,000.00 0.00 5,003,013.89 0.00 (5,003,013.89)12/17/2012
591098 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
PURC5/17/2012 49,800,000.00 0.00 49,799,322.17 0.00 (49,799,322.17)5/24/2012
Deals [Transaction Type] = SE66
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 10 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
581528 FED HM LN BK BD /CASTLE OAK
SECURITIES
AGNF1 1.1250 0.0804 /
INT5/18/2012 0.00 (132,356.25) 0.00 0.00 132,356.25 5/18/2012
MAT5/18/2012 (23,530,000.00) 129,662.07 (23,659,662.07) 0.00 23,530,000.00 5/18/2012
591565 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
PURC5/18/2012 50,000,000.00 0.00 49,998,666.65 0.00 (49,998,666.67)5/24/2012
581529 FED FARM CR BK /MORGAN
STANLEY
AGN FLOAT3 0.1660 0.1751 /
INT5/20/2012 0.00 (9,422.81) 0.00 0.00 9,422.81 11/20/2012
546952 TORONTO
DOMINION BANK
NY
/TDSI YCDF 0.3007 0.3007 /
INT5/21/2012 0.00 (3,613.75) 0.00 0.00 3,613.75 9/21/2012
581529 FED FARM CR BK /MORGAN
STANLEY
AGN FLOAT3 0.1660 0.1751 /
INT5/21/2012 0.00 (76.68) 0.00 0.00 76.68 11/20/2012
583427 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0900 0.0900 /
MAT5/21/2012 (50,000,000.00) (5,250.00)(49,994,750.00) 0.00 50,000,000.00 5/21/2012
587800 FNMA DISCOUNT /BNP PARIBAS AGDN 0.0800 0.0800 /
MAT5/21/2012 (34,000,000.00) (1,511.11)(33,998,488.89) 0.00 34,000,000.00 5/21/2012
589566 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
MAT5/21/2012 (50,000,000.00) (1,166.67)(49,998,833.33) 0.00 50,000,000.00 5/21/2012
589842 FNMA DISCOUNT /BARCLAYS
CAPITAL
AGDN 0.0500 0.0500 /
MAT5/21/2012 (20,000,000.00) (305.56)(19,999,694.44) 0.00 20,000,000.00 5/21/2012
591092 FNMA DISCOUNT /CITIGROUP
GLOBAL
MARKETS
AGDN 0.0700 0.0700 /
MAT5/21/2012 (48,538,000.00) (377.52)(48,537,622.48) 0.00 48,538,000.00 5/21/2012
591094 FNMA DISCOUNT /BNP PARIBAS AGDN 0.0700 0.0700 /
MAT5/21/2012 (22,100,000.00) (171.89)(22,099,828.11) 0.00 22,100,000.00 5/21/2012
591620 ROYAL BANK OF
CANADA
/RBC YCD 0.6000 0.6000 /
Deals [Transaction Type] = SE67
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 11 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
PURC5/21/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)5/21/2013
591835 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1500 0.1500 /
PURC5/21/2012 25,000,000.00 0.00 24,999,895.83 0.00 (24,999,895.83)5/22/2012
591837 FED HM LN BK BD /MORGAN
STANLEY
CALLGOVAGY 0.5500 0.5487 /
PURC5/21/2012 26,250,000.00 0.00 26,285,830.91 0.00 (26,285,830.91)2/24/2015
591840 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.5000 0.4984 /
PURC5/21/2012 50,000,000.00 0.00 50,020,330.00 0.00 (50,020,330.00)4/24/2014
591845 FED HM LN BK BD /UBS
FINANCIAL
SERVICES
CALLGOVAGY 0.2700 0.2700 /
PURC5/21/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)6/21/2013
585298 FED HM LN BK BD /JEFFERIES &
COMPANY
AGNF1 0.2300 0.2530 /
SALE5/22/2012 (25,000,000.00) 12,491,934.72 (24,994,250.00) 0.00 12,502,315.28 4/18/2013
587801 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.1100 0.1100 /
INT5/22/2012 0.00 (1,604.17) 0.00 0.00 1,604.17 5/22/2012
MAT5/22/2012 (25,000,000.00) 0.00 (25,000,000.00) 0.00 25,000,000.00 5/22/2012
589565 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0700 0.0700 /
MAT5/22/2012 (15,000,000.00) (379.17)(14,999,620.83) 0.00 15,000,000.00 5/22/2012
591835 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1500 0.1500 /
MAT5/22/2012 (25,000,000.00) (104.17)(24,999,895.83) 0.00 25,000,000.00 5/22/2012
591888 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
PURC5/22/2012 50,000,000.00 0.00 49,999,888.90 0.00 (49,999,888.89)5/23/2012
592115 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
PURC5/22/2012 15,000,000.00 0.00 14,999,795.84 0.00 (14,999,795.83)5/29/2012
592116 US TREASURY N/B /JP MORGAN
CHASE & CO
TBILL 0.0550 0.0550 /
PURC5/22/2012 50,000,000.00 0.00 49,999,312.50 0.00 (49,999,312.50)5/31/2012
592117 FED HM LN BK BD /JP MORGAN
CHASE & CO
CALLGOVAGY 0.5000 0.4995 /
Deals [Transaction Type] = SE68
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 12 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
PURC5/22/2012 6,000,000.00 0.00 6,002,474.99 0.00 (6,002,474.99)4/23/2014
574905 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.2000 0.2000 /
CALL REPAY PRINCIPAL5/23/2012 (15,000,000.00) 0.00 (15,000,000.00) 0.00 15,000,000.00 11/23/2012
INT5/23/2012 0.00 (2,500.00) 0.00 0.00 2,500.00 11/23/2012
582619 FANNIE MAE /GOLDMAN
SACHS GROUP
INC
AGN FLOAT1 0.3205 0.1689 /
INT5/23/2012 0.00 (1,152.79) 0.00 0.00 1,152.79 11/23/2012
INT5/23/2012 0.00 (17,055.00) 0.00 0.00 17,055.00 11/23/2012
591090 FED HM LN BK BD /JP MORGAN
CHASE & CO
CALLGOVAGY 0.2500 0.2458 /
CALL REPAY PRINCIPAL5/23/2012 (24,000,000.00) 0.00 (24,029,518.40) 0.00 24,029,518.40 11/23/2012
INT5/23/2012 0.00 (30,000.00) 0.00 0.00 30,000.00 11/23/2012
591888 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
MAT5/23/2012 (50,000,000.00) (111.11)(49,999,888.89) 0.00 50,000,000.00 5/23/2012
592117 FED HM LN BK BD /JP MORGAN
CHASE & CO
CALLGOVAGY 0.5000 0.4995 /
CALL REPAY PRINCIPAL5/23/2012 (6,000,000.00) 0.00 (6,002,474.99) 0.00 6,002,474.99 4/23/2014
INT5/23/2012 0.00 (2,500.00) 0.00 0.00 2,500.00 4/23/2014
592153 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.1000 0.1000 /
PURC5/23/2012 10,000,000.00 0.00 9,999,777.78 0.00 (9,999,777.78)5/31/2012
592154 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
PURC5/23/2012 50,000,000.00 0.00 49,999,777.80 0.00 (49,999,777.78)5/25/2012
592167 FED HM LN BK BD /FTN CALLGOVAGY 0.3000 0.3000 /
PURC5/23/2012 5,000,000.00 0.00 5,000,000.00 0.00 (5,000,000.00)6/21/2013
567774 FREDDIE MAC /JP MORGAN
CHASE & CO
AGN FLOAT1 0.2336 0.1187 /
INT5/24/2012 0.00 (7,489.58) 0.00 0.00 7,489.58 8/24/2012
589247 NETJETS INC. /GOLDMAN
SACHS
CP 0.1000 0.1000 /
MAT5/24/2012 (7,000,000.00) (330.56)(6,999,669.44) 0.00 7,000,000.00 5/24/2012
589579 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0800 0.0800 /
MAT5/24/2012 (15,000,000.00) (500.00)(14,999,500.00) 0.00 15,000,000.00 5/24/2012
591098 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
MAT5/24/2012 (49,800,000.00) (677.83)(49,799,322.17) 0.00 49,800,000.00 5/24/2012
Deals [Transaction Type] = SE69
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 13 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
591565 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
MAT5/24/2012 (50,000,000.00) (1,333.33)(49,998,666.67) 0.00 50,000,000.00 5/24/2012
591837 FED HM LN BK BD /MORGAN
STANLEY
CALLGOVAGY 0.5500 0.5487 /
CALL REPAY PRINCIPAL5/24/2012 (26,250,000.00) 0.00 (26,285,830.91) 0.00 26,285,830.91 2/24/2015
INT5/24/2012 0.00 (36,093.75) 0.00 0.00 36,093.75 2/24/2015
591840 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.5000 0.4984 /
CALL REPAY PRINCIPAL5/24/2012 (50,000,000.00) 0.00 (50,020,330.00) 0.00 50,020,330.00 4/24/2014
INT5/24/2012 0.00 (20,833.33) 0.00 0.00 20,833.33 4/24/2014
592677 FHLB DISC CORP /RBC AGDN 0.0600 0.0600 /
PURC5/24/2012 40,000,000.00 0.00 39,999,933.32 0.00 (39,999,933.33)5/25/2012
592680 FHLB DISC CORP /UBS
FINANCIAL
SERVICES
AGDN 0.0800 0.0800 /
PURC5/24/2012 38,520,000.00 0.00 38,519,914.41 0.00 (38,519,914.40)5/25/2012
592681 FHLB DISC CORP /BNP PARIBAS AGDN 0.0600 0.0600 /
PURC5/24/2012 50,000,000.00 0.00 49,999,916.65 0.00 (49,999,916.67)5/25/2012
582356 FED HM LN BK BD /DEUTSCHE AGNF1 0.2000 0.2583 /
SALE5/25/2012 (20,000,000.00) 4,998,813.90 (19,994,066.67) 0.00 14,995,252.77 5/2/2013
584826 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.2200 0.2205 /
SALE5/25/2012 (15,000,000.00) 9,976,130.00 (14,967,550.00) 0.00 4,991,420.00 4/2/2013
592154 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
MAT5/25/2012 (50,000,000.00) (222.22)(49,999,777.78) 0.00 50,000,000.00 5/25/2012
592677 FHLB DISC CORP /RBC AGDN 0.0600 0.0600 /
MAT5/25/2012 (40,000,000.00) (66.67)(39,999,933.33) 0.00 40,000,000.00 5/25/2012
592680 FHLB DISC CORP /UBS
FINANCIAL
SERVICES
AGDN 0.0800 0.0800 /
MAT5/25/2012 (38,520,000.00) (85.60)(38,519,914.40) 0.00 38,520,000.00 5/25/2012
592681 FHLB DISC CORP /BNP PARIBAS AGDN 0.0600 0.0600 /
MAT5/25/2012 (50,000,000.00) (83.33)(49,999,916.67) 0.00 50,000,000.00 5/25/2012
592756 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.2900 0.2900 /
PURC5/25/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)6/10/2013
592757 GENERAL ELEC
CAP CORP
/CASTLE OAK
SECURITIES
MTNFFDIC 0.7745 0.1340 /
Deals [Transaction Type] = SE70
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 14 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
PURC5/25/2012 25,040,000.00 0.00 25,088,256.89 0.00 (25,088,256.88)6/8/2012
592909 MORGAN
STANLEY
/CASTLE OAK
SECURITIES
MTNFFDIC 0.8236 0.1352 /
PURC5/25/2012 10,700,000.00 0.00 10,721,475.17 0.00 (10,721,475.17)6/20/2012
592964 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
PURC5/25/2012 50,000,000.00 0.00 49,999,555.55 0.00 (49,999,555.56)5/29/2012
592965 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
PURC5/25/2012 50,000,000.00 0.00 49,999,555.55 0.00 (49,999,555.56)5/29/2012
592966 FHLB DISC CORP /RBC AGDN 0.0800 0.0800 /
PURC5/25/2012 50,000,000.00 0.00 49,999,555.55 0.00 (49,999,555.56)5/29/2012
592967 NESTLE CAPITAL
CORP
/MORGAN
STANLEY
CP 0.0600 0.0600 /
PURC5/25/2012 20,000,000.00 0.00 19,999,866.66 0.00 (19,999,866.67)5/29/2012
592970 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.0900 0.0900 /
PURC5/25/2012 14,120,000.00 0.00 14,119,823.50 0.00 (14,119,823.50)5/30/2012
592971 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.1100 0.1100 /
PURC5/25/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)6/22/2012
541738 FANNIE MAE /DEUTSCHE AGN FLOAT1 0.1773 0.1567 /
INT5/26/2012 0.00 (4,765.63) 0.00 0.00 4,765.63 7/26/2012
562952 FANNIE MAE /MORGAN
STANLEY
AGN FLOAT1 0.2472 0.1036 /
INT5/26/2012 0.00 (9,531.25) 0.00 0.00 9,531.25 7/26/2012
564989 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGN FLOAT1 0.2600 0.1590 /
INT5/28/2012 0.00 (32,500.00) 0.00 0.00 32,500.00 8/28/2012
581254 NESTLE CAPITAL
CORP
/BANK OF
AMERICA
CP 0.1000 0.1000 /
MAT5/29/2012 (50,000,000.00) (8,750.00)(49,991,250.00) 0.00 50,000,000.00 5/29/2012
592115 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
MAT5/29/2012 (15,000,000.00) (204.17)(14,999,795.83) 0.00 15,000,000.00 5/29/2012
592964 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
MAT5/29/2012 (50,000,000.00) (444.44)(49,999,555.56) 0.00 50,000,000.00 5/29/2012
592965 FHLB DISC CORP /DEUTSCHE AGDN 0.0800 0.0800 /
MAT5/29/2012 (50,000,000.00) (444.44)(49,999,555.56) 0.00 50,000,000.00 5/29/2012
Deals [Transaction Type] = SE71
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 15 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
592966 FHLB DISC CORP /RBC AGDN 0.0800 0.0800 /
MAT5/29/2012 (50,000,000.00) (444.44)(49,999,555.56) 0.00 50,000,000.00 5/29/2012
592967 NESTLE CAPITAL
CORP
/MORGAN
STANLEY
CP 0.0600 0.0600 /
MAT5/29/2012 (20,000,000.00) (133.33)(19,999,866.67) 0.00 20,000,000.00 5/29/2012
593021 NESTLE CAPITAL
CORP
/MORGAN
STANLEY
CP 0.0700 0.0700 /
PURC5/29/2012 50,000,000.00 0.00 49,999,902.80 0.00 (49,999,902.78)5/30/2012
593022 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.0650 0.0650 /
PURC5/29/2012 50,000,000.00 0.00 49,999,729.15 0.00 (49,999,729.17)6/1/2012
593024 NESTLE CAPITAL
CORP
/CITIGROUP
GLOBAL
MARKETS
CP 0.1000 0.1000 /
PURC5/29/2012 20,000,000.00 0.00 19,999,944.44 0.00 (19,999,944.44)5/30/2012
593037 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
PURC5/29/2012 50,000,000.00 0.00 49,999,805.55 0.00 (49,999,805.56)5/30/2012
593038 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
PURC5/29/2012 15,000,000.00 0.00 14,999,941.67 0.00 (14,999,941.67)5/30/2012
561389 FNMA DISCOUNT /UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
MAT5/30/2012 (8,255,000.00) (2,776.89)(8,252,223.11) 0.00 8,255,000.00 5/30/2012
561390 FNMA DISCOUNT /CITIGROUP
GLOBAL
MARKETS
AGDN 0.0650 0.0650 /
MAT5/30/2012 (42,000,000.00) 39,986,880.83 (41,986,880.83) 0.00 2,000,000.00 5/30/2012
588332 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.1000 0.1000 /
MAT5/30/2012 (25,000,000.00) (1,944.44)(24,998,055.56) 0.00 25,000,000.00 5/30/2012
588984 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.1000 0.1000 /
MAT5/30/2012 (50,000,000.00) (3,611.11)(49,996,388.89) 0.00 50,000,000.00 5/30/2012
Deals [Transaction Type] = SE72
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 16 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
592970 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.0900 0.0900 /
MAT5/30/2012 (14,120,000.00) (176.50)(14,119,823.50) 0.00 14,120,000.00 5/30/2012
593021 NESTLE CAPITAL
CORP
/MORGAN
STANLEY
CP 0.0700 0.0700 /
MAT5/30/2012 (50,000,000.00) (97.22)(49,999,902.78) 0.00 50,000,000.00 5/30/2012
593024 NESTLE CAPITAL
CORP
/CITIGROUP
GLOBAL
MARKETS
CP 0.1000 0.1000 /
MAT5/30/2012 (20,000,000.00) (55.56)(19,999,944.44) 0.00 20,000,000.00 5/30/2012
593037 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
MAT5/30/2012 (50,000,000.00) (194.44)(49,999,805.56) 0.00 50,000,000.00 5/30/2012
593038 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
MAT5/30/2012 (15,000,000.00) (58.33)(14,999,941.67) 0.00 15,000,000.00 5/30/2012
593242 MORGAN
STANLEY
/BNP PARIBAS MTNFDIC 1.9500 0.1194 /
PURC5/30/2012 1,665,000.00 0.00 1,681,116.65 0.00 (1,681,116.65)6/20/2012
593243 GENERAL ELEC
CAP CORP
/BNP PARIBAS MTNFDIC 2.2000 0.1222 /
PURC5/30/2012 1,052,000.00 0.00 1,063,539.51 0.00 (1,063,539.51)6/8/2012
593244 FNMA DISCOUNT /BARCLAYS
CAPITAL
AGDN 0.0400 0.0400 /
PURC5/30/2012 50,000,000.00 0.00 49,999,333.35 0.00 (49,999,333.33)6/11/2012
593245 WELLS FARGO
BANK
/BNP PARIBAS MTNFDIC 2.1250 0.1212 /
PURC5/30/2012 1,121,000.00 0.00 1,132,849.62 0.00 (1,132,849.62)6/15/2012
593246 US TREASURY N/B /BNP PARIBAS TBILL 0.0300 0.0300 /
PURC5/30/2012 50,000,000.00 0.00 49,999,666.65 0.00 (49,999,666.67)6/7/2012
593248 US TREASURY N/B /UBS
FINANCIAL
SERVICES
TBILL 0.0525 0.0525 /
PURC5/30/2012 25,000,000.00 0.00 24,999,963.55 0.00 (24,999,963.54)5/31/2012
559248 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/31/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,473,188.77 6/27/2012
Deals [Transaction Type] = SE73
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 17 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: County Money Mkt Fnd
INT5/31/2012 0.00 (5,634.30) 0.00 0.00 5,634.30 6/27/2012
592116 US TREASURY N/B /JP MORGAN
CHASE & CO
TBILL 0.0550 0.0550 /
MAT5/31/2012 (50,000,000.00) (687.50)(49,999,312.50) 0.00 50,000,000.00 5/31/2012
592153 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.1000 0.1000 /
MAT5/31/2012 (10,000,000.00) (222.22)(9,999,777.78) 0.00 10,000,000.00 5/31/2012
593248 US TREASURY N/B /UBS
FINANCIAL
SERVICES
TBILL 0.0525 0.0525 /
MAT5/31/2012 (25,000,000.00) (36.46)(24,999,963.54) 0.00 25,000,000.00 5/31/2012
593528 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.0900 0.0900 /
PURC5/31/2012 14,500,000.00 0.00 14,499,238.75 0.00 (14,499,238.75)6/21/2012
593530 US TREASURY N/B /BNP PARIBAS TRBD 0.6250 0.0562 /
PURC5/31/2012 10,000,000.00 0.00 10,004,687.50 26,098.90 (10,030,786.40)6/30/2012
593681 MORGAN
STANLEY
/JP MORGAN
CHASE & CO
MTNFDIC 1.9500 0.1200 /
PURC5/31/2012 7,335,000.00 0.00 7,406,022.48 0.00 (7,406,022.48)6/20/2012
593756 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
PURC5/31/2012 45,000,000.00 0.00 44,999,387.51 0.00 (44,999,387.50)6/7/2012
307,602,739.07 69,513,991.49 (560,227,759.17)(560,774,000.00) Sub Total: 26,098.90
Fund: Extended Fund
456075 GENERAL ELEC
CAP CORP
/BARCLAYS
CAPITAL
MTNF 0.4744 1.6096 /
INT5/1/2012 0.00 (48,151.11) 0.00 0.00 48,151.11 11/1/2012
484570 GENERAL ELEC
CAP CORP
/JEFFERIES &
COMPANY
MTNF 0.5956 1.0670 /
INT5/2/2012 0.00 (7,382.40) 0.00 0.00 7,382.40 8/2/2012
511021 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/2/2012 (148,919,820.00) 0.00 (148,919,820.00) 0.00 5,792,785.50 6/27/2012
INT5/2/2012 0.00 (20,535.53) 0.00 0.00 20,535.53 6/27/2012
557237 FED HM LN BK BD /CANTOR
FITZGERALD
AGNF1 0.3700 0.3330 /
INT5/3/2012 0.00 (18,500.00) 0.00 0.00 18,500.00 5/3/2013
557238 FED HM LN BK BD /BNP PARIBAS AGNF1 0.3700 0.3385 /
Deals [Transaction Type] = SE74
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 18 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Extended Fund
INT5/3/2012 0.00 (27,750.00) 0.00 0.00 27,750.00 5/3/2013
573793 FREDDIE MAC /UBS
FINANCIAL
SERVICES
AGNF1 0.3000 0.3962 /
SALE5/3/2012 (10,000,000.00) (17,220.00)(9,980,650.00) 0.00 9,997,870.00 3/21/2014
588559 MICROSOFT CORP /CRED SUIS
SECURITIES
MTN 2.9500 0.4581 /
PURC5/3/2012 15,339,000.00 0.00 16,128,498.33 191,055.77 (16,319,554.10)6/1/2014
555542 FANNIE MAE /GREENWICH
CAPITAL
CALLGOVAGY 1.0000 1.0034 /
INT5/7/2012 0.00 (50,000.00) 0.00 0.00 50,000.00 11/7/2014
555543 FANNIE MAE /GREENWICH
CAPITAL
CALLGOVAGY 1.0000 1.0085 /
INT5/7/2012 0.00 (75,000.00) 0.00 0.00 75,000.00 11/7/2014
589253 FANNIE MAE /DEUTSCHE CALLGOVAGY 1.7500 1.5036 /
PURC5/7/2012 10,000,000.00 0.00 10,119,944.44 0.00 (10,119,944.44)5/3/2017
589254 FANNIE MAE /OPPENHEIMER
& CO., INC
CALLGOVAGY 1.7500 1.5034 /
PURC5/7/2012 25,000,000.00 0.00 25,300,111.10 0.00 (25,300,111.11)5/3/2017
589257 FED HM LN BK BD / CALLGOVAGY 0.8750 0.8727 /
PURC5/7/2012 25,000,000.00 0.00 25,018,125.00 0.00 (25,018,125.00)4/10/2015
452468 FED FARM CR BK /RBC AGNF1 3.8750 1.2458 /
SALE5/9/2012 (25,000,000.00) 21,650,871.35 (26,747,381.94) 0.00 5,096,510.59 6/4/2012
513657 US TREASURY N/B /JP MORGAN
CHASE & CO
TRBD 0.7500 0.3900 /
SALE5/9/2012 (50,000,000.00) 47,099,499.10 (50,210,937.50) 0.00 3,111,438.40 5/31/2012
519315 FED HM LN BK BD /CANTOR
FITZGERALD
AGNF1 1.3750 0.3151 /
SALE5/9/2012 (25,000,000.00) 23,413,516.81 (25,427,100.69) 0.00 2,013,583.88 6/8/2012
465043 BERKSHIRE
HATHAWAY INC
/RBC MTNF 0.8581 0.8254 /
INT5/11/2012 0.00 (2,447.75) 0.00 0.00 2,447.75 2/11/2013
INT5/11/2012 0.00 (37,763.37) 0.00 0.00 37,763.37 2/11/2013
556631 FANNIE MAE /RBC CALLGOVAGY 0.6000 0.5849 /
INT5/14/2012 0.00 (30,000.00) 0.00 0.00 30,000.00 11/14/2013
556632 FANNIE MAE /BNP PARIBAS CALLGOVAGY 0.6000 0.5799 /
INT5/14/2012 0.00 (75,000.00) 0.00 0.00 75,000.00 11/14/2013
Deals [Transaction Type] = SE75
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 19 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Extended Fund
556891 FANNIE MAE /BANK OF
AMERICA
CALLGOVAGY 0.5500 0.5500 /
INT5/15/2012 0.00 (68,750.00) 0.00 0.00 68,750.00 11/15/2013
511021 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/16/2012 (148,919,820.00) 0.00 (148,919,820.00) 0.00 5,796,885.50 6/27/2012
INT5/16/2012 0.00 (16,435.53) 0.00 0.00 16,435.53 6/27/2012
452468 FED FARM CR BK /RBC AGNF1 3.8750 1.2458 /
SALE5/21/2012 (25,000,000.00) 11,457,376.52 (26,747,381.94) 0.00 15,290,005.42 6/4/2012
558036 FANNIE MAE /CANTOR
FITZGERALD
CALLGOVAGY 0.5500 0.5903 /
INT5/21/2012 0.00 (41,250.00) 0.00 0.00 41,250.00 11/21/2013
591841 FED HM LN BK BD /JEFFERIES &
COMPANY
AGNF1 2.5000 0.4253 /
PURC5/21/2012 10,000,000.00 0.00 10,534,997.72 0.00 (10,534,997.72)6/13/2014
591842 FED HM LN BK BD /OPPENHEIMER
& CO., INC
AGNF1 2.5000 0.4252 /
PURC5/21/2012 10,000,000.00 0.00 10,535,022.22 0.00 (10,535,022.22)6/13/2014
406412 JP MORGAN
CHASE & CO
/JP MORGAN
CHASE & CO
MTNFDIC 2.2000 2.2200 /
SALE5/23/2012 (25,000,000.00) (288,336.39)(24,984,500.00) 0.00 25,272,836.39 6/15/2012
560854 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 0.2000 0.2034 /
SALE5/23/2012 (25,000,000.00) (27,939.55)(25,000,841.67) 0.00 25,028,781.22 11/29/2012
560855 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 0.2000 0.2034 /
SALE5/23/2012 (25,000,000.00) (27,939.55)(25,000,841.67) 0.00 25,028,781.22 11/29/2012
560856 FED HM LN BK BD /OPPENHEIMER
& CO., INC
AGNF1 0.2200 0.1474 /
SALE5/23/2012 (25,000,000.00) 9,588.39 (25,028,686.11) 0.00 25,019,097.72 8/24/2012
569415 FREDDIE MAC /CRED SUIS
SECURITIES
AGNF1 0.3750 0.4182 /
SALE5/23/2012 (50,000,000.00) (121,829.17)(49,955,520.83) 0.00 50,077,350.00 2/27/2014
592168 FED HM LN BK BD /BARCLAY
CAPITAL
CALLGOVAGY 0.7500 0.7500 /
PURC5/23/2012 25,000,000.00 0.00 25,000,000.00 0.00 (25,000,000.00)11/23/2015
592169 FANNIE MAE /RBC STEPGOVAGY 0.8500 0.7893 /
PURC5/23/2012 50,000,000.00 0.00 50,148,500.00 0.00 (50,148,500.00)5/23/2017
Deals [Transaction Type] = SE76
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 20 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Extended Fund
592170 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.8000 0.8000 /
PURC5/23/2012 25,000,000.00 0.00 25,000,000.00 0.00 (25,000,000.00)5/23/2017
452468 FED FARM CR BK /RBC AGNF1 3.8750 1.2458 /
SALE5/24/2012 (25,000,000.00) 21,650,688.88 (26,747,381.94) 0.00 5,096,693.06 6/4/2012
531472 FANNIE MAE /CANTOR
FITZGERALD
AGNF1 0.3750 0.4387 /
SALE5/24/2012 (50,000,000.00) 24,888,133.50 (49,953,020.83) 0.00 25,064,887.33 12/28/2012
560525 FED FARM CR BK /UBS
FINANCIAL
SERVICES
AGNF1 0.2500 0.2500 /
INT5/24/2012 0.00 (23,333.33) 0.00 0.00 23,333.33 5/24/2013
560535 FED FARM CR BK /MESIROW
FINANCIAL
AGNF1 0.2500 0.2568 /
INT5/24/2012 0.00 (5,833.33) 0.00 0.00 5,833.33 5/24/2013
561384 FED FARM CR BK /OPPENHEIMER
& CO., INC
AGNF1 0.2500 0.2651 /
INT5/24/2012 0.00 (11,666.67) 0.00 0.00 11,666.67 5/24/2013
592692 FANNIE MAE / CALLGOVAGY 1.1250 0.3288 /
PURC5/24/2012 10,000,000.00 0.00 10,123,290.00 0.00 (10,123,290.00)10/8/2013
592693 FANNIE MAE /UBS
FINANCIAL
SERVICES
CALLGOVAGY 0.5000 0.5706 /
PURC5/24/2012 25,000,000.00 0.00 24,956,250.00 0.00 (24,956,250.00)11/24/2014
592694 FANNIE MAE / CALLGOVAGY 1.1250 0.3288 /
PURC5/24/2012 15,000,000.00 0.00 15,184,935.00 0.00 (15,184,935.00)10/8/2013
592695 FANNIE MAE /CRED SUIS
SECURITIES
CALLGOVAGY 0.5000 0.5706 /
PURC5/24/2012 50,000,000.00 0.00 49,912,500.00 0.00 (49,912,500.00)11/24/2014
592696 FANNIE MAE /CRED SUIS
SECURITIES
CALLGOVAGY 0.5000 0.5706 /
PURC5/24/2012 33,500,000.00 0.00 33,441,375.00 0.00 (33,441,375.00)11/24/2014
592755 FANNIE MAE /CRED SUIS
SECURITIES
CALLGOVAGY 0.5000 0.5707 /
PURC5/25/2012 5,000,000.00 0.00 4,991,319.44 0.00 (4,991,319.44)11/24/2014
551227 FED HM LN BK BD /MORGAN
STANLEY
AGNF1 0.3750 0.4990 /
INT5/27/2012 0.00 (75,000.00) 0.00 0.00 75,000.00 11/27/2013
Deals [Transaction Type] = SE77
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 21 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Extended Fund
584829 FED HM LN BK BD /STERNE AGEE
& LEACH
AGNF1 1.3750 0.3659 /
INT5/28/2012 0.00 (68,750.00) 0.00 0.00 68,750.00 5/28/2014
536628 FANNIE MAE /MORGAN
STANLEY
AGNF1 0.3750 0.4068 /
SALE5/29/2012 (6,000,000.00) (16,811.00)(5,999,112.50) 0.00 6,015,923.50 12/28/2012
550968 FANNIE MAE /CASTLE OAK
SECURITIES
AGNF1 1.1250 0.5306 /
SALE5/29/2012 (15,000,000.00) (9,157.50)(15,178,248.75) 0.00 15,187,406.25 10/8/2013
557815 FANNIE MAE /BANK OF
AMERICA
AGNF1 1.5000 0.3861 /
SALE5/29/2012 (30,000,000.00) 122,450.00 (30,711,800.00) 0.00 30,589,350.00 6/26/2013
559202 FREDDIE MAC /RBC CALLGOVAGY 0.5000 0.6512 /
INT5/29/2012 0.00 (62,500.00) 0.00 0.00 62,500.00 11/29/2013
593039 FANNIE MAE /UBS
FINANCIAL
SERVICES
CALLGOVAGY 0.7000 0.7000 /
PURC5/29/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)5/29/2015
593040 FANNIE MAE /CRED SUIS
SECURITIES
CALLGOVAGY 0.7000 0.7000 /
PURC5/29/2012 10,000,000.00 0.00 10,000,000.00 0.00 (10,000,000.00)5/29/2015
593041 FANNIE MAE /MORGAN
STANLEY
CALLGOVAGY 0.7000 0.7000 /
PURC5/29/2012 25,000,000.00 0.00 25,000,000.00 0.00 (25,000,000.00)5/29/2015
511021 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/31/2012 (148,919,820.00) 0.00 (148,919,820.00) 0.00 5,800,107.51 6/27/2012
INT5/31/2012 0.00 (13,213.52) 0.00 0.00 13,213.52 6/27/2012
525210 US TREASURY N/B /BNP PARIBAS TRBD 0.5000 0.3162 /
INT5/31/2012 0.00 (92,500.00) 0.00 0.00 92,500.00 11/30/2012
(100,433,868.00) 148,911,128.85 (478,037,998.12)(473,920,460.00) Sub Total: 191,055.77
Fund: Educational Money Mkt Fnd
578245 FREDDIE MAC /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1840 0.0971 /
INT5/1/2012 0.00 (2,265.63) 0.00 0.00 2,265.63 5/1/2012
MAT5/1/2012 (15,000,000.00) 2,533.33 (15,002,533.33) 0.00 15,000,000.00 5/1/2012
588016 FED HM LN BK BD /CRED SUIS
SECURITIES
AGNF1 1.3750 0.1159 /
Deals [Transaction Type] = SE78
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 22 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
PURC5/1/2012 15,000,000.00 0.00 15,101,277.08 0.00 (15,101,277.08)6/8/2012
588017 FANNIE MAE /BNP PARIBAS AGNF1 4.8750 0.1015 /
PURC5/1/2012 20,000,000.00 0.00 20,486,518.32 0.00 (20,486,518.33)5/18/2012
511019 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/2/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,470,066.64 6/27/2012
INT5/2/2012 0.00 (8,756.43) 0.00 0.00 8,756.43 6/27/2012
554776 ROYAL BANK OF
CANADA
/RBC YCDF 0.4653 0.4653 /
INT5/2/2012 0.00 (7,687.50) 0.00 0.00 7,687.50 11/2/2012
585825 NESTLE CAPITAL
CORP
/CRED SUIS
SECURITIES
CP 0.0600 0.0600 /
MAT5/2/2012 (22,000,000.00) (440.00)(21,999,560.00) 0.00 22,000,000.00 5/2/2012
586852 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0600 0.0600 /
MAT5/2/2012 (50,000,000.00) (583.33)(49,999,416.67) 0.00 50,000,000.00 5/2/2012
588333 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.1500 0.1500 /
PURC5/2/2012 15,000,000.00 0.00 14,998,250.00 0.00 (14,998,250.00)5/30/2012
588334 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.1500 0.1501 /
PURC5/2/2012 15,000,000.00 0.00 14,988,687.50 0.00 (14,988,687.50)10/30/2012
588336 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0900 0.0900 /
PURC5/2/2012 19,500,000.00 0.00 19,498,635.00 0.00 (19,498,635.00)5/30/2012
588338 FREDDIE MAC /JP MORGAN
CHASE & CO
AGNF1 1.2500 0.1010 /
PURC5/2/2012 20,000,000.00 0.00 20,124,943.56 0.00 (20,124,943.56)5/3/2012
586545 US TREASURY N/B /BARCLAY
CAPITAL
TBILL 0.0600 0.0600 /
MAT5/3/2012 (50,000,000.00) (750.00)(49,999,250.00) 0.00 50,000,000.00 5/3/2012
587161 FED HM LN BK BD /CASTLE OAK
SECURITIES
CALLGOVAGY 1.4000 1.3948 /
CALL REPAY PRINCIPAL5/3/2012 (13,740,000.00) 0.00 (13,755,724.67) 0.00 13,755,724.67 4/3/2017
INT5/3/2012 0.00 (16,030.00) 0.00 0.00 16,030.00 4/3/2017
587537 FREDDIE MAC /JP MORGAN
CHASE & CO
AGNF1 1.2500 0.1010 /
INT5/3/2012 0.00 (156,250.00) 0.00 0.00 156,250.00 5/3/2012
MAT5/3/2012 (25,000,000.00) 156,038.33 (25,156,038.33) 0.00 25,000,000.00 5/3/2012
Deals [Transaction Type] = SE79
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 23 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
588338 FREDDIE MAC /JP MORGAN
CHASE & CO
AGNF1 1.2500 0.1010 /
INT5/3/2012 0.00 (125,000.00) 0.00 0.00 125,000.00 5/3/2012
MAT5/3/2012 (20,000,000.00) 124,943.56 (20,124,943.56) 0.00 20,000,000.00 5/3/2012
588564 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0900 0.0900 /
PURC5/3/2012 50,000,000.00 0.00 49,999,125.00 0.00 (49,999,125.00)5/10/2012
584825 FHLB DISC CORP /JP MORGAN
CHASE & CO
AGDN 0.0950 0.0950 /
MAT5/4/2012 (15,000,000.00) (831.25)(14,999,168.75) 0.00 15,000,000.00 5/4/2012
587242 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 1.6000 1.5942 /
CALL REPAY PRINCIPAL5/4/2012 (6,995,000.00) 0.00 (7,004,116.04) 0.00 7,004,116.04 4/4/2017
INT5/4/2012 0.00 (9,326.67) 0.00 0.00 9,326.67 4/4/2017
543327 FED FARM CR BK /BNP PARIBAS AGN FLOAT1 0.2251 0.1792 /
INT5/7/2012 0.00 (1,088.54) 0.00 0.00 1,088.54 9/7/2012
586229 CHEVRON CORP /BARCLAYS
CAPITAL
CP 0.0700 0.0700 /
MAT5/7/2012 (25,000,000.00) (680.56)(24,999,319.44) 0.00 25,000,000.00 5/7/2012
586857 FHLB DISC CORP /RBC AGDN 0.1000 0.1000 /
SALE5/7/2012 (25,000,000.00) (1,111.11)(24,998,055.56) 0.00 24,999,166.67 5/23/2012
589250 ROYAL BANK OF
CANADA
/BARCLAYS
CAPITAL
YCDSA 2.2500 0.3934 /
PURC5/7/2012 18,000,000.00 0.00 18,343,620.00 0.00 (18,343,620.00)3/15/2013
589251 GENERAL ELEC
CAP CORP
/JP MORGAN
CHASE & CO
MTNFDIC 2.2000 0.1207 /
PURC5/7/2012 12,000,000.00 0.00 12,130,698.67 0.00 (12,130,698.67)6/8/2012
589255 FED FARM CR BK /CASTLE OAK
SECURITIES
AGN FLOAT3 0.3760 0.1230 /
INT5/7/2012 0.00 (190.00) 0.00 0.00 190.00 7/2/2012
PURC5/7/2012 15,000,000.00 0.00 15,011,183.09 0.00 (15,011,183.08)7/2/2012
577592 FED HM LN BK BD /UBS
FINANCIAL
SERVICES
STEPGOVAGY 0.1000 0.1328 /
CALL REPAY PRINCIPAL5/9/2012 (5,000,000.00) 0.00 (4,998,902.78) 0.00 4,998,902.78 2/8/2013
INT5/9/2012 0.00 (1,250.00) 0.00 0.00 1,250.00 2/8/2013
586508 FNMA DISCOUNT /GREENWICH
CAPITAL
MARKETS
AGDN 0.0600 0.0600 /
Deals [Transaction Type] = SE80
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 24 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
MAT5/9/2012 (9,500,000.00) (237.50)(9,499,762.50) 0.00 9,500,000.00 5/9/2012
586521 FREDDIE
DISCOUNT
/UBS
FINANCIAL
SERVICES
AGDN 0.0600 0.0600 /
MAT5/10/2012 (50,000,000.00) (1,333.33)(49,998,666.67) 0.00 50,000,000.00 5/10/2012
586529 FREDDIE
DISCOUNT
/UBS
FINANCIAL
SERVICES
AGDN 0.0800 0.0800 /
MAT5/10/2012 (25,000,000.00) (888.89)(24,999,111.11) 0.00 25,000,000.00 5/10/2012
588564 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0900 0.0900 /
MAT5/10/2012 (50,000,000.00) (875.00)(49,999,125.00) 0.00 50,000,000.00 5/10/2012
589853 FED HM LN BK BD /BNP PARIBAS AGNF1 0.2300 0.2381 /
PURC5/10/2012 10,000,000.00 0.00 9,999,190.00 0.00 (9,999,190.00)5/10/2013
589856 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
PURC5/10/2012 10,000,000.00 0.00 10,001,907.22 0.00 (10,001,907.22)4/17/2015
585243 FREDDIE MAC /DEUTSCHE AGN FLOAT1 0.2213 0.1162 /
INT5/11/2012 0.00 (2,876.25) 0.00 0.00 2,876.25 5/11/2012
MAT5/11/2012 (15,600,000.00) 1,667.25 (15,601,667.25) 0.00 15,600,000.00 5/11/2012
585556 FED FARM CR BK /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2302 0.1216 /
INT5/13/2012 0.00 (2,878.13) 0.00 0.00 2,878.13 8/13/2012
581781 FREDDIE
DISCOUNT
/UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
MAT5/14/2012 (6,000,000.00) (536.67)(5,999,463.33) 0.00 6,000,000.00 5/14/2012
586975 FNMA DISCOUNT /FTN FINANCIAL AGDN 0.0800 0.0800 /
MAT5/14/2012 (37,000,000.00) (1,480.00)(36,998,520.00) 0.00 37,000,000.00 5/14/2012
563266 FED HM LN BK BD /CASTLE OAK
SECURITIES
AGNF1 5.7500 0.0602 /
INT5/15/2012 0.00 (325,018.75) 0.00 0.00 325,018.75 5/15/2012
MAT5/15/2012 (11,305,000.00) 322,161.73 (11,627,161.73) 0.00 11,305,000.00 5/15/2012
590588 FHLB DISC CORP /FTN FINANCIAL AGDN 0.1000 0.1000 /
PURC5/15/2012 25,000,000.00 0.00 24,999,930.55 0.00 (24,999,930.56)5/16/2012
Deals [Transaction Type] = SE81
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 25 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
590779 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
PURC5/15/2012 50,000,000.00 0.00 49,999,791.65 0.00 (49,999,791.67)5/16/2012
590780 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
PURC5/15/2012 20,000,000.00 0.00 19,999,916.66 0.00 (19,999,916.67)5/16/2012
511019 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/16/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,471,814.90 6/27/2012
INT5/16/2012 0.00 (7,008.17) 0.00 0.00 7,008.17 6/27/2012
574056 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.1500 0.1500 /
CALL REPAY PRINCIPAL5/16/2012 (15,000,000.00) 0.00 (15,000,000.00) 0.00 15,000,000.00 8/30/2012
INT5/16/2012 0.00 (5,625.00) 0.00 0.00 5,625.00 8/30/2012
585286 FHLB DISC CORP /GREENWICH
CAPITAL
AGDN 0.0900 0.0900 /
MAT5/16/2012 (15,000,000.00) (1,050.00)(14,998,950.00) 0.00 15,000,000.00 5/16/2012
585297 FREDDIE
DISCOUNT
/CITIGROUP
GLOBAL
MARKETS
AGDN 0.0650 0.0650 /
MAT5/16/2012 (15,000,000.00) (758.33)(14,999,241.67) 0.00 15,000,000.00 5/16/2012
590588 FHLB DISC CORP /FTN FINANCIAL AGDN 0.1000 0.1000 /
MAT5/16/2012 (25,000,000.00) (69.44)(24,999,930.56) 0.00 25,000,000.00 5/16/2012
590779 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
MAT5/16/2012 (50,000,000.00) (208.33)(49,999,791.67) 0.00 50,000,000.00 5/16/2012
590780 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
MAT5/16/2012 (20,000,000.00) (83.33)(19,999,916.67) 0.00 20,000,000.00 5/16/2012
591044 FED FARM CR BK /MORGAN
STANLEY
AGDN 0.0800 0.0800 /
PURC5/16/2012 50,000,000.00 0.00 49,999,888.90 0.00 (49,999,888.89)5/17/2012
540951 FANNIE MAE /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2402 0.1847 /
INT5/17/2012 0.00 (2,487.32) 0.00 0.00 2,487.32 9/17/2012
Deals [Transaction Type] = SE82
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 26 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
589856 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
CALL REPAY PRINCIPAL5/17/2012 (10,000,000.00) 0.00 (10,001,907.22) 0.00 10,001,907.22 4/17/2015
INT5/17/2012 0.00 (2,083.33) 0.00 0.00 2,083.33 4/17/2015
591044 FED FARM CR BK /MORGAN
STANLEY
AGDN 0.0800 0.0800 /
MAT5/17/2012 (50,000,000.00) (111.11)(49,999,888.89) 0.00 50,000,000.00 5/17/2012
591082 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 1.1250 0.0805 /
PURC5/17/2012 27,855,000.00 0.00 28,011,621.70 0.00 (28,011,621.71)5/18/2012
591091 FED FARM CR BK /MORGAN
STANLEY
AGDN 0.0700 0.0700 /
PURC5/17/2012 20,000,000.00 0.00 19,999,961.10 0.00 (19,999,961.11)5/18/2012
591095 FED HM LN BK BD /CRED SUIS
SECURITIES
CALLGOVAGY 0.3100 0.3100 /
PURC5/17/2012 5,000,000.00 0.00 5,003,013.89 0.00 (5,003,013.89)12/17/2012
582102 FANNIE MAE /UBS
FINANCIAL
SERVICES
AGNF1 4.8750 0.0904 /
INT5/18/2012 0.00 (455,081.25) 0.00 0.00 455,081.25 5/18/2012
MAT5/18/2012 (18,670,000.00) 452,728.83 (19,122,728.83) 0.00 18,670,000.00 5/18/2012
588017 FANNIE MAE /BNP PARIBAS AGNF1 4.8750 0.1015 /
INT5/18/2012 0.00 (487,500.00) 0.00 0.00 487,500.00 5/18/2012
MAT5/18/2012 (20,000,000.00) 486,518.33 (20,486,518.33) 0.00 20,000,000.00 5/18/2012
591082 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 1.1250 0.0805 /
INT5/18/2012 0.00 (156,684.38) 0.00 0.00 156,684.38 5/18/2012
MAT5/18/2012 (27,855,000.00) 156,621.71 (28,011,621.71) 0.00 27,855,000.00 5/18/2012
591091 FED FARM CR BK /MORGAN
STANLEY
AGDN 0.0700 0.0700 /
MAT5/18/2012 (20,000,000.00) (38.89)(19,999,961.11) 0.00 20,000,000.00 5/18/2012
591566 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
PURC5/18/2012 50,000,000.00 0.00 49,998,666.65 0.00 (49,998,666.67)5/24/2012
591567 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
PURC5/18/2012 20,000,000.00 0.00 19,999,466.66 0.00 (19,999,466.67)5/24/2012
Deals [Transaction Type] = SE83
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 27 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
546951 TORONTO
DOMINION BANK
NY
/TDSI YCDF 0.3007 0.3007 /
INT5/21/2012 0.00 (6,022.92) 0.00 0.00 6,022.92 9/21/2012
586972 FREDDIE
DISCOUNT
/BANK OF
AMERICA
AGDN 0.0900 0.0900 /
MAT5/21/2012 (14,758,000.00) (922.37)(14,757,077.63) 0.00 14,758,000.00 5/21/2012
586974 FREDDIE
DISCOUNT
/BNP PARIBAS AGDN 0.0800 0.0800 /
MAT5/21/2012 (7,200,000.00) (400.00)(7,199,600.00) 0.00 7,200,000.00 5/21/2012
591836 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1500 0.1500 /
PURC5/21/2012 10,000,000.00 0.00 9,999,958.33 0.00 (9,999,958.33)5/22/2012
591838 FANNIE MAE /JP MORGAN
CHASE & CO
STEPGOVAGY 2.0000 1.9992 /
PURC5/21/2012 17,875,000.00 0.00 18,053,630.04 0.00 (18,053,630.04)11/23/2026
591839 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.5000 0.4984 /
PURC5/21/2012 40,000,000.00 0.00 40,016,264.00 0.00 (40,016,264.00)4/24/2014
591843 FED HM LN BK BD /UBS
FINANCIAL
SERVICES
CALLGOVAGY 0.2700 0.2700 /
PURC5/21/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)6/21/2013
585047 FREDDIE
DISCOUNT
/JEFFERIES &
COMPANY
AGDN 0.1200 0.1200 /
MAT5/22/2012 (6,000,000.00) (700.00)(5,999,300.00) 0.00 6,000,000.00 5/22/2012
587168 US TREASURY N/B /BNP PARIBAS TBILL 0.0760 0.0760 /
SALE5/22/2012 (25,000,000.00) (1,401.39)(24,998,522.22) 0.00 24,999,923.61 5/24/2012
591836 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1500 0.1500 /
MAT5/22/2012 (10,000,000.00) (41.67)(9,999,958.33) 0.00 10,000,000.00 5/22/2012
591890 FHLB DISC CORP /UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
PURC5/22/2012 50,000,000.00 0.00 49,999,902.80 0.00 (49,999,902.78)5/23/2012
556892 FANNIE MAE /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2647 0.1468 /
INT5/23/2012 0.00 (2,109.39) 0.00 0.00 2,109.39 8/23/2012
Deals [Transaction Type] = SE84
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 28 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
563251 FNMA DISCOUNT /CRED SUIS
SECURITIES
AGDN 0.0600 0.0600 /
MAT5/23/2012 (8,450,000.00) (2,182.92)(8,447,817.08) 0.00 8,450,000.00 5/23/2012
582620 FANNIE MAE /GOLDMAN
SACHS GROUP
INC
AGN FLOAT1 0.3205 0.1689 /
INT5/23/2012 0.00 (1,152.79) 0.00 0.00 1,152.79 11/23/2012
INT5/23/2012 0.00 (17,055.00) 0.00 0.00 17,055.00 11/23/2012
586979 FHLB DISC CORP /BNP PARIBAS AGDN 0.1050 0.1050 /
MAT5/23/2012 (25,000,000.00) (1,968.75)(24,998,031.25) 0.00 25,000,000.00 5/23/2012
591838 FANNIE MAE /JP MORGAN
CHASE & CO
STEPGOVAGY 2.0000 1.9992 /
CALL REPAY PRINCIPAL5/23/2012 (17,875,000.00) 0.00 (18,053,630.04) 0.00 18,053,630.04 11/23/2026
INT5/23/2012 0.00 (178,750.00) 0.00 0.00 178,750.00 11/23/2026
591890 FHLB DISC CORP /UBS
FINANCIAL
SERVICES
AGDN 0.0700 0.0700 /
MAT5/23/2012 (50,000,000.00) (97.22)(49,999,902.78) 0.00 50,000,000.00 5/23/2012
592151 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.1000 0.1000 /
PURC5/23/2012 20,000,000.00 0.00 19,999,555.56 0.00 (19,999,555.56)5/31/2012
592162 MORGAN
STANLEY
/RBC MTNFFDIC 0.8236 0.1500 /
PURC5/23/2012 10,000,000.00 0.00 10,019,879.87 0.00 (10,019,879.87)6/20/2012
592165 FED HM LN BK BD /FTN CALLGOVAGY 0.3000 0.3000 /
PURC5/23/2012 5,000,000.00 0.00 5,000,000.00 0.00 (5,000,000.00)6/21/2013
591566 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
MAT5/24/2012 (50,000,000.00) (1,333.33)(49,998,666.67) 0.00 50,000,000.00 5/24/2012
591567 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
MAT5/24/2012 (20,000,000.00) (533.33)(19,999,466.67) 0.00 20,000,000.00 5/24/2012
591839 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.5000 0.4984 /
CALL REPAY PRINCIPAL5/24/2012 (40,000,000.00) 0.00 (40,016,264.00) 0.00 40,016,264.00 4/24/2014
INT5/24/2012 0.00 (16,666.67) 0.00 0.00 16,666.67 4/24/2014
592676 FHLB DISC CORP /RBC AGDN 0.0600 0.0600 /
Deals [Transaction Type] = SE85
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 29 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
PURC5/24/2012 50,000,000.00 0.00 49,999,916.65 0.00 (49,999,916.67)5/25/2012
592691 FED HM LN BK BD /FTN FINANCIAL AGNF1 0.2600 0.2886 /
PURC5/24/2012 6,050,000.00 0.00 6,048,228.69 0.00 (6,048,228.69)6/12/2013
588334 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.1500 0.1501 /
SALE5/25/2012 (15,000,000.00) 4,994,831.94 (14,988,687.50) 0.00 9,993,855.56 10/30/2012
592676 FHLB DISC CORP /RBC AGDN 0.0600 0.0600 /
MAT5/25/2012 (50,000,000.00) (83.33)(49,999,916.67) 0.00 50,000,000.00 5/25/2012
592961 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.2900 0.2900 /
PURC5/25/2012 15,000,000.00 0.00 15,000,000.00 0.00 (15,000,000.00)6/10/2013
592962 GENERAL ELEC
CAP CORP
/CASTLE OAK
SECURITIES
MTNFFDIC 0.7745 0.1340 /
PURC5/25/2012 25,000,000.00 0.00 25,048,179.80 0.00 (25,048,179.79)6/8/2012
592963 FREDDIE MAC /CASTLE OAK
SECURITIES
STEPGOVAGY 2.3750 2.3705 /
PURC5/25/2012 10,000,000.00 0.00 10,118,551.67 0.00 (10,118,551.67)12/1/2021
592969 NESTLE CAPITAL
CORP
/CRED SUIS
SECURITIES
CP 0.0800 0.0800 /
PURC5/25/2012 50,000,000.00 0.00 49,999,555.55 0.00 (49,999,555.56)5/29/2012
592973 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
PURC5/25/2012 50,000,000.00 0.00 49,999,222.20 0.00 (49,999,222.22)5/29/2012
541739 FANNIE MAE /DEUTSCHE AGN FLOAT1 0.1773 0.1567 /
INT5/26/2012 0.00 (4,765.63) 0.00 0.00 4,765.63 7/26/2012
556066 FANNIE MAE /CASTLE OAK
SECURITIES
AGN FLOAT1 0.2347 0.1417 /
INT5/26/2012 0.00 (1,772.81) 0.00 0.00 1,772.81 7/26/2012
562959 FANNIE MAE /MORGAN
STANLEY
AGN FLOAT1 0.2472 0.1036 /
INT5/26/2012 0.00 (9,531.25) 0.00 0.00 9,531.25 7/26/2012
564990 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGN FLOAT1 0.2600 0.1590 /
INT5/28/2012 0.00 (32,500.00) 0.00 0.00 32,500.00 8/28/2012
592969 NESTLE CAPITAL
CORP
/CRED SUIS
SECURITIES
CP 0.0800 0.0800 /
MAT5/29/2012 (50,000,000.00) (444.44)(49,999,555.56) 0.00 50,000,000.00 5/29/2012
Deals [Transaction Type] = SE86
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 30 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
592973 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.1400 0.1400 /
MAT5/29/2012 (50,000,000.00) (777.78)(49,999,222.22) 0.00 50,000,000.00 5/29/2012
593023 NESTLE CAPITAL
CORP
/CITIGROUP
GLOBAL
MARKETS
CP 0.1000 0.1000 /
PURC5/29/2012 50,000,000.00 0.00 49,999,861.10 0.00 (49,999,861.11)5/30/2012
593036 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
PURC5/29/2012 6,899,000.00 0.00 6,898,973.17 0.00 (6,898,973.17)5/30/2012
563252 FNMA DISCOUNT /CRED SUIS
SECURITIES
AGDN 0.0600 0.0600 /
MAT5/30/2012 (11,713,000.00) (3,162.51)(11,709,837.49) 0.00 11,713,000.00 5/30/2012
578479 FED HM LN BK BD /BNP PARIBAS AGNF1 0.1900 0.2333 /
SALE5/30/2012 (15,000,000.00) (9,951.10)(14,996,058.33) 0.00 15,006,009.43 2/15/2013
586549 FREDDIE MAC /CRED SUIS
SECURITIES
AGNF1 0.3750 0.1681 /
INT5/30/2012 0.00 (46,875.00) 0.00 0.00 46,875.00 11/30/2012
587231 FREDDIE
DISCOUNT
/GOLDMAN
SACHS
AGDN 0.1000 0.1000 /
MAT5/30/2012 (24,272,000.00) (2,224.93)(24,269,775.07) 0.00 24,272,000.00 5/30/2012
588333 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.1500 0.1500 /
MAT5/30/2012 (15,000,000.00) (1,750.00)(14,998,250.00) 0.00 15,000,000.00 5/30/2012
588336 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0900 0.0900 /
MAT5/30/2012 (19,500,000.00) (1,365.00)(19,498,635.00) 0.00 19,500,000.00 5/30/2012
593023 NESTLE CAPITAL
CORP
/CITIGROUP
GLOBAL
MARKETS
CP 0.1000 0.1000 /
MAT5/30/2012 (50,000,000.00) (138.89)(49,999,861.11) 0.00 50,000,000.00 5/30/2012
593036 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1400 0.1400 /
MAT5/30/2012 (6,899,000.00) (26.83)(6,898,973.17) 0.00 6,899,000.00 5/30/2012
Deals [Transaction Type] = SE87
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 31 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
593247 US TREASURY N/B /UBS
FINANCIAL
SERVICES
TBILL 0.0400 0.0400 /
PURC5/30/2012 50,000,000.00 0.00 49,999,944.45 0.00 (49,999,944.44)5/31/2012
593249 FANNIE MAE /JP MORGAN
CHASE & CO
CALLGOVAGY 0.7500 0.7432 /
PURC5/30/2012 2,000,000.00 0.00 2,007,453.00 0.00 (2,007,453.00)12/6/2013
511019 COUNTY OF
ORANGE
/COUNTY OF
ORANGE
OCPOB2011A 1.8200 0.1106 /
SALE5/31/2012 (63,500,000.00) 0.00 (63,500,000.00) 0.00 2,473,188.77 6/27/2012
INT5/31/2012 0.00 (5,634.30) 0.00 0.00 5,634.30 6/27/2012
574060 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 0.1700 0.2135 /
SALE5/31/2012 (15,000,000.00) (9,582.50)(14,994,567.50) 0.00 15,004,150.00 2/15/2013
586499 JOHNSON &
JOHNSON
/CITIGROUP
GLOBAL
MARKETS
CP 0.0700 0.0700 /
MAT5/31/2012 (43,000,000.00) (3,093.61)(42,996,906.39) 0.00 43,000,000.00 5/31/2012
586542 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.1200 0.1200 /
INT5/31/2012 0.00 (1,850.00) 0.00 0.00 1,850.00 5/31/2012
MAT5/31/2012 (15,000,000.00) 0.00 (15,000,000.00) 0.00 15,000,000.00 5/31/2012
586546 ROYAL BANK OF
CANADA
/RBC YCD 0.1100 0.1100 /
INT5/31/2012 0.00 (2,826.39) 0.00 0.00 2,826.39 5/31/2012
MAT5/31/2012 (25,000,000.00) 0.00 (25,000,000.00) 0.00 25,000,000.00 5/31/2012
586550 US TREASURY N/B /JEFFERIES &
COMPANY
TBILL 0.0650 0.0650 /
MAT5/31/2012 (25,000,000.00) (1,670.14)(24,998,329.86) 0.00 25,000,000.00 5/31/2012
587538 US TREASURY N/B /DEUTSCHE TRBD 0.7500 0.1075 /
INT5/31/2012 0.00 (509.51) 0.00 0.00 509.51 5/31/2012
INT5/31/2012 0.00 (94,259.51) 0.00 0.00 94,259.51 5/31/2012
MAT5/31/2012 (25,000,000.00) 13,671.88 (25,013,671.88) 0.00 25,000,000.00 5/31/2012
592151 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.1000 0.1000 /
MAT5/31/2012 (20,000,000.00) (444.44)(19,999,555.56) 0.00 20,000,000.00 5/31/2012
Deals [Transaction Type] = SE88
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 32 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: Educational Money Mkt Fnd
593247 US TREASURY N/B /UBS
FINANCIAL
SERVICES
TBILL 0.0400 0.0400 /
MAT5/31/2012 (50,000,000.00) (55.56)(49,999,944.44) 0.00 50,000,000.00 5/31/2012
596,262,718.67 4,457,929.26 (783,805,577.73)(783,653,000.00) Sub Total: 0.00
Fund: 283-John Wayne Airport
578246 FREDDIE MAC /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1840 0.0971 /
INT5/1/2012 0.00 (302.08) 0.00 0.00 302.08 5/1/2012
MAT5/1/2012 (2,000,000.00) 337.78 (2,000,337.78) 0.00 2,000,000.00 5/1/2012
583744 FED HM LN BK BD /JP MORGAN
CHASE & CO
CALLGOVAGY 0.4000 0.3507 /
INT5/1/2012 0.00 (1,000.00) 0.00 0.00 1,000.00 5/1/2013
584259 FNMA DISCOUNT /JEFFERIES &
COMPANY
AGDN 0.1000 0.1000 /
MAT5/1/2012 (1,500,000.00) 499,920.83 (1,499,920.83) 0.00 1,000,000.00 5/1/2012
588018 FANNIE MAE /BNP PARIBAS AGNF1 4.8750 0.1015 /
PURC5/1/2012 2,000,000.00 0.00 2,048,651.83 0.00 (2,048,651.83)5/18/2012
584824 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.0900 0.0900 /
MAT5/2/2012 (1,000,000.00) 499,952.50 (999,952.50) 0.00 500,000.00 5/2/2012
587169 FED FARM CR BK /MORGAN
STANLEY
CALLGOVAGY 1.3400 1.3295 /
CALL REPAY PRINCIPAL5/2/2012 (100,000.00) 0.00 (100,668.33) 0.00 100,668.33 5/2/2014
INT5/2/2012 0.00 (670.00) 0.00 0.00 670.00 5/2/2014
588335 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0900 0.0900 /
PURC5/2/2012 1,500,000.00 0.00 1,499,895.00 0.00 (1,499,895.00)5/30/2012
587241 FREDDIE MAC /MORGAN
STANLEY
CALLGOVAGY 1.0000 0.9939 /
CALL REPAY PRINCIPAL5/3/2012 (105,000.00) 0.00 (105,523.24) 0.00 105,523.24 11/3/2014
INT5/3/2012 0.00 (525.00) 0.00 0.00 525.00 11/3/2014
588563 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0900 0.0900 /
PURC5/3/2012 500,000.00 0.00 499,991.25 0.00 (499,991.25)5/10/2012
Deals [Transaction Type] = SE89
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 33 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: 283-John Wayne Airport
554221 TORONTO
DOMINION BANK
NY
/TDSI YCDF 0.2594 0.2884 /
INT5/4/2012 0.00 (435.42) 0.00 0.00 435.42 5/4/2012
MAT5/4/2012 (2,000,000.00) 93.16 (2,000,093.16) 0.00 2,000,000.00 5/4/2012
588983 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.1000 0.1000 /
PURC5/4/2012 1,000,000.00 0.00 999,927.78 0.00 (999,927.78)5/30/2012
588996 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.0900 0.0900 /
PURC5/4/2012 1,000,000.00 0.00 999,985.00 0.00 (999,985.00)5/10/2012
557497 FED FARM CR BK /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1811 0.1610 /
INT5/8/2012 0.00 (52.56) 0.00 0.00 52.56 8/8/2012
INT5/8/2012 0.00 (412.75) 0.00 0.00 412.75 8/8/2012
576282 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.1100 0.1100 /
SALE5/9/2012 (975,000.00) 474,751.52 (974,734.85) 0.00 499,983.33 5/29/2012
586977 FHLB DISC CORP /BNP PARIBAS AGDN 0.1050 0.1050 /
SALE5/9/2012 (1,500,000.00) 999,893.55 (1,499,881.88) 0.00 499,988.33 5/23/2012
589783 FED FARM CR BK /UBS
FINANCIAL
SERVICES
AGNF1 0.2200 0.2223 /
PURC5/9/2012 1,000,000.00 0.00 1,000,236.67 0.00 (1,000,236.67)3/27/2013
588563 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.0900 0.0900 /
MAT5/10/2012 (500,000.00) (8.75)(499,991.25) 0.00 500,000.00 5/10/2012
588996 AUTOMATIC
DATA
PROCESSING, INC
/DEUTSCHE CP 0.0900 0.0900 /
MAT5/10/2012 (1,000,000.00) (15.00)(999,985.00) 0.00 1,000,000.00 5/10/2012
589855 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
PURC5/10/2012 1,500,000.00 0.00 1,500,286.08 0.00 (1,500,286.08)4/17/2015
542259 US BANCORP /UBS
FINANCIAL
SERVICES
MTNFDIC 1.8000 0.2138 /
Deals [Transaction Type] = SE90
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 34 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: 283-John Wayne Airport
INT5/15/2012 0.00 (9,000.00) 0.00 0.00 9,000.00 5/15/2012
MAT5/15/2012 (1,000,000.00) 16,440.00 (1,016,440.00) 0.00 1,000,000.00 5/15/2012
583131 US BANCORP /JP MORGAN
CHASE & CO
MTNFDIC 1.8000 0.1401 /
INT5/15/2012 0.00 (9,000.00) 0.00 0.00 9,000.00 5/15/2012
MAT5/15/2012 (1,000,000.00) 8,843.00 (1,008,843.00) 0.00 1,000,000.00 5/15/2012
590778 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
PURC5/15/2012 2,000,000.00 0.00 1,999,991.67 0.00 (1,999,991.67)5/16/2012
580249 ROYAL BANK OF
CANADA
/JP MORGAN
CHASE & CO
YCDF 0.5076 0.2361 /
INT5/16/2012 0.00 (1,269.00) 0.00 0.00 1,269.00 5/16/2012
MAT5/16/2012 (1,000,000.00) 901.40 (1,000,901.40) 0.00 1,000,000.00 5/16/2012
590778 AUTOMATIC
DATA
PROCESSING, INC
/BANK OF
AMERICA
CP 0.1500 0.1500 /
MAT5/16/2012 (2,000,000.00) (8.33)(1,999,991.67) 0.00 2,000,000.00 5/16/2012
591043 FNMA DISCOUNT /JP MORGAN
CHASE & CO
AGDN 0.0800 0.0800 /
PURC5/16/2012 3,000,000.00 0.00 2,999,953.33 0.00 (2,999,953.33)5/23/2012
589855 FED HM LN BK BD /JP MORGAN
CHASE & CO
STEPGOVAGY 0.2500 0.2489 /
CALL REPAY PRINCIPAL5/17/2012 (1,500,000.00) 0.00 (1,500,286.08) 0.00 1,500,286.08 4/17/2015
INT5/17/2012 0.00 (312.50) 0.00 0.00 312.50 4/17/2015
591043 FNMA DISCOUNT /JP MORGAN
CHASE & CO
AGDN 0.0800 0.0800 /
SALE5/17/2012 (3,000,000.00) (16.67)(2,999,953.33) 0.00 2,999,970.00 5/23/2012
591080 FREDDIE MAC /CASTLE OAK
SECURITIES
AGN FLOAT1 0.1998 0.1838 /
PURC5/17/2012 1,500,000.00 0.00 1,500,418.90 0.00 (1,500,418.90)3/21/2013
591081 US TREASURY N/B /BNP PARIBAS TBILL 0.0800 0.0800 /
PURC5/17/2012 3,000,000.00 0.00 2,999,813.33 0.00 (2,999,813.33)6/14/2012
582830 FANNIE MAE /JP MORGAN
CHASE & CO
AGN FLOAT1 0.2718 0.1380 /
INT5/18/2012 0.00 (449.58) 0.00 0.00 449.58 10/18/2012
583743 FED HM LN BK BD /JP MORGAN
CHASE & CO
AGNF1 1.1250 0.1100 /
INT5/18/2012 0.00 (11,250.00) 0.00 0.00 11,250.00 5/18/2012
Deals [Transaction Type] = SE91
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 35 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: 283-John Wayne Airport
MAT5/18/2012 (2,000,000.00) 11,016.40 (2,011,016.40) 0.00 2,000,000.00 5/18/2012
588018 FANNIE MAE /BNP PARIBAS AGNF1 4.8750 0.1015 /
INT5/18/2012 0.00 (48,750.00) 0.00 0.00 48,750.00 5/18/2012
MAT5/18/2012 (2,000,000.00) 48,651.83 (2,048,651.83) 0.00 2,000,000.00 5/18/2012
591399 FNMA DISCOUNT /BANK OF
AMERICA
AGDN 0.1000 0.1000 /
PURC5/18/2012 2,000,000.00 0.00 1,999,983.33 0.00 (1,999,983.33)5/21/2012
591568 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
PURC5/18/2012 2,000,000.00 0.00 1,999,946.67 0.00 (1,999,946.67)5/24/2012
558901 FED FARM CR BK /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1837 0.1635 /
INT5/20/2012 0.00 (396.88) 0.00 0.00 396.88 8/20/2012
581525 FED FARM CR BK /MORGAN
STANLEY
AGN FLOAT3 0.1660 0.1751 /
INT5/20/2012 0.00 (434.63) 0.00 0.00 434.63 11/20/2012
558901 FED FARM CR BK /JP MORGAN
CHASE & CO
AGN FLOAT1 0.1837 0.1635 /
INT5/21/2012 0.00 (26.46) 0.00 0.00 26.46 8/20/2012
581525 FED FARM CR BK /MORGAN
STANLEY
AGN FLOAT3 0.1660 0.1751 /
INT5/21/2012 0.00 (16.15) 0.00 0.00 16.15 11/20/2012
583723 WAL-MART
STORES INC
/BARCLAYS
CAPITAL
CP 0.1000 0.1000 /
MAT5/21/2012 (550,000.00) (62.64)(549,937.36) 0.00 550,000.00 5/21/2012
591080 FREDDIE MAC /CASTLE OAK
SECURITIES
AGN FLOAT1 0.1998 0.1838 /
INT5/21/2012 0.00 (249.69) 0.00 0.00 249.69 3/21/2013
591399 FNMA DISCOUNT /BANK OF
AMERICA
AGDN 0.1000 0.1000 /
MAT5/21/2012 (2,000,000.00) (16.67)(1,999,983.33) 0.00 2,000,000.00 5/21/2012
591844 FED HM LN BK BD /UBS
FINANCIAL
SERVICES
CALLGOVAGY 0.2700 0.2700 /
PURC5/21/2012 1,000,000.00 0.00 1,000,000.00 0.00 (1,000,000.00)6/21/2013
574904 FED HM LN BK BD /BNP PARIBAS CALLGOVAGY 0.2000 0.2000 /
CALL REPAY PRINCIPAL5/23/2012 (1,000,000.00) 0.00 (1,000,000.00) 0.00 1,000,000.00 11/23/2012
INT5/23/2012 0.00 (500.00) 0.00 0.00 500.00 11/23/2012
Deals [Transaction Type] = SE92
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 36 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: 283-John Wayne Airport
586977 FHLB DISC CORP /BNP PARIBAS AGDN 0.1050 0.1050 /
MAT5/23/2012 (1,500,000.00) 499,881.88 (1,499,881.88) 0.00 1,000,000.00 5/23/2012
592163 FED HM LN BK BD /FTN CALLGOVAGY 0.3000 0.3000 /
PURC5/23/2012 500,000.00 0.00 500,000.00 0.00 (500,000.00)6/21/2013
591568 AUTOMATIC
DATA
PROCESSING, INC
/BARCLAYS
CAPITAL
CP 0.1600 0.1600 /
MAT5/24/2012 (2,000,000.00) (53.33)(1,999,946.67) 0.00 2,000,000.00 5/24/2012
592678 WAL-MART
STORES INC
/MORGAN
STANLEY
CP 0.1000 0.1000 /
PURC5/24/2012 500,000.00 0.00 499,975.00 0.00 (499,975.00)6/11/2012
592679 FHLB DISC CORP /GOLDMAN
SACHS GROUP
INC
AGDN 0.0800 0.0800 /
PURC5/24/2012 2,000,000.00 0.00 1,999,964.44 0.00 (1,999,964.44)6/1/2012
592682 TORONTO
DOMINION BANK
NY
/TDSI YCD 0.2000 0.2000 /
PURC5/24/2012 2,000,000.00 0.00 2,000,000.00 0.00 (2,000,000.00)8/28/2012
592688 FHLB DISC CORP /JEFFERIES &
COMPANY
AGDN 0.0950 0.0950 /
PURC5/24/2012 500,000.00 0.00 499,964.38 0.00 (499,964.38)6/20/2012
576282 FREDDIE
DISCOUNT
/DEUTSCHE AGDN 0.1100 0.1100 /
MAT5/29/2012 (975,000.00) 499,734.85 (974,734.85) 0.00 475,000.00 5/29/2012
588335 WAL-MART
STORES INC
/CRED SUIS
SECURITIES
CP 0.0900 0.0900 /
MAT5/30/2012 (1,500,000.00) (105.00)(1,499,895.00) 0.00 1,500,000.00 5/30/2012
588983 FHLB DISC CORP /CRED SUIS
SECURITIES
AGDN 0.1000 0.1000 /
MAT5/30/2012 (1,000,000.00) (72.22)(999,927.78) 0.00 1,000,000.00 5/30/2012
593250 FANNIE MAE /JP MORGAN
CHASE & CO
CALLGOVAGY 0.7500 0.7432 /
PURC5/30/2012 2,500,000.00 0.00 2,509,316.25 0.00 (2,509,316.25)12/6/2013
593529 NESTLE CAPITAL
CORP
/BANK OF
AMERICA
CP 0.1000 0.1000 /
PURC5/31/2012 750,000.00 0.00 749,918.75 0.00 (749,918.75)7/9/2012
(491,747.65) 3,475,007.39 (2,983,259.74)(2,955,000.00) Sub Total: 0.00
Deals [Transaction Type] = SE93
(Interest)
Amort / (Accret)
(Gain) / Loss
Inst
Type
CostPar ValueCoupon/
Yield(%)
Trans
Type
Maturity
Date
BrokerIssuerDeal
Run Date: 01-Jun-2012 10:42 amCounty of Orange
Treasurer-Tax Collector's Office
Detail Transaction ReportPrint Date: 6/1/2012
Transaction Date From 01-May-2012 To 31-May-2012
uphanUser:
Page 37 of 37
Trans
Date
Purchased
Interest
Settlement
Fund: 15B-Housing 99A & 99B
383458 GINNIE MAE / MBS 6.2500 1,356.3858 /
INT5/20/2012 0.00 (614.24) 0.00 0.00 614.24 9/20/2029
383458 GINNIE MAE / MBS 6.2500 1,356.3858 /
INT5/21/2012 0.00 (39.64) 0.00 0.00 39.64 9/20/2029
SALE5/21/2012 (134,943.41) 0.00 (135,060.55) 0.00 393.85 9/20/2029
1,047.73 (653.88)(135,060.55)(134,943.41) Sub Total: 0.00
Grand Total: (1,821,437,403.41) (1,825,189,655.32) 226,357,403.10 802,940,889.82 217,154.67
Deals [Transaction Type] = SE94
6/1/2012
10:32:57AMCounty of Orange
Treasurer-Tax Collector's Office
MONEY MARKET MUTUAL FUNDS TRANSACTIONS REPORT
Cashflow
Date
For 01-May-2012 to 31-May-2012
Deal
NoTransaction Description AmountD.O. No. InstrumentDeposit Slip
CodeCounterparty
INVESCO STIC GOVERNMENT & AGENCYAIM#51102-692
INVESCO STIC PRIME PORTFOLIO 587864ACTUAL CASHFLOW5/1/2012 Money Market Mutual Fund 18,030,408.00 7866
INVESCO STIC PRIME PORTFOLIO 588086ACTUAL CASHFLOW5/2/2012 Money Market Mutual Fund (505,572.00) 8087
INVESCO STIC PRIME PORTFOLIO 588529ACTUAL CASHFLOW5/3/2012 Money Market Mutual Fund (17,680,000.00) 8531
(155,164.00)Sub Total Amount Per Account:
INVESCO STIC GOVERNMENT & AGENCYAIM#51103-694
INVESCO STIC PRIME PORTFOLIO 587860ACTUAL CASHFLOW5/1/2012 Money Market Mutual Fund (11,000,000.00) 7862
INVESCO STIC PRIME PORTFOLIO 588084ACTUAL CASHFLOW5/2/2012 Money Market Mutual Fund (57,393.00) 8085
(11,057,393.00)Sub Total Amount Per Account:
INVESCO STIC GOVERNMENT & AGENCYAIM#51104-JWA
INVESCO STIC PRIME PORTFOLIO 593237ACTUAL CASHFLOW5/30/2012 Money Market Mutual Fund (9,316.25) 3238
INVESCO STIC PRIME PORTFOLIO 593517ACTUAL CASHFLOW5/31/2012 Money Market Mutual Fund (130,000.00) 3518
(139,316.25)Sub Total Amount Per Account:
GOLDMAN SACHS - COUNTY MMFGS692
WELLS FARGO BANK 588356BANK TRANSFER5/2/2012 MONEY MARKET 2,966,316.00
WELLS FARGO BANK 588557BANK TRANSFER5/3/2012 MONEY MARKET 17,680,000.00
WELLS FARGO BANK 588755BANK TRANSFER5/4/2012 MONEY MARKET (9,249,310.00)
WELLS FARGO BANK 589263BANK TRANSFER5/7/2012 MONEY MARKET (11,000,000.00)
WELLS FARGO BANK 589847BANK TRANSFER5/10/2012 MONEY MARKET 31,249,976.00
WELLS FARGO BANK 590304BANK TRANSFER5/11/2012 MONEY MARKET (20,606,309.00)
WELLS FARGO BANK 591833BANK TRANSFER5/21/2012 MONEY MARKET 49,189,721.00
WELLS FARGO BANK 592114BANK TRANSFER5/22/2012 MONEY MARKET (60,000,000.00)
WELLS FARGO BANK 592383BANK TRANSFER5/23/2012 MONEY MARKET 77,002,563.00
WELLS FARGO BANK 592974BANK TRANSFER5/25/2012 MONEY MARKET (33,655,868.00)
WELLS FARGO BANK 593034BANK TRANSFER5/29/2012 MONEY MARKET (19,687,327.00)
WELLS FARGO BANK 593240BANK TRANSFER5/30/2012 MONEY MARKET 113,153,594.00
WELLS FARGO BANK 593524BANK TRANSFER5/31/2012 MONEY MARKET 8,910,568.00
145,953,924.00 Sub Total Amount Per Account:
GOLDMAN SACHS - EDUCATIONAL MMFGS694
WELLS FARGO BANK 590305BANK TRANSFER5/11/2012 MONEY MARKET 8,403,745.00
WELLS FARGO BANK 591834BANK TRANSFER5/21/2012 MONEY MARKET (7,792,175.00)
WELLS FARGO BANK 592687BANK TRANSFER5/24/2012 MONEY MARKET 54,069,661.00
WELLS FARGO BANK 592975BANK TRANSFER5/25/2012 MONEY MARKET (55,000,000.00)
WELLS FARGO BANK 593035BANK TRANSFER5/29/2012 MONEY MARKET 26,184,997.00
WELLS FARGO BANK 593241BANK TRANSFER5/30/2012 MONEY MARKET 59,777,875.00
WELLS FARGO BANK 593525BANK TRANSFER5/31/2012 MONEY MARKET 39,138,849.00
Page 1 of 395
6/1/2012
10:32:57AMCounty of Orange
Treasurer-Tax Collector's Office
MONEY MARKET MUTUAL FUNDS TRANSACTIONS REPORT
Cashflow
Date
For 01-May-2012 to 31-May-2012
Deal
NoTransaction Description AmountD.O. No. InstrumentDeposit Slip
CodeCounterparty
124,782,952.00 Sub Total Amount Per Account:
MORGAN STANLEY GOVT 8302-JWA MMFMORGAN 283
MORGAN STANLEY INST LIQUIDITY FUND 587871ACTUAL CASHFLOW5/1/2012 Money Market Mutual Fund 952,650.25 7872
MORGAN STANLEY INST LIQUIDITY FUND 588088ACTUAL CASHFLOW5/2/2012 Money Market Mutual Fund (899,223.60) 8089
MORGAN STANLEY INST LIQUIDITY FUND 588536ACTUAL CASHFLOW5/3/2012 Money Market Mutual Fund (394,466.25) 8538
MORGAN STANLEY INST LIQUIDITY FUND 588629ACTUAL CASHFLOW5/4/2012 Money Market Mutual Fund 522.64 8630
MORGAN STANLEY INST LIQUIDITY FUND 589299ACTUAL CASHFLOW5/8/2012 Money Market Mutual Fund 360.20 9300
MORGAN STANLEY INST LIQUIDITY FUND 589569ACTUAL CASHFLOW5/9/2012 Money Market Mutual Fund (265.01) 9570
MORGAN STANLEY INST LIQUIDITY FUND 589845ACTUAL CASHFLOW5/10/2012 Money Market Mutual Fund (286.09) 9846
MORGAN STANLEY INST LIQUIDITY FUND 590591ACTUAL CASHFLOW5/15/2012 Money Market Mutual Fund 18,008.33 0592
MORGAN STANLEY INST LIQUIDITY FUND 591037ACTUAL CASHFLOW5/16/2012 Money Market Mutual Fund 1,315.67 1038
MORGAN STANLEY INST LIQUIDITY FUND 591086ACTUAL CASHFLOW5/17/2012 Money Market Mutual Fund 50.27 1087
MORGAN STANLEY INST LIQUIDITY FUND 591577ACTUAL CASHFLOW5/18/2012 Money Market Mutual Fund 60,520.00 1578
MORGAN STANLEY INST LIQUIDITY FUND 591829ACTUAL CASHFLOW5/21/2012 Money Market Mutual Fund 1,551,038.17 1830
MORGAN STANLEY INST LIQUIDITY FUND 592381ACTUAL CASHFLOW5/23/2012 Money Market Mutual Fund 1,500,500.00 2382
MORGAN STANLEY INST LIQUIDITY FUND 592683ACTUAL CASHFLOW5/24/2012 Money Market Mutual Fund (2,999,903.82) 2684
MORGAN STANLEY INST LIQUIDITY FUND 593032ACTUAL CASHFLOW5/29/2012 Money Market Mutual Fund 475,000.00 3033
MORGAN STANLEY INST LIQUIDITY FUND 593521ACTUAL CASHFLOW5/31/2012 Money Market Mutual Fund (619,918.75) 3522
(354,097.99)Sub Total Amount Per Account:
MORGAN STANLEY GOVT 8302-COUNTY MMFMORGAN 692
MORGAN STANLEY INST LIQUIDITY FUND 588540ACTUAL CASHFLOW5/3/2012 Money Market Mutual Fund 355,164.00 8541
MORGAN STANLEY INST LIQUIDITY FUND 589044ACTUAL CASHFLOW5/7/2012 Money Market Mutual Fund (3,634,951.00) 9045
MORGAN STANLEY INST LIQUIDITY FUND 589301ACTUAL CASHFLOW5/8/2012 Money Market Mutual Fund (6,604,928.00) 9302
MORGAN STANLEY INST LIQUIDITY FUND 589571ACTUAL CASHFLOW5/9/2012 Money Market Mutual Fund (1,079,552.00) 9572
MORGAN STANLEY INST LIQUIDITY FUND 590525ACTUAL CASHFLOW5/14/2012 Money Market Mutual Fund (10,437,291.00) 0526
MORGAN STANLEY INST LIQUIDITY FUND 590593ACTUAL CASHFLOW5/15/2012 Money Market Mutual Fund (105,927,631.00) 0594
MORGAN STANLEY INST LIQUIDITY FUND 591039ACTUAL CASHFLOW5/16/2012 Money Market Mutual Fund 83,431,779.00 1040
MORGAN STANLEY INST LIQUIDITY FUND 591088ACTUAL CASHFLOW5/17/2012 Money Market Mutual Fund 8,777,657.00 1089
MORGAN STANLEY INST LIQUIDITY FUND 591579ACTUAL CASHFLOW5/18/2012 Money Market Mutual Fund (16,283,936.00) 1580
MORGAN STANLEY INST LIQUIDITY FUND 591831ACTUAL CASHFLOW5/21/2012 Money Market Mutual Fund 40,000,000.00 1832
MORGAN STANLEY INST LIQUIDITY FUND 591893ACTUAL CASHFLOW5/22/2012 Money Market Mutual Fund (13,238,869.00) 1894
MORGAN STANLEY INST LIQUIDITY FUND 592685ACTUAL CASHFLOW5/24/2012 Money Market Mutual Fund 1,021,261.00 2686
(23,621,297.00)Sub Total Amount Per Account:
MORGAN STANLEY GOVT 8302-EDUCATIONAL MMFMORGAN 694
MORGAN STANLEY INST LIQUIDITY FUND 587868ACTUAL CASHFLOW5/1/2012 Money Market Mutual Fund (15,907,065.00) 7869
MORGAN STANLEY INST LIQUIDITY FUND 588533ACTUAL CASHFLOW5/3/2012 Money Market Mutual Fund (37,892,720.00) 8535
MORGAN STANLEY INST LIQUIDITY FUND 588627ACTUAL CASHFLOW5/4/2012 Money Market Mutual Fund 17,846,397.00 8628
Page 2 of 396
6/1/2012
10:32:57AMCounty of Orange
Treasurer-Tax Collector's Office
MONEY MARKET MUTUAL FUNDS TRANSACTIONS REPORT
Cashflow
Date
For 01-May-2012 to 31-May-2012
Deal
NoTransaction Description AmountD.O. No. InstrumentDeposit Slip
CodeCounterparty
MORGAN STANLEY INST LIQUIDITY FUND 589042ACTUAL CASHFLOW5/7/2012 Money Market Mutual Fund (45,168,160.00) 9043
MORGAN STANLEY INST LIQUIDITY FUND 589297ACTUAL CASHFLOW5/8/2012 Money Market Mutual Fund 1,595,167.00 9298
MORGAN STANLEY INST LIQUIDITY FUND 589567ACTUAL CASHFLOW5/9/2012 Money Market Mutual Fund 10,479,001.00 9568
MORGAN STANLEY INST LIQUIDITY FUND 589843ACTUAL CASHFLOW5/10/2012 Money Market Mutual Fund 35,723,634.00 9844
MORGAN STANLEY INST LIQUIDITY FUND 590074ACTUAL CASHFLOW5/11/2012 Money Market Mutual Fund 10,000,000.00 0075
MORGAN STANLEY INST LIQUIDITY FUND 590523ACTUAL CASHFLOW5/14/2012 Money Market Mutual Fund (37,585,959.00) 0524
MORGAN STANLEY INST LIQUIDITY FUND 590589ACTUAL CASHFLOW5/15/2012 Money Market Mutual Fund (105,259,538.00) 0590
MORGAN STANLEY INST LIQUIDITY FUND 591035ACTUAL CASHFLOW5/16/2012 Money Market Mutual Fund 85,498,304.00 1036
MORGAN STANLEY INST LIQUIDITY FUND 591084ACTUAL CASHFLOW5/17/2012 Money Market Mutual Fund 6,579,172.00 1085
MORGAN STANLEY INST LIQUIDITY FUND 591575ACTUAL CASHFLOW5/18/2012 Money Market Mutual Fund 25,456,723.00 1576
MORGAN STANLEY INST LIQUIDITY FUND 591594ACTUAL CASHFLOW5/18/2012 Money Market Mutual Fund (32,686.00) 1595
MORGAN STANLEY INST LIQUIDITY FUND 591827ACTUAL CASHFLOW5/21/2012 Money Market Mutual Fund (60,000,000.00) 1828
MORGAN STANLEY INST LIQUIDITY FUND 591891ACTUAL CASHFLOW5/22/2012 Money Market Mutual Fund 14,539,415.00 1892
MORGAN STANLEY INST LIQUIDITY FUND 592379ACTUAL CASHFLOW5/23/2012 Money Market Mutual Fund 63,261,555.00 2380
MORGAN STANLEY INST LIQUIDITY FUND 592753ACTUAL CASHFLOW5/25/2012 Money Market Mutual Fund (54,483,379.00) 2754
MORGAN STANLEY INST LIQUIDITY FUND 593030ACTUAL CASHFLOW5/29/2012 Money Market Mutual Fund 50,000,000.00 3031
MORGAN STANLEY INST LIQUIDITY FUND 593519ACTUAL CASHFLOW5/31/2012 Money Market Mutual Fund (15,000,000.00) 3520
(50,350,139.00)Sub Total Amount Per Account:
Total Amount : 185,059,468.76
Page 3 of 397
MONTHLY TREASURER’S INVESTMENT REPORT Distribution List
Orange County Elected Officials Honorable Tom Daly, Clerk-Recorder Honorable Webster J. Guillory, Assessor Honorable Sandra Hutchens, Sheriff-Coroner Honorable Anthony J. Rackauckas, District Attorney Treasury Oversight Committee Honorable Bill Habermehl Thomas G. Mauk Jan Grimes William "Andy" Dunn County of Orange Departments Assessor Auditor-Controller Child Support Services Clerk of the Board Clerk-Recorder County Counsel County Executive Office District Attorney Health Care Agency Human Resources Internal Audit John Wayne Airport OC Community Resources OC Dana Point Harbor OC Public Works OC Waste & Recycling Office of Independent Review Performance Audit Probation Public Guardian/Administrator Public Defender Registrar of Voters Sheriff-Coroner Social Services Agency County Agencies Children & Families Commission Civic Center Commission Law Library Orange County Employees Retirement System Orange County Cemetery District Orange County Fire Authority Orange County Transportation Authority Superior Court Transportation Corridor Agencies State of California Officials Mark Campbell, CDIAC
Orange County School Districts Orange County Department of Education Anaheim City School District Anaheim Union High School District Brea-Olinda Unified School District Buena Park School District Capistrano Unified School District Centralia School District Cypress School District Fountain Valley School District Fullerton School District Fullerton Joint Union High School District Garden Grove Unified School District Huntington Beach City School District Huntington Beach Union High School District Irvine Unified School District Laguna Beach Unified School District La Habra City School District Los Alamitos Unified School District Lowell Joint School District Magnolia School District Newport-Mesa Unified School District Ocean View School District Orange Unified School District Placentia-Yorba Linda Unified School District Saddleback Valley Unified School District Santa Ana Unified School District Savanna School District Tustin Unified School District Westminster School District North Orange County CCD Rancho-Santiago CCD South Orange County CCD Coast Community CCD Voluntary Pool Participants (date approved) Serrano County Water District (6-22-99) City of Villa Park (10-2-01) City of Tustin (5-21-02) Orange County Water District (3-30-04) Municipal Water District of OC (7-27-04) Orange County Vector Control District (11-14-06) Local Agency Formation Commission (10-5-10) Villa Park Community Services Foundation (4-5-11) Mesa Consolidated Water District (9-30-11)