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BOARD OF SUPERVISORS AGENDA LETTER
Clerk of the Board of Supervisors 105 E Anapamu Street Suite 407
Santa Barbara CA 9 31 01 (805) 568-2240
Agenda Number
Department Name
Department No
For Agenda Of
Placement
Estimated Tme
Continued Item
If Yes date from
Vote Required
Treasurer - Tax Collector 065 9115 Administrative
No
Majority
TO Board of Supervisors
FROM Department
Director(s)
Harry E Hagen CPA CPFO ACPFIM CFIP Treasurer-Tax
Collector ~r )~ 568-2490 bull
Contact Info Jennifer C Christe Debt Officer 568-2925
en JD BA CPFO CFIP Investment and
SUBJECT Treasurers Investment Pool FY 2014-2015 Fourth Quarter (April - June 2015)
County Counsel Concurrence
As to form N A
Auditor-Controller Concurrence
As to form NIA
Other Concurrence
As to form NA
Recommended Actions
That the Board of Supervisors
A) Accept for filing the Fiscal Year 2014-2015 Fourth Quarter (April - June 2015) report on the Treasurers Investment Pool pursuant to Government Code section 53646(b )
Summary Text
The value of the Treasurers Investment Pool at principal cost on June 30 2015 was $1136228888 Market value of the investment pool was $1136894176 The weighted average days-to-maturity (WAM) for the investment pool was 448 days
The Treasurers Investment Pool earned $1248791 for the quarter ending June 30 20 15 an annualized return of 0414 The net yield earned over the past year is 0377 Per Government Code Section 536005 the Santa Barbara County Treasurer has a mandated responsibility to manage and invest public funds with the primary objective of safeguarding principal the secondary objective of meeting the liquidity needs of pool participants and thirdly the objective of attaining a market average rate of return consistent with the primary objectives of safety and liquidity
Page 2 of3
For the quarter ending June 30 2015 the Treasurers Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurers Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
In its discussion of monetary policy for the period ahead the Committee agreed that the weakness in the first quarter was at least in part the result of transitory factors and members anticipated that economic growth would resume in the second quarter Although they expressed some uncertainty about the extent of the likely near-term pickup members expected moderate economic growth over the medium term Labor market conditions had improved somewhat further and members anticipated further progress in coming months Ongoing gains in employment and wages along with a high level of consumer confidence were expected to provide support to household spending Signs of stronger housing activity were encouraging
However the outlook for business investment remained soft and net exports were likely to continue to be restrained by the earlier appreciation of the dollar Inflation had been well below the Committees longer-run objective but with oil prices and the foreign exchange value of the dollar stabilizing members expected that inflation would gradually rise toward 2 percent over the medium term Members thus saw economic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policy In these circumstances members agreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflation
The Committee issued this statement at its June meeting To support continued progress toward maximum employment and price stability the Committee today reaffirmed its view that the current 0 to 1i percent target range for the federal funds rate remains appropriate In determining how long to maintain this target range the Committee will assess progress - both realized and expected - toward its objectives of maximum employment and 2 percent inflation This assessment will take into account a wide range of information including measures of labor market conditions indicators of inflation pressures and inflation expectations and readings on financial and international developments The Committee anticipates that it will be appropriate to raise the target range for the federal funds rate when it has seen further improvement in the labor market and is reasonably confident that inflation will move back to its 2 percent objective over the medium term
The target range of 0 to 1i percent was set by the FOMC in December 2008 where it has remained since The Committee will meet next quarter July 28-29 and September 16-17
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b ) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurer s Report affirming the ability of the Santa Barbara County Investment Pool to eet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
GTRInvestingTIPQrtrlyReport2015-06-302015-6-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v l 106c
Page 3 of3
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurers Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending June 30 2015 net investment earnings achieved by the Treasurers Investment Pool were $1248 791 with the County receiving 41 Schools 50 and Special Districts the balance of 9 The net yield earned for the quarter on an annualized basis is 0414 and over the past year is 0377
Attachments
1 Treasurers Fourth Quarter Investment Pool Report (April - June 2015) 2 Treasurers Investment Pool Summary Performance Report Quarter Ended June 30 2015
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRlnvestingTIPQrtrlyReport2015-06-302015-6-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED June 30 2015
ECONOMIC TREND
The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
The FED perceived ldquoeconomic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policyrdquo
The FED ldquoagreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflationrdquo
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Page 2 of3
For the quarter ending June 30 2015 the Treasurers Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurers Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
In its discussion of monetary policy for the period ahead the Committee agreed that the weakness in the first quarter was at least in part the result of transitory factors and members anticipated that economic growth would resume in the second quarter Although they expressed some uncertainty about the extent of the likely near-term pickup members expected moderate economic growth over the medium term Labor market conditions had improved somewhat further and members anticipated further progress in coming months Ongoing gains in employment and wages along with a high level of consumer confidence were expected to provide support to household spending Signs of stronger housing activity were encouraging
However the outlook for business investment remained soft and net exports were likely to continue to be restrained by the earlier appreciation of the dollar Inflation had been well below the Committees longer-run objective but with oil prices and the foreign exchange value of the dollar stabilizing members expected that inflation would gradually rise toward 2 percent over the medium term Members thus saw economic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policy In these circumstances members agreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflation
The Committee issued this statement at its June meeting To support continued progress toward maximum employment and price stability the Committee today reaffirmed its view that the current 0 to 1i percent target range for the federal funds rate remains appropriate In determining how long to maintain this target range the Committee will assess progress - both realized and expected - toward its objectives of maximum employment and 2 percent inflation This assessment will take into account a wide range of information including measures of labor market conditions indicators of inflation pressures and inflation expectations and readings on financial and international developments The Committee anticipates that it will be appropriate to raise the target range for the federal funds rate when it has seen further improvement in the labor market and is reasonably confident that inflation will move back to its 2 percent objective over the medium term
The target range of 0 to 1i percent was set by the FOMC in December 2008 where it has remained since The Committee will meet next quarter July 28-29 and September 16-17
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b ) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurer s Report affirming the ability of the Santa Barbara County Investment Pool to eet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
GTRInvestingTIPQrtrlyReport2015-06-302015-6-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v l 106c
Page 3 of3
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurers Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending June 30 2015 net investment earnings achieved by the Treasurers Investment Pool were $1248 791 with the County receiving 41 Schools 50 and Special Districts the balance of 9 The net yield earned for the quarter on an annualized basis is 0414 and over the past year is 0377
Attachments
1 Treasurers Fourth Quarter Investment Pool Report (April - June 2015) 2 Treasurers Investment Pool Summary Performance Report Quarter Ended June 30 2015
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRlnvestingTIPQrtrlyReport2015-06-302015-6-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED June 30 2015
ECONOMIC TREND
The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
The FED perceived ldquoeconomic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policyrdquo
The FED ldquoagreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflationrdquo
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Page 3 of3
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurers Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending June 30 2015 net investment earnings achieved by the Treasurers Investment Pool were $1248 791 with the County receiving 41 Schools 50 and Special Districts the balance of 9 The net yield earned for the quarter on an annualized basis is 0414 and over the past year is 0377
Attachments
1 Treasurers Fourth Quarter Investment Pool Report (April - June 2015) 2 Treasurers Investment Pool Summary Performance Report Quarter Ended June 30 2015
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRlnvestingTIPQrtrlyReport2015-06-302015-6-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED June 30 2015
ECONOMIC TREND
The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
The FED perceived ldquoeconomic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policyrdquo
The FED ldquoagreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflationrdquo
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED June 30 2015
ECONOMIC TREND
The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
The FED perceived ldquoeconomic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policyrdquo
The FED ldquoagreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflationrdquo
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND
The Federal Reserve (FED) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
The FED perceived ldquoeconomic conditions as continuing to approach those consistent with warranting a start to the normalization of the stance of monetary policyrdquo
The FED ldquoagreed to continue making decisions about the appropriate target range for the federal funds rate on a meeting-by-meeting basis with their decisions depending on the implications of economic and financial developments for the prospects for labor markets and inflationrdquo
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 55 and ended the quarter at 53 Californiarsquos preliminary unemployment rate was 63 in June
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 01 at the end of June The Core CPI which excludes food and energy was 18 at the end of June
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 1014 and ended at 1014
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -21 Subsequently the economy continued to recover For the most recent quarter ending March 2015 the economy once again experienced a contraction of the economy and reported GDP at -02
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
149160138 $ 10000000 50000000
239390332 194704980 172829549 320143889
$ 1136228888
Net Unrealized Holding
Gains(Losses) Fair Value 6302015
-$ 149160138 $ - 10000000 - 50000000
767793 240158125 (67285) 194637695 124328 172953877
(159548) 319984341
665288 $ 1136894176 $
Statement of Assets As of June 30 2015
Percent of
Portfolio
1312 088 440
2112 1712 1521 2815
10000
Yield to Maturity
0270 0080 0290 0649 0450 0202 1079
0597
Weighted Average Days to Maturity
1 1 1
553 332 191 871
448
$
$
Fair Value 3312015
146443040 5000000
50000000 250205100 136679315 137403859 401263922
1126995236
Net Change
2717098 $ 5000000
-(10046975) 57958380 35550018
(81279581)
9898940 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1248791 $ $ 1209538367
0414
7
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Cash on Deposit at Bank 131
Government Agency Notes 323
LAIF - State Investment Pool 44
CAMP 09
Callable Securities 282
Treasuries 211
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
6302015
Treasuries 240000000 $ Cash on Deposit at Bank 149160138 $ Government Agency Notes 367635000 $ LAIF - State Investment Pool 50000000 $ CAMP 10000000 $ Callable Securities 320265000 $
TOTAL 1137060138 $
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
6302015
AA (Long Term Rating) CA Local Agency 660 Investment Fund
Cash on Deposit at Bank (Not Rated)
175
AAA (Long Term Rating) 165
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
6302015
1 - 90 DAYS 81
4 - 5 YEARS 27 3 - 4 YEARS 18
OVERNIGHT 184 2 - 3 YEARS 187
1 - 2 YEARS 234 91 DAYS - 1 YEAR
269
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 6302015
County 41
Schools 50
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1209538367 Aggregate interest earnings of $1248791 was distributed to pool participants
11
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
025
041 029
001 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
6302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Portfolio Details - Investments Portfolio Management County Pool 2014-2015
Page 1
June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Cash
SYS5495 5495 Bank of America Corp 14916013800 14916013800 14916013800 0270 0270 1
Subtotal and Average 163912240 14916013800 14916013800 14916013800 0270 1
CAMP
SYS5272 5272 CAMP 1000000000 1000000000 1000000000 0080 AAA 0080 1
Subtotal and Average 2406593407 1000000000 1000000000 1000000000 0080 1
Local Agency Investment Funds
SYS1009 1009 LAIF 5000000000 5000000000 5000000000 0290 0290 1
Subtotal and Average 5000000000 5000000000 5000000000 5000000000 0290 1
Federal Agency Coupon Securities
3133ECE91 3133ECWQ3 3133EDBE1 3133EDAL6 3133EEDF4 3133EEKU3 3133EESZ4 3133EEC40 313380L96 3133834R9 3130A0C65 3130A3GV0 3130A3PB4 3130A3UR3 3130A4SQ6 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 3137EADS5 3134G4XW3 3135G0AL7 3135G0NV1 3135G0SB0
5679 5729 5762 5764 5864 5879 5898 5909 5592 5710 5746 5854 5866 5877 5904 5922 5923 5924 5929 5731 5814 5531 5590 5633
Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Farm Credit Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Bank Federal Home Loan Mortgage Co Federal Home Loan Mortgage Co Federal Natl Mtg Assoc Federal Natl Mtg Assoc Federal Natl Mtg Assoc
02012013 08092013 12102013 12112013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 08172012 11162012
1000000000 1000000000
500000000 500000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000 500000000
1000000000
1001100000 1000520000
500005000 500085000 150106500 499810000
1001790000 1300403000
500610000 499965000 500595000 500010000
1500075000 1002290000
500000000 1498110000 1497960000 1499520000
500790000 502800000 499820000 506915000 499905000
1000710000
999902778 1000000000
499994657 500000000 149906038 500000000
1000000000 1300000000
499980943 499722060 499316198 500000000
1499829326 1000000000
499983822 1500000000 1500000000 1500000000
499897694 499969486 499937147 505021451 499966628 999644753
0400 0375 0220 0280 0850 0240 0460 0350 0500 0375 0625 0290 0230 0750 0150 0530 0560 0360 0330 0875 0600 2250 0500 0375
AA AA
AA AA
AA AA AA
AAA AA AA
AA AA AA AA AA
0417 0375 0268 0280 0881 0240 0460 0350 0510 0432 0718 0290 0252 0750 0163 0530 0560 0360 0351 0758 0610 0800 0528 0388
02012016215 0909201570 070920158 0825201555 07282017758 01212016204 07122016377 06242016359 11202015142 06242016359 12282016546 02252016239 01042016187 01062017555 1002201593 01302017579 02272017607 08012016397 06302016365 10142016471 09262016453 03152016258 0928201589 12212015173
Run Date 07232015 - 0956
Portfolio SB99 AP
PM (PRF_PM2) 725
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 2
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon Securities
3135G0XP3 5711 Federal Natl Mtg Assoc 05172013 500000000 499875000 499443351 0375 AA 0486 07052016370
Subtotal and Average 18173944975 19450000000 19463769500 19452516332 0450 332
Federal Agency Disc -Amortizing
313312JD3 5840 FC Discount Note 07162014 500000000 499995000 499972778 0140 AAA 0142 0715201514 313312WU0 5928 FC Discount Note 06022015 500000000 498985000 498723195 0290 AAA 0295 05132016317 313384NQ8 5910 FHLB Disc Corp 04242015 500000000 499835000 499865556 0080 AAA 0081 10302015121 313384JV2 5911 FHLB Disc Corp 04242015 1000000000 999980000 999941667 0070 AAA 0071 0731201530 313384WD7 5915 FHLB Disc Corp 04282015 500000000 499075000 498825556 0280 AAA 0285 04282016302 313384NG0 5916 FHLB Disc Corp 04282015 500000000 499845000 499850903 0095 AAA 0096 10222015113 313384NW5 5917 FHLB Disc Corp 04282015 100000000 99961000 99950611 0140 AAA 0142 11052015127 313384KJ7 5918 FHLB Disc Corp 04282015 467500000 467476625 467452536 0085 AAA 0086 0813201543 313384XP9 5927 FHLB Disc Corp 06022015 1000000000 997330000 997293333 0290 AAA 0295 06012016336 313384YD5 5930 FHLB Disc Corp 06152015 500000000 498610000 498250000 0360 AAA 0367 06152016350 313384KW8 5846 Fed Home Ln Discount Nt 08272014 1000000000 999940000 999755556 0160 AAA 0162 0825201555 313384SY6 5906 Fed Home Ln Discount Nt 04232015 250000000 249765000 249671875 0210 AAA 0213 02112016225 313384RU5 5907 Fed Home Ln Discount Nt 04232015 250000000 249807500 249753750 0180 AAA 0183 01142016197 313384SB6 5908 Fed Home Ln Discount Nt 04242015 1000000000 999210000 998895000 0195 AAA 0198 01212016204 313384SG5 5913 Fed Home Ln Discount Nt 04272015 1000000000 999190000 998896945 0190 AAA 0193 01262016209 313384YC7 5931 Fed Home Ln Discount Nt 06152015 500000000 498615000 498255000 0360 AAA 0367 06142016349 313384YE3 5932 Fed Home Ln Discount Nt 06192015 500000000 498605000 498293750 0350 AAA 0356 06162016351 313396KY8 5857 Freddie Discount 11252014 1500000000 1499910000 1499762500 0100 AAA 0101 0827201557 313396JL8 5860 Freddie Discount 11262014 746000000 745992540 745943431 0130 AAA 0132 0722201521 313396SJ3 5893 Freddie Discount 03042015 500000000 499590000 499355278 0220 AAA 0223 01282016211 313396SK0 5894 Freddie Discount 03042015 500000000 499590000 499352222 0220 AAA 0223 01292016212 313396VW0 5919 Freddie Discount 04292015 500000000 499100000 498934722 0260 AAA 0264 04212016295 313396UC5 5920 Freddie Discount 04292015 500000000 499400000 499332361 0190 AAA 0193 03102016253 313396US0 5921 Freddie Discount 04292015 500000000 499370000 499202708 0215 AAA 0218 03242016267 313396WL3 5926 Freddie Discount 05052015 500000000 499010000 498819791 0275 AAA 0280 05052016309 313396XA6 5933 Freddie Discount 06222015 1000000000 997930000 997577500 0270 AAA 0274 05192016323 313588RJ6 5886 Federal Natl Mtg Assoc 02262015 1000000000 999270000 998961111 0200 AAA 0203 01042016187
Subtotal and Average 18554528080 17313500000 17295387665 17290889635 0202 191
Treasury Coupon Securities
912828TK6 5785 US Treasury 12312013 1000000000 1000080000 999988123 0250 0260 0815201545 912828B82 5802 US Treasury 03062014 250000000 250137500 249869073 0250 0329 02292016243
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 3
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Treasury Coupon Securities
912828UR9 5803 US Treasury 03062014 250000000 249005000 247315943 0750 1164 02282018973 912828B82 5806 US Treasury 03202014 1000000000 1000550000 999359177 0250 0347 02292016243 912828VY3 5810 US Treasury 03242014 500000000 500155000 499958369 0250 0284 0930201591 912828B82 5817 US Treasury 04252014 1000000000 1000550000 999296875 0250 0356 02292016243 912828SY7 5819 US Treasury 04292014 1000000000 999840000 993745844 0625 0957 05312017700 912828VC1 5821 US Treasury 04302014 1500000000 1499535000 1497394228 0250 0450 05152016319 912828B74 5825 US Treasury 06052014 1500000000 1501995000 1497524919 0625 0728 02152017595 912828VG2 5828 US Treasury 06182014 500000000 500940000 500018780 0500 0496 06152016350 912828WQ9 5835 US Treasury 07072014 500000000 500820000 499960614 0500 0508 06302016365 912828WM8 5836 US Treasury 07072014 500000000 500350000 499538033 0375 0476 05312016335 912828UG3 5850 US Treasury 11062014 1000000000 1001410000 1000889009 0375 0211 01152016198 912828SY7 5851 US Treasury 11072014 500000000 499920000 498101129 0625 0826 05312017700 912828TB6 5852 US Treasury 11072014 1000000000 1001950000 997815573 0750 0861 06302017730 912828WM8 5858 US Treasury 11252014 1000000000 1000700000 1000757233 0375 0292 05312016335 912828WQ9 5859 US Treasury 11252014 1000000000 1001640000 1001614092 0500 0338 06302016365 912828TM2 5861 US Treasury 12022014 1500000000 1497420000 1492874813 0625 0847 08312017792 912828TB6 5862 US Treasury 12022014 1500000000 1502925000 1498909073 0750 0787 06302017730 912828SY7 5863 US Treasury 12022014 1500000000 1499760000 1496488234 0625 0749 05312017700 912828VE7 5865 US Treasury 12042014 1000000000 1000310000 994546734 1000 1191 053120181065 912828TM2 5888 US Treasury 03022015 1000000000 998280000 994984940 0625 0860 08312017792 912828TB6 5889 US Treasury 03022015 1000000000 1001950000 999195799 0750 0791 06302017730 912828WL0 5895 US Treasury 03092015 1000000000 1005550000 998480509 1500 1540 053120191430 912828WM8 5896 US Treasury 03112015 500000000 500350000 499912175 0375 0394 05312016335 912828VC1 5897 US Treasury 03112015 1000000000 999690000 998959179 0250 0370 05152016319
Subtotal and Average 24944117954 24000000000 24015812500 23957498470 0649 553
Federal Agency Coupon - Callables
3133EAZK7 5583 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EAZK7 5584 Federal Farm Credit Bank 07242012 500000000 499720000 500000000 0970 AA 0970 07242017754 3133EA5V6 5620 Federal Farm Credit Bank 10242012 500000000 499840000 500000000 0620 AA 0620 10242016481 3133EA5V6 5621 Federal Farm Credit Bank 10242012 500000000 499840000 499753646 0620 AA 0658 10242016481 3133EC3F9 5640 Federal Farm Credit Bank 11262012 500000000 499965000 499715648 0550 AA 0600 08262016422 3133EC5B6 5644 Federal Farm Credit Bank 11292012 500000000 499785000 499779514 0640 AA 0672 11292016517 3133EC6S8 5656 Federal Farm Credit Bank 12122012 1000000000 999820000 999728646 0600 AA 0619 12122016530 3133ECFA7 5684 Federal Farm Credit Bank 02132013 500000000 499295000 500000000 1080 AA 1080 02132018958 3133ECKL7 5697 Federal Farm Credit Bank 04032013 500000000 498890000 500000000 0780 AA 0780 04032017642
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 4
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3133ECQW7 5714 Federal Farm Credit Bank 06042013 500000000 498385000 499517375 1250 AA 1284 060420181069 3133EDJU7 5815 Federal Farm Credit Bank 04172014 250000000 250000000 250000000 0670 0670 10172016474 3133EDN81 5826 Federal Farm Credit Bank 06122014 250000000 250042500 250000000 1850 1850 061220191442 3133EDUM2 5847 Federal Farm Credit Bank 09092014 500000000 500515000 500000000 0640 AA 0640 09092016436 3133EDYQ9 5855 Federal Farm Credit Bank 11142014 50000000 50003000 50000000 0750 0750 01202017569 3133EELR9 5880 Federal Farm Credit Bank 01272015 500000000 500135000 500000000 0625 0625 01272017576 313380MF1 5606 Federal Home Loan Bank 09182012 708000000 707773440 707937303 1000 AA 1004 09182017810 3133813R4 5661 Federal Home Loan Bank 12192012 1000000000 999210000 999855455 1000 AA 1006 11092017862 3133836L0 5713 Federal Home Loan Bank 05282013 500000000 498360000 500000000 1200 AA 1200 052420181058 3130A0F54 5770 Federal Home Loan Bank 12182013 500000000 499785000 500000000 1250 AA 1250 12182017901 3130A0NR7 5794 Federal Home Loan Bank 01292014 250000000 251017500 249959722 1430 AA 1436 01292018943 3130A25D4 5831 Federal Home Loan Bank 06192014 500000000 497325000 500000000 1100 AA 1100 09192017811 3130A2FP6 5838 Federal Home Loan Bank 07102014 66000000 66005940 66000000 1000 AA 2170 071020191470 3130A2KK1 5841 Federal Home Loan Bank 07172014 500000000 500200000 500000000 1000 2170 071720191477 3130A3MG6 5875 Federal Home Loan Bank 12292014 1000000000 1001930000 1000000000 1000 1000 09292017821 3130A2A30 5885 Federal Home Loan Bank 02052015 1000000000 994230000 1000000000 1900 1900 121220191625 3130A4JT0 5899 Federal Home Loan Bank 03122015 1000000000 999900000 1000000000 0500 AA 2075 111220191595 3130A4MX7 5900 Federal Home Loan Bank 03252015 1000000000 999160000 1000000000 0500 1652 062520181090 3130A4JN3 5901 Federal Home Loan Bank 03302015 500000000 500605000 500000000 0850 AA 0850 03302017638 3130A4VL3 5914 Federal Home Loan Bank 04282015 500000000 500165000 500000000 0400 0756 04282017667 3134G3H52 5598 Federal Home Loan Mortgage Co 09122012 500000000 499795000 499945069 1000 AA 1005 09122017804 3134G3K82 5612 Federal Home Loan Mortgage Co 09272012 500000000 501115000 500000000 0750 AA 0750 03272017635 3134G3Y79 5643 Federal Home Loan Mortgage Co 11282012 500000000 500720000 500000000 1000 AA 1000 11282017881 3134G3Z37 5648 Federal Home Loan Mortgage Co 12052012 500000000 500335000 499910764 0625 AA 0638 12052016523 3134G33B4 5670 Federal Home Loan Mortgage Co 01112013 500000000 497185000 499873611 1000 AA 1010 01112018925 3134G33M0 5671 Federal Home Loan Mortgage Co 01162013 1000000000 1000410000 1000000000 1050 AA 1050 01162018930 3134G36F2 5692 Federal Home Loan Mortgage Co 03282013 500000000 500285000 499995674 0420 AA 0424 0918201579 3134G34Y3 5701 Federal Home Loan Mortgage Co 04092013 500000000 498310000 499932450 1000 AA 1005 02142018959 3134G37C8 5707 Federal Home Loan Mortgage Co 04172013 727500000 727834650 727500000 1100 AA 1100 041720181021 3134G42G2 5709 Federal Home Loan Mortgage Co 04302013 500000000 499900000 500000000 1050 AA 1050 043020181034 3134G4S90 5781 Federal Home Loan Mortgage Co 12302013 500000000 501195000 500000000 0800 AA 0800 12302016548 3134G4R91 5782 Federal Home Loan Mortgage Co 12302013 245000000 245426300 245000000 0750 0750 12302016548 3134G4YA0 5811 Federal Home Loan Mortgage Co 03262014 525000000 525572250 525000000 0625 AA 0625 09262016453 3134G56S9 5827 Federal Home Loan Mortgage Co 06172014 250000000 250337500 249801944 1000 AA 2156 061720191447 3134G5GE9 5844 Federal Home Loan Mortgage Co 08262014 500000000 500305000 500000000 0570 0570 08262016422 3134G5T21 5871 Federal Home Loan Mortgage Co 12192014 250000000 250542500 250000000 1450 1450 061920181084
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
County Pool 2014-2015 Portfolio Management Page 5
Portfolio Details - Investments June 30 2015
CUSIP Investment Issuer Average Balance
Purchase Date Par Value Market Value Book Value
Stated Rate SampP
YTM Days to Maturity
Maturity Date
Federal Agency Coupon - Callables
3134G6AA1 5884 Federal Home Loan Mortgage Co 01302015 500000000 499995000 500000000 0700 0700 01302017579 3134G6PU1 5902 Federal Home Loan Mortgage Co 03302015 500000000 500585000 500000000 0875 0875 06302017730 3134G6TQ6 5905 Federal Home Loan Mortgage Co 04202015 500000000 499000000 500000000 1250 1250 042020181024 3134G6YM9 5912 Federal Home Loan Mortgage Co 04272015 500000000 499595000 500000000 0875 0875 10272017849 3135G0QW6 5629 Federal Natl Mtg Assoc 11082012 500000000 499615000 500000000 1000 AA 1000 11082017861 3136G02U4 5630 Federal Natl Mtg Assoc 11142012 500000000 499485000 499777465 0625 AA 0658 11142016502 3135G0SH7 5654 Federal Natl Mtg Assoc 12122012 1000000000 995210000 1000000000 1000 AA 1000 12122017895 3135G0TV5 5677 Federal Natl Mtg Assoc 01302013 500000000 500395000 499935486 1030 AA 1035 01302018944 3135G0UE1 5685 Federal Natl Mtg Assoc 02142013 500000000 496700000 499672569 1000 AA 1051 02142018959 3136G0K83 5689 Federal Natl Mtg Assoc 03272013 955000000 950043550 954790749 1120 AA 1128 032720181000 3136G1HU6 5698 Federal Natl Mtg Assoc 04042013 500000000 498975000 500000000 1200 AA 1200 040420181008 3135G0UN1 5798 Federal Natl Mtg Assoc 02132014 500000000 499555000 496777113 1150 AA 1400 02282018973 3136G2CY1 5882 Federal Natl Mtg Assoc 01302015 500000000 499155000 500000000 1000 AA 1646 013020191309 3135G0C84 5887 Federal Natl Mtg Assoc 02272015 500000000 499235000 500000000 2000 AA 2000 022720201702
Subtotal and Average 37936213501 32026500000 31998434130 32020160203 1079 871
Total and Average 107179310156 113706013800 113689417595 113637078440 0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
June 30 2015 Portfolio Details - Cash Portfolio Management County Pool 2014-2015
Page 6
CUSIP IssuerInvestment Average Balance Par Value Market Value
Purchase Date Book Value
Stated Rate
YTM Days to MaturitySampP
Average Balance
Total Cash and Investments
000
107179310156 113706013800 113689417595 113637078440
0
0597 448
Portfolio SB99 AP
Run Date 07232015 - 0956 PM (PRF_PM2) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
April 1 2015 - June 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
3130A4SQ6 5904 1 FAC FHLB 500000000 04022015 1002 - Final Pmt 499968000 0150 10022015 0163 499983822 3134G6TQ6 5905 1 MC1 FHLMC 500000000 04202015 1020 - 0420 500000000 1250 04202018 1250 500000000 313384SY6 5906 1 AFD FHLBDN 250000000 04232015 0211 - At Maturity 249571250 0210 02112016 0213 249671875 313384RU5 5907 1 AFD FHLBDN 250000000 04232015 0114 - At Maturity 249667500 0180 01142016 0183 249753750 3133EEC40 5909 1 FAC FFCB 1300000000 04242015 0624 - 1224 1300000000 0350 06242016 0350 1300000000 313384NQ8 5910 1 AFD FHDN 500000000 04242015 1030 - At Maturity 499790000 0080 10302015 0081 499865556 313384JV2 5911 1 AFD FHDN 1000000000 04242015 0731 - At Maturity 999809444 0070 07312015 0071 999941667 313384SB6 5908 1 AFD FHLBDN 1000000000 04242015 0121 - At Maturity 998526667 0195 01212016 0198 998895000 313384SG5 5913 1 AFD FHLBDN 1000000000 04272015 0126 - At Maturity 998553889 0190 01262016 0193 998896945 3134G6YM9 5912 1 MC1 FHLMC 500000000 04272015 1027 - 0427 500000000 0875 10272017 0875 500000000 313384WD7 5915 1 AFD FHDN 500000000 04282015 0428 - At Maturity 498576667 0280 04282016 0285 498825556 313384NG0 5916 1 AFD FHDN 500000000 04282015 1022 - At Maturity 499766458 0095 10222015 0096 499850903 313384NW5 5917 1 AFD FHDN 100000000 04282015 1105 - At Maturity 99925722 0140 11052015 0142 99950611 313384KJ7 5918 1 AFD FHDN 467500000 04282015 0813 - At Maturity 467381891 0085 08132015 0086 467452536 3130A4VL3 5914 1 MC1 FHLB 500000000 04282015 1028 - 0428 500000000 0400 04282017 0756 500000000 313396VW0 5919 1 AFD FMCDN 500000000 04292015 0421 - At Maturity 498707222 0260 04212016 0264 498934722 313396UC5 5920 1 AFD FMCDN 500000000 04292015 0310 - At Maturity 499166111 0190 03102016 0193 499332361 313396US0 5921 1 AFD FMCDN 500000000 04292015 0324 - At Maturity 499014583 0215 03242016 0218 499202708 3130A57C7 5922 1 FAC FHLB 1500000000 04302015 0730 - 0130 1500000000 0530 01302017 0530 1500000000 3130A57D5 5923 1 FAC FHLB 1500000000 04302015 0827 - 0227 1500000000 0560 02272017 0560 1500000000 3130A5AA7 5924 1 FAC FHLB 1500000000 05012015 0801 - 0201 1500000000 0360 08012016 0360 1500000000 313384HM4 5925 1 AFD FHDN 1000000000 05042015 0629 - At Maturity 999906667 0060 06292015 0061 000 313396WL3 5926 1 AFD FMCDN 500000000 05052015 0505 - At Maturity 498602083 0275 05052016 0280 498819791 313312WU0 5928 1 AFD FCDN 500000000 06022015 0513 - At Maturity 498606389 0290 05132016 0295 498723195 313384XP9 5927 1 AFD FHDN 1000000000 06022015 0601 - At Maturity 997059722 0290 06012016 0295 997293333 3130A5K57 5929 1 FAC FHLB 500000000 06042015 0630 - 1230 499890000 0330 06302016 0351 499897694 313384YD5 5930 1 AFD FHDN 500000000 06152015 0615 - At Maturity 498170000 0360 06152016 0367 498250000 313384YC7 5931 1 AFD FHLBDN 500000000 06152015 0614 - At Maturity 498175000 0360 06142016 0367 498255000 313384YE3 5932 1 AFD FHLBDN 500000000 06192015 0616 - At Maturity 498235417 0350 06162016 0356 498293750 313396XA6 5933 1 AFD FMCDN 1000000000 06222015 0519 - At Maturity 997510000 0270 05192016 0274 997577500
Subtotal 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Total Purchases 20867500000 20844580682 000 19847668275
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during April 1 2015 - June 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
313588FW0 5867 1 AFD FNDN 500000000 05212015 12102014 0110 500000000 000 500000000 000 313396GC1 5824 1 AFD FMCDN 1500000000 05272015 06022014 0110 1500000000 000 1500000000 000 313588GD1 5878 1 AFD FNDN 1000000000 05282015 01062015 0100 1000000000 000 1000000000 000 313588GE9 5876 1 AFD FNDN 500000000 05292015 01062015 0100 500000000 000 500000000 000
313588GH2 5834 1 AFD FNMA 500000000 06012015 07022014 0140 500000000 000 500000000 000 313588GH2 5842 1 AFD FNMA 1000000000 06012015 07252014 0140 1000000000 000 1000000000 000 3133EDC67 5784 1 FAC FFCB 1000000000 06182015 12312013 0250 1000000000 1250000 1001250000 1250000 313396HA4 5869 1 AFD FMCDN 1000000000 06182015 12112014 0120 1000000000 000 1000000000 000 313312HM5 5856 1 AFD FFCBDN 1000000000 06292015 11172014 0120 1000000000 000 1000000000 000 313384HM4 5925 1 AFD FHDN 1000000000 06292015 05042015 0060 1000000000 000 1000000000 000 313384HN2 5845 1 AFD FHDN 500000000 06302015 08272014 0120 500000000 000 500000000 000 313588HN8 5843 1 AFD FNMA 500000000 06302015 08132014 0140 500000000 000 500000000 000 912828VH0 5829 1 TRC USTR 1000000000 06302015 06182014 0375 1000000000 1875000 1001875000 1875000
Total Maturities 11000000000 11000000000 3125000 11003125000 3125000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund April 1 2015 - June 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
01062016
3130A3QH0 5868 1 FHLB 12112014 06112015 500000000 0300 500000000 500000000 750000 500750000 750000 MC1 01062016 Call
Subtotal 500000000 500000000 500000000 750000 500750000 750000
06272016
3134G4RT7 5777 1 FHLMC 12272013 06272015 500000000 0530 500000000 500000000 1325000 501325000 1325000 MC1 06272016 Call
Subtotal 500000000 500000000 500000000 1325000 501325000 1325000
08262016
3134G56B6 5823 1 FHLMC 05302014 05262015 500000000 0580 500000000 500000000 725000 500725000 725000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 725000 500725000 725000
10242016
313382RE5 5708 1 FHLB 04242013 04242015 985000000 0600 985000000 985000000 2955000 987955000 2955000 MC1 10242016 Call
Subtotal 985000000 985000000 985000000 2955000 987955000 2955000
11142016
3133ED7D8 5750 1 FFCB 11222013 05042015 500000000 0700 500000000 500000000 1652778 501652778 1652778 MC1 11142016 Call
Subtotal 500000000 500000000 500000000 1652778 501652778 1652778
12122016
3136G12C2 5657 1 FNMA 12122012 06122015 500000000 0665 499953125 500000000 1662500 501662500 1709375 MC1 12122016 Call
Subtotal 500000000 499953125 500000000 1662500 501662500 1709375
03272017
3130A0HP8 5778 1 FHLB 12272013 04232015 500000000 0900 500000000 500000000 325000 500325000 325000 MC1 03272017 Call
Subtotal 500000000 500000000 500000000 325000 500325000 325000
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
06302017
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
Treasurers Investment Pool SalesCall Report Page 2
April 1 2015 - June 30 2015
Issuer Redem DatePurchase Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Matur DateDate Value Redem at Redem Principal Interest Amount Net Income
06302017
3134G6LG6 5903 1 FHLMC 03302015 06302015 1000000000 1000 1000000000 1000000000 2500000 1002500000 2500000 MC1 06302017 Call
Subtotal 1000000000 1000000000 1000000000 2500000 1002500000 2500000
07282017
3134G5Z99 5881 1 FHLMC 01282015 04282015 500000000 1000 500000000 500000000 1250000 501250000 1250000 MC1 07282017 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
08282017
3135G0NN9 5603 1 FNMA 09142012 05282015 500000000 1050 500000000 500000000 1312500 501312500 1312500 MC1 08282017 Call
Subtotal 500000000 500000000 500000000 1312500 501312500 1312500
12182017
3133EDC26 5769 1 FFCB 12182013 04222015 500000000 1270 499611625 500000000 2187222 502187222 2575597 MC1 12182017 Call
Subtotal 500000000 499611625 500000000 2187222 502187222 2575597
06122018
3134G5Q24 5870 1 FHLMC 12122014 06122015 125000000 1500 125000000 125000000 937500 125937500 937500 MC1 06122018 Call
Subtotal 125000000 125000000 125000000 937500 125937500 937500
06292018
3130A3ND2 5873 1 FHLB 12292014 06292015 1000000000 1325 1000000000 1000000000 6625000 1006625000 6625000 MC1 06292018 Call
Subtotal 1000000000 1000000000 1000000000 6625000 1006625000 6625000
07302018
3134G5Y33 5883 1 FHLMC 01302015 04302015 500000000 1000 V 500000000 500000000 1250000 501250000 1250000 MC1 07302018 Call
Subtotal 500000000 500000000 500000000 1250000 501250000 1250000
09262018
3130A3NC4 5872 1 FHLB 12262014 06262015 1000000000 1410 1000000000 1000000000 3525000 1003525000 3525000 MC1 09262018 Call
Subtotal 1000000000 1000000000 1000000000 3525000 1003525000 3525000
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
April 1 2015 - June 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06192019
3130A2BP0
06242019
3133EDP48
Investment
5830
5832
Fund
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
06192015FHLB MC1 06192019
06192014
Subtotal
06242015FFCB MC1 06242019
06242014
Subtotal
Par Value
250000000
250000000
250000000
250000000
Rate at Redem
1000 V
1970
Book Value at Redem
250000000
250000000
250000000
250000000
Redemption Principal
250000000
250000000
250000000
250000000
Redemption Interest
1250000
1250000
2462500
2462500
Total Amount
251250000 Call
251250000
252462500 Call
252462500
Net Income
1250000
1250000
2462500
2462500
Total Sales 9610000000 9609564750 9610000000 32695000 9642695000 33130250
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 07232015 0954 AP Run Date 07232015 - 0954 SA (PRF_SA) 711
Report Ver 731
