October 30, 2012 - Investment Report for Quarter Ending ...boardarchives.metro.net/BoardBox/BB2012/2012_11...For the quarter ended September 30, 2012, the externally managed portfolios

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Los Ange les County Metropolitan Transportation Authority

BOARD OF DIRECTORS

ARTHUR T. LEAHYk~ / CHIEF EXECUTIVE OT TERRY MATSUMOTO CHIEF FINANCIAL SER

One Gateway Plaza Los Angeles, CA 90012-2952

213.922.2000 Tel metro. net

October 30, 2012

INVESTMENT REPORT FOR QUARTER ENDING SEPTEMBER 30, 2012

The purpose of this quarterly report on investments is to certify that the ca'sh and investment portfolios are in compliance with our Investment Policy approved January 26, 2012.

DISCUSSION

1. On a consolidated portfol io basis, the securities in the portfolio were in compliance for the quarter ending September 30, 2012.

2. L.A. County Pool

>- Non-Compliance with L.A. County Investment Policy

See Attachment VII- County of Los Angeles Treasurer and Tax Collector Report of Investments for July, August and September 2012.

INVESTMENT RETURNS

Treasury staff continues to emphasize portfolio safety, liquidity and enhancing returns. The externally managed portfolio strategies are designed to enhance total return , subject to the objectives of safety and liquidity, by targeting the benchmark BofA Merrill Lynch 1-3 year Government/Corporate Bond Index. Investment returns and the weighted average duration for the internal portfolio and the externally managed portfolios are summarized below in Table I, and are shown in Attachment I, pages four and five.

For the quarter ended September 30, 2012, the externally managed portfolios had a combined gain of 0.47% compared to a gain of 0.58% for the benchmark. For the period, the combined weighted average duration of the external portfolios was 1.8 years versus 1.8 years for the benchmark.

Table 1- Investment Returns for the Quarter Ending September 30, 2012

% Weighted Average Investment Manager I Benchmark Return Duration (years) Internal Managed Investments 0.02 0.1 91 day T-Billlndex 0.03 0.2 Managed Investments L.M. Capital 0.69 2.0 PIMCO 0.38 1.7 RBCGiobal 0.62 2.0 Wells Capital 0.46 1.7 External Manager Composite 0.47 1.8 SofA Merrill Lynch 1-3 yr Govt/Corp 0.58 1.8 Bond Index

During the quarter, the external managers had realized gains net of losses in the amount of $3.1 million on securities sold prior to their maturity date (See Attachment Ill Quarterly Gain/Loss Report). Treasury staff monitors the performance of the external managers relative to the respective benchmark over a market cycle (3 to 5 years), and meets quarterly with the external managers to review performance and to discuss managers' strategies.

NEXT STEPS

The next update will report transactions for the month ending October 31, 2012.

Attachment 1: September 30, 2012 Quarterly Report on Cash & Investments Attachment II: September 2012 Transactions Report Attachment Ill: Quarterly Gain/Loss Report for the quarter ended September 30, 2012 Attachment IV: Quarterly Certification of Liquidity Attachment V: Schedule of Proposed Financings Attachment VI: US Bank Institutional Trust and Custody statements, and Local

Agency Investment Fund Asset Statements Attachment VII: L.A. County Treasurer's and Tax Collector Report of Investments

Prepared by:

for July, August and September 2012 -Attachment II

Marshall M. Liu, Principal Financial Analyst Donna R. Mills, Assistant Treasurer

ATTACHMENT I

LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

QUARTERLY REPORT ON CASH & INVESTMENTS

September 30, 2012

Los Angeles County Metropolitan Transportation Authority

CASH AND INVESTMENT REPORT OVERVIEW September 30,2012

(In Dollars)

The LACMTA's Treasury Department is responsible for various funds in the following major categories:

September 30,2012 June 30,2012

Operating Funds (a) $ 1,988,017,617 $ 1 ,924, 710,155

Debt Funds: Bond Principal and Interest 89,152,367 213,924,590 Debt Service Reserves and Other Debt 244,167,001 246,256,153 Refunding Escrows 164,986 164,884 Bond Construction Funds 316,518,932 378,617,210

Pension Assets 970,849,481 921,493,714 Other Post Employment Benefit Fund 212,036,180 199,514,169 HOV, STA, TDA and SAFE Funds 362,037,533 293,639,048 Other (See Schedule of Other Funds) 12,420,930 12,287,405

TOTAL$ 4,195,365,028 $ 4,190,607,329

a - Operating Funds are reported at book value. All other funds are reported at market value. b - Current quarter increase due to monthly funding in excess of payroll and other disbursements. c- Current quarter decrease due to July 1 scheduled payment of principal and interest. d - Current quarter decrease due to lower debt service reserve requirements following refunding. e - Current quarter decrease due to payment of Measure R construction costs. f - Current quarter increase due to favorable market conditions net of contributions. g- Current quarter increase due to favorable market conditions. h - Current quarter increase due to eligible agencies accumulating claims for FY 2013 TDA funds.

1

$

$

Change Note

63,307,462 b

(124,772,223) c (2,089, 152) d

102 (62,098,278) e

49,355,767 f

12,522,011 g

68,398,485 h

133,525

4,757,699


Schedule of Other Funds September 30, 2012

(In Dollars)

Fund Name September 30,2012 June 30, 2012 Change

ATU Health and Welfare Trust Fund (a) TCU Health and Welfare Trust Fund (b)

TOTAL

5,847,309 6,573,621

12,420,930

5,716,863 6,570,543

12,287,406

(a)- The ATU funds in this account are administered by the LACMTA. It is comprised of a checking account to handle normal expense disbursements, and securities held in an investment account managed in accordance with the ATU's Investment Policy.

(b) - The TCU funds in this account are managed by the LACMT A. The custody account holds securities purchased for the TCU H&W Trust Fund in accordance with the Trust's Investment Policy.

Page 1 - Other

130,446 3,078

133,524


SUMMARY and COMPARISON DISCRETIONARY I OPERATING FUNDS

September 30, 2012

Description

Yield to Maturity (at market)

Bank Deposits Local Agency Investment Fund (*) Managed Investments

Total Wtd Avg Yield (at market)

Wtd Avg. Maturity (days)

Balances Bank Deposits Local Agency Investment Fund (*) Managed Investments Total Book Value

Total Market Value

Total Par Value

Quarterly Interest - Earned Quarterly Interest - Received

(*) - Includes $ 49 million held in a PTSC account.

$

$

$

$

$ $

2

September 30, 2012

0.35% 0.35% 0.47%

0.36%

471

54,372,324 98,861,648

1 ,834, 783,645 1 ,988,017,617

1 ,987 '790,236

1 ,972, 782,292

4,093,454 4,091,390

June 30, 2012

0.35% 0.36% 0.68%

0.49%

449

$ 52,389,622 98,773,914

1 1773,546,619

$ 1 ,924, 710,155

$ 1,925,472,291

$ 1 ,906,468,466

$ 4,470,955 $ 5,442,668


CASH and INVESTMENT SUMMARY DISCRETIONARY I OPERATING FUNDS

September 30,2012

Description Balance at cost Average yield at Average

Percentage market maturity in days

Bank Deposits $ 54,372,324 0.35% 1 2.7%

Local Agency Investment Fund (*) 98,861,648 0.35% 242 5.0%

Managed Investments: Money Market Funds 79,749,282 0.01% 1 4.0% Commercial Paper 169,068,881 0.11% 41 8.5% U.S. Treasuries 585,852,553 0.23% 578 29.5% Federal Agencies 622,342,835 0.39% 509 31.3% Corporate Notes 295,765,379 0.74% 644 14.9% Asset Back Securities 11,124,425 0.35% 753 0.6% Municipals 70,880,290 0.72% 728 3.6%

Subtotal - Managed Investments 1,834, 783,645 0.47% 537 92.4%

Total Cash & Investments $ 1 ,988,017,616 0.36% (****) 471 100.00%

1 - Earnings on bank deposits include earnings credits gross of service fees. 2 -The source of the ratings is Standard and Poor's rating agency. (*) - Includes $ 49 million held in a PTSC account. (**) - Deposits are collateralized at 110% by U.S. Treasuries. (***) -The Local Agency Investment Fund (LAIF) is administered by the California State Treasurer's office per Section 16429.1 et seq. of the California

Government Code. The LAIF is not rated. (****)-Weighted average yield at market

3

Ratings-(Low- High) (2)

**

***

Aaa A-1/P-1 - A-1 +/P1

Aa A1-Aa

Baa1- Aaa AAA-Aaa Aa2 -Aaa


DISCRETIONARY I OPERATING FUNDS September 30, 2012

Performance (in percentages, gross of fees)

Investment Manager

Short Duration

Internal Managed Investments

Benchmark- 91 day T-Bill (**)

Intermediate Duration

LM Capital

PIMCO

RBCGiobal

Wells Capital

External Managers Composite

BofA Merrill Lynch U.S. Govt/Corp 1-3 year Bond Index

* Cost balance includes accrued income

Balance at market in Balance at cost in dollars dollars *

776,181,560 776,150,358

122,860,652 123,195,707

425,232,417 426,450,702

123,176,617 122,490,303

387,105,017 386,496,575

1,058,37 4, 703 1,058,633,287

Yield to Maturity at

market

0.09%

0.50%

0.39%

0.52%

0.41%

0.43%

0.50%

Average maturity in

days

28

717

598

729

622

636

656

Duration in years

0.08

0.20

1.99

1.66

2.03

1.73

1.77

1.82

Fiscal Returns since 09/30/12

Year Inception ***

0.02% 0.02% 3.40%

0.03% 0.03%

0.69% 0.69% 4.74%

0.38% 0.38% 4.72%

0.62% 0.62% 3.44%

0.46% 0.46% 3.05%

0.47% 0.47%

0.58% 0.58%

** Inception dates; Internal 9/30/93; LM Capita11/29/90; PIMCO 1/31/97; Voyageur and Wells Capital 01/02/08. Short duration benchmark return- 91 day T-Bill plus 20 basis points throught 12/31/1997 and 91 day T-Bill from 01/01/1998 forward.

Benchmark since

Inception**

3.25%

4.72%

4.46%

2.90%

2.90%

*** Intermediate Duration benchmark returns are a composite of the BofA Merrill Lynch 1-3 yr GovUCorp Bond Index from 06/30/2001 forward, and the Lehman Brothers 1-3 yr GovUCorp Index prior to 06/30/2001.

4

0.800%

0.600%

0.400%

Los Angeles County Metropolitan Transportation Authority Intermediate Duration Managers vs. B of A Merrill Lynch 1-3 Yr. Govt./Credit Index

For the quarter and fiscal year ended September 30, 2012

BofA Merrill Lynch U.S. Govt/Corp 1-3 year Bond In 0.58%

LM Capital PIMCO RBC Global

5

Wells Capital


LIQUIDITY SCHEDULE DISCRETIONARY I OPERATING FUNDS

September 30, 2012

Bank Deposits Money Market Funds Local Agency Investment Fund(*)

Investments Maturing:

Total Cash & Investments

Availability

Immediate Immediate Immediate

less than 31 days 31 days to 60 days 61 days to 90 days 91 days to 364 days 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years

(*) -Includes$ 49 million held in a PTSC account. (**) -Weighted average yield at market

$

6

Balance at Cost

54,372,324 79,749,282 98,861,648

394,281,411 258,317,528

97,330,897 239,748,917 396,889,799 254,783,103

30,088,092 83,594,615

1,988,017,616

Average yield at market

0.35% 0.01% 0.35%

0.23% 0.28% 0.11% 0.54% 0.46% 0.63% 0.72% 0.73%

0.36% (**)

Cumulative Availability

54,372,324 134,121,606 232,983,254

627,264,665 885,582,193 982,913,090

1 ,222,662,007 1,619,551,806 1,874,334,909 1 ,904,423,001 1,988,017,616


LA COUNTY TREASURER'S INVESTMENT POOL September 30, 2012

The LACMTA is the administrator of various funds that are invested with the Los Angeles County Treasurer Investment Pool. As of September 30, 2012, the funds totaled $362 million.

The earnings rate for June was not available for inclusion in this report.

High Occupancy Vehicle Project Funds State Transit Assistance Bus Funds State Transit Assistance Rail Funds Transportation Development Act Local Transportation Account Service Authority Freeway Emergency Funds

Total Administered Funds

7

in thousands $ 95.0

15,328.6 9,408.1

336,512.0 693.8

$ 362,037.5


GLOSSARY September 30, 2012

Book Value : The original cost of the investment, plus accrued interest and amortization of any discount or premium.

Duration : The approximate percentage change in the price of a bond or portfolio for a 1 00 basis point shift in the yield curve.

Market Value : The current market price of the investment including accrued interest.

Par or Face Value : The principal amount paid at maturity.

Yield to Maturity : The single rate of return earned on an investment considering all cash flows and timing factors.

8

ATTACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

PURCHASE DETAIL REPORT 09/01/12 TO 09/30/12

Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Yield Broker/Dealer

09/04/2012 9AMRRHE05 BARCLAYS BANK PLC LONDON REPO 09/05/2012 0.240% 2,200,000.00 2,200,000.00 0.00 0.240% BARCLAYS CAPITAL INC FIXED INC 09/04/2012 9AMRRHD89 JP MORGAN CHASE & CO REPO 09/05/2012 0.220% 4,500,000.00 4,500,000.00 0.00 0.220% JP MORGAN SECURITIES LIMITED 09/04/2012 9AMRRHD97 CITIGROUP GLOBAL MARKETS REPO 09/05/2012 0.230% 5,500,000.00 5,500,000.00 0.00 0.230% CITIGROUP GLOBAL MARKETS INC. 09/04/2012 9AMRRHD71 DEUTSCHE BANK SECURITIES REPO 09/05/2012 0.200% 10,000,000.00 10,000,000.00 0.00 0.200% DEUTSCHE BANK SECURITIES, INC. 09/04/2012 36959HJB4 General Electric Capital Corporation 09/11/2012 0.000% 15,000,000.00 14,999,708.33 0.00 0.100% MERRILL LYNCH INC FIXED INCOME 09/05/2012 313384N62 FED HOME LN DISCOUNT NT 11/07/2012 0.000% 1,700,000.00 1,699,628.13 0.00 0.125% NOMURA SECURITIES/FIXED INCOME 09/05/2012 13508TM37 Canada, Government of 12/03/2012 0.000% 1,850,000.00 1,849.451.17 0.00 0.120% CREDIT SUISSE SECURITIES (USA) 09/05/2012 9AMRRHE47 BARCLAYS BANK PLC LONDON REPO 09/06/2012 0.220% 2,200,000.00 2,200,000.00 0.00 0.220% BARCLAYS CAPITAL INC FIXED INC 09/05/2012 9AMRRHE54 JP MORGAN CHASE & CO REPO 09/06/2012 0.220% 4,500,000.00 4,500,000.00 0.00 0.220% JP MORGAN SECURITIES LIMITED 09/05/2012 9AMRRHE62 CITIGROUP GLOBAL MARKETS REPO 09/06/2012 0.230% 5,500,000.00 5,500,000.00 0.00 0.230% CITIGROUP GLOBAL MARKETS INC. 09/05/2012 313384K73 FED HOME LN DISCOUNT NT 10/15/2012 0.000% 8,100,000.00 8,099,280.00 0.00 0.080% BARCLAYS CAPITAL INC FIXED INC 09/05/2012 9AMRRHE39 MORGAN STANLEY & CO REPO 09/06/2012 0.220% 10,000,000.00 10,000,000.00 0.00 0.220% Morgan Stanley 09/05/2012 313588K79 FANNIE DISCOUNT NOTE 10/15/2012 0.000% 11,000,000.00 10,999,144.44 0.00 0.070% MERRILL LYNCH INC FIXED INCOME 09/06/2012 313588R31 FANNIE DISCOUNT NOTE 11/28/2012 0.000% 1,200,000.00 1,199,654.17 0.00 0.125% CREDIT SUISSE SECURITIES (USA) 09f06f2012 9AMRRHE96 BARCLAYS BANK PLC LONDON REPO 09f07f2012 0.260% 2,200,000.00 2,200,000.00 0.00 0.260% BARCLA YS CAPITAL INC FIXED INC 09/06/2012 30215GLF7 Export Development Canada 11/15/2012 0.000% 2,600,000.00 2,599,443.89 0.00 0.110% RBC CAPITAL MARKETS 09J06f2012 313384N62 FED HOME LN DISCOUNT NT 11f07f2012 0.000% 3,600,000.00 3,599,287.00 0.00 0.115% MERRILL LYNCH INC FIXED INCOME 09/06/2012 9AMRRHF12 JP MORGAN CHASE & CO REPO 09/07/2012 0.250% 4,500,000.00 4,500,000.00 0.00 0.250% JP MORGAN SECURITIES LIMITED 09J06f2012 9AMRRHF04 CITIGROUP GLOBAL MARKETS REPO 09/07/2012 0.250% 5,500,000.00 5,500,000.00 0.00 0.250% CITIGROUP GLOBAL MARKETS INC. 09f06f2012 9AMRRHF20 MORGAN STANLEY & CO REPO 09/07/2012 0.250% 10,000,000.00 10,000,000.00 0.00 0.250% Morgan Stanley 09/07/2012 912828TL4 US TREASURY NJB 08/31/2014 0.250% 100,000.00 100,023.30 4.83 0.250% Morgan Stanley 09f07f2012 24422ERV3 JOHN DEERE CAPITAL CORP 09/04/2015 0.700% 600,000.00 599,592.00 0.00 0.700% DEUTSCHE BANK SECURITIES, INC. 09/07/2012 9AMRRHF53 CRED SUISSE FIR BOS INC REPO 09/10/2012 0.240% 900,000.00 900,000.00 0.00 0.240% CREDIT SUISSE SECURITIES (USA) 09f07f2012 9127955G2 US TREASURY BILL 10f18f2012 0.000% 4,700,000.00 4,699,531.63 0.00 0.088% NOMURA SECURITIES/FIXED INCOME 09f07f2012 36962G5Z3 GENERAL ELEC CAP CORP 07/02/2015 1.625% 4,850,000.00 4,919,646.00 14,230.03 1.625% CITIGROUP GLOBAL MARKETS INC. 09/07/2012 30215GKV3 Export Development Canada 10/29/2012 0.000% 6,132,000.00 6,131,114.27 0.00 0.100% RBC CAPITAL MARKETS 09/07/2012 313384L64 FED HOME LN DISCOUNT NT 10/22/2012 0.000% 10,000,000.00 9,999,000.00 0.00 0.080% CITIGROUP GLOBAL MARKETS INC.

09/07/2012 9127955G2 US TREASURY BILL 10/18/2012 0.000% 15,000,000.00 14,998,633.33 0.00 0.080% NOMURA SECURITIES/FIXED INCOME

09J07f2012 912828TL4 US TREASURY NfB 08/31/2014 0.250% 21,200,000.00 21,206,572.00 1,024.86 0.250% CREDIT SUISSE SECURITIES (USA)

09/10/2012 605581BUO MISSISSIPPI ST TXBL REF E 12/01/2015 0.789% 425,000.00 426,054.00 111.78 0.789% Southwest Securities

09/10/2012 9AMRRHG37 CRED SUISSE FIR BOS INC REPO 09/11/2012 0.230% 900,000.00 900,000.00 0.00 0.230% CREDIT SUISSE SECURITIES (USA)

09/10/2012 9127956LO US TREASURY BILL 05/02/2013 0.000% 10,100,000.00 10,090,973.13 0.00 0.137% RBS SECURITIES INC

09/11/2012 677521HV1 OHIO ST BABS SERIES E 08/01/2017 3.328% 500,000.00 551,370.00 1,848.89 3.328% Southwest Securities

09/11/2012 9AMRRHH51 CRED SUISSE FIR BOS INC REPO 09/12/2012 0.230% 900,000.00 900,000.00 0.00 0.230% CREDIT SUISSE SECURITIES (USA)

09/11/2012 313384N88 FED HOME LN DISCOUNT NT 11/09/2012 0.000% 1,450,000.00 1,449,702.95 0.00 0.125% NOMURA SECURITIES/FIXED INCOME

09/11/2012 13508TM37 Canada, Government of 12/03/2012 0.000% 2,000,000.00 1,999,446.67 0.00 0.120% CREDIT SUISSE SECURITIES (USA)

09/11/2012 06416JKQ5 The Bank of Nova Scotia 10/24/2012 0.000% 15,000,000.00 14,997,670.80 0.00 0.130% CITIGROUP GLOBAL MARKETS INC.

09/12/2012 59087ALD9 Metlife Funding, Inc. 11/13/2012 0.000% 900,000.00 899,767.50 0.00 0.150% CREDIT SUISSE SECURITIES (USA)

09/12/2012 9AMRRHH93 CRED SUISSE FIR BOS INC REPO 09/13/2012 0.250% 900,000.00 900,000.00 0.00 0.250% CREDIT SUISSE SECURITIES (USA)

09/12/2012 313396Q97 FREDDIE MAC DISCOUNT NT 11/26/2012 0.000% 3,110,000.00 3,109,157.71 0.00 0.130% HSBC SECURITIES

09/12/2012 313384L98 FED HOME LN DISCOUNT NT 10/25/2012 0.000% 18,000,000.00 17,998,495.00 0.00 0.070% CITIGROUP GLOBAL MARKETS INC.

09/13/2012 9AMRRH)75 CRED SUISSE FIR BOS INC REPO 09/14/2012 0.260% 100,000.00 100,000.00 0.00 0.260% CREDIT SUISSE SECURITIES (USA)

09/13/2012 9127957L9 US TREASURY BILL 03/14/2013 0.000% 900,000.00 899,408.50 0.00 0.130% CITIGROUP GLOBAL MARKETS INC. 09/14/2012 9AMRRHK32 CRED SUISSE FIR BOS INC REPO 09f17f2012 0.280% 100,000.00 100,000.00 0.00 0.280% CREDIT SUISSE SECURITIES (USA) 09/14/2012 313384G52 FED HOME LN DISCOUNT NT 09/19/2012 0.000% 4,000,000.00 3,999,927.78 0.00 0.130% JP MORGAN SECURITIES LIMITED 09/14/2012 313588G58 FANNIE DISCOUNT NOTE 09/19/2012 0.000% 5,000,000.00 4,999,930.56 0.00 0.100% HSBC SECURITIES 09/14/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 7,000,000.00 6,998.425.00 0.00 0.090% BARCLAYS CAPITAL INC FIXED INC

Report date: 10/11/2012 1/4

ATIACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

PURCHASE DETAIL REPORT 09/01/12 TO 09/30/12

Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Yield Broker /Dealer

09/17/2012 9AMRRHL07 CRED SUISSE FIR BOS INC REPO 09/18/2012 0.240% 100,000.00 100,000.00 0.00 0.240% CREDIT SUISSE SECURITIES (USA) 09/17/2012 30229AKW8 Exxon Mobil Corporation 10f30f2012 0.000% 12,000,000.00 11,999,570.00 0.00 0.030% MERRILL LYNCH INC FIXED INCOME 09/18/2012 9127957D7 US TREASURY BILL 01/31/2013 0.000% 2,000,000.00 1,999,246.24 0.00 0.101% CIT! GROUP GLOBAL MARKETS INC. 09/18/2012 9127956Y2 US TREASURY BILL 12/27/2012 0.000% 2,000,000.00 1,999,458.33 0.00 0.098% HSBC SECURITIES 09/18/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 7,700,000.00 7,667,816.41 2,392.96 0.625% CREDIT SUISSE SECURITIES (USA) 09/19/2012 9AMRRHM14 CRED SUISSE FIR BOS INC REPO 09/20/2012 0.220% 100,000.00 100,000.00 0.00 0.220% CREDIT SUISSE SECURITIES (USA) 09/19/2012 06416JKS1 The Bank of Nova Scotia 10/26/2012 0.000% 13,000,000.00 12,998,263.06 0.00 0.130% MERRILL LYNCH INC FIXED INCOME 09f20f2012 313396Q97 FREDDIE MAC DISCOUNT NT 11/26/2012 0.000% 1,000,000.00 999,776.67 0.00 0.120% BARCLAYS CAPITAL INC FIXED INC 09f20f2012 30215GMD1 Export Development Canada 12/13/2012 0.000% 1,300,000.00 1,299,575.33 0.00 0.140% RBC CAPITAL MARKETS 09/20/2012 313588T88 FANNIE DISCOUNT NOTE 12/19/2012 0.000% 4,700,000.00 4,698,472.50 0.00 0.130% CREDIT SUISSE SECURITIES (USA) 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 4,850,000.00 4,835,412.11 1,674.72 0.625% BARCLAYS CAPITAL INC FIXED INC 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 4,850,000.00 4,834,654.30 1,674.72 0.625% CITIGROUP GLOBAL MARKETS INC. 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% CIT! GROUP GLOBAL MARKETS INC. 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% JP MORGAN SECURITIES LIMITED 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% JP MORGAN SECURITIES LIMITED 09f20f2012 9127956P1 US TREASURY BILL 11/01/2012 0.000% 13,000,000.00 12,999,090.00 0.00 0.060% BARCLAYS CAPITAL INC FIXED INC 09/21/2012 0258MODCO AMERICAN EXPRESS CREDIT 09/19/2016 2.800% 1,500,000.00 1,594,605.00 233.33 2.800% CREDIT SUISSE SECURITIES (USA) 09/21/2012 3135GOMV2 FANNIE MAE 07/24/2015 0.600% 1,500,000.00 1,501,500.00 1,425.00 0.600% MERRILL LYNCH INC FIXED INCOME 09/21/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 4,000,000.00 3,999,146.94 0.00 0.093% CREDIT SUISSE SECURITIES (USA) 09/21/2012 13508TKS4 Canada, Government of 10/26/2012 0.000% 12,000,000.00 11,999,650.00 0.00 0.030% CREDIT SUISSE SECURITIES (USA) 09/24/2012 36959HK97 General Electric Capital Corporation 10/09/2012 0.000% 5,000,000.00 4,999,875.00 0.00 0.060% MERRILL LYNCH INC FIXED INCOME 09/24/2012 9127956Y2 US TREASURY BILL 12/27/2012 0.000% 10,000,000.00 9,997,375.83 0.00 0.101% CREDIT SUISSE SECURITIES (USA) 09/24/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 10,000,000.00 9,997,944.44 0.00 0.093% NOMURA SECURITIES/FIXED INCOME 09/25/2012 313384K99 FED HOME LN DISCOUNT NT 10/17/2012 0.000% 4,000,000.00 3,999,902.22 0.00 0.040% NOMURA SECURITIESfFIXED INCOME 09/25/2012 30215GK19 Export Development Canada 10/01/2012 0.000% 6,461,000.00 6,460,892.32 0.00 0.100% RBC CAPITAL MARKETS 09/25/2012 313384P60 FED HOME LN DISCOUNT NT 11/15/2012 0.000% 9,400,000.00 9,399,467.33 0.00 0.040% JP MORGAN SECURITIES LIMITED 09/25/2012 313588K20 FANNIE DISCOUNT NOTE 10/10/2012 0.000% 10,000,000.00 9,999,895.83 0.00 0.025% CIT! GROUP GLOBAL MARKETS INC.

09/25/2012 0556NOJUO BNP Paribas Finance Inc. 09/28/2012 0.000% 20,000,000.00 19,999,783.33 0.00 0.130% JP MORGAN SECURITIES LIMITED 09/26/2012 313384R35 FED HOME LN DISCOUNT NT 11/28/2012 0.000% 6,700,000.00 6,699,413.75 0.00 0.050% JP MORGAN SECURITIES LIMITED

09/26/2012 3135GONV1 FANNIE MAE 09/28/2015 0.500% 12,000,000.00 12,020,520.00 6,500.00 0.500% SG AMERICAS SECURITIES, LLC

09/26/2012 313396P56 FREDDIE MAC DISCOUNT NT 11/14/2012 0.000% 12,000,000.00 11,999,183.33 0.00 0.050% NOMURA SECURITIES/FIXED INCOME

09/26/2012 11070JMK3 Govt of the Province of Brit Colum 12/19/2012 0.000% 20,000,000.00 19,995,566.67 0.00 0.095% BARCLAYS CAPITAL INC FIXED INC

09/26/2012 9127956T3 US TREASURY BILL 11/23/2012 0.000% 20,000,000.00 19,998,550.00 0.00 0.045% BARCLA YS CAPITAL INC FIXED INC

09/26/2012 313384R35 FED HOME LN DISCOUNT NT 11/28/2012 0.000% 20,000,000.00 19,996,850.00 0.00 0.090% NOMURA SECURITIES/FIXED INCOME

09/26/2012 313384R50 FED HOME LN DISCOUNT NT 11/30/2012 0.000% 23,000,000.00 22,996,262.50 0.00 0.090% CIT! GROUP GLOBAL MARKETS INC.

09/26/2012 06416JL50 The Bank of Nova Scotia 11/05/2012 0.000% 28,000,000.00 27,995,800.00 0.00 0.135% JP MORGAN SECURITIES LIMITED 09/27/2012 13066KW21 CALIF ST DEPT OF WATER 12/01/2016 0.991% 900,000.00 900,000.00 0.00 0.991% Morgan Stanley

09/27/2012 9127955Ll US TREASURY BILL 11/15/2012 0.000% 20,000,000.00 19,998,775.00 0.00 0.045% NOMURA SECURITIESJFIXED INCOME

09/27/2012 313384Q93 FED HOME LN DISCOUNT NT 11/26/2012 0.000% 25,000,000.00 24,997,083.33 0.00 0.070% NOMURA SECURITIESJFIXED INCOME 09/28/2012 313589AJ2 FANNIE DISCOUNT NOTE 01/09/2013 0.000% 1,000,000.00 999,656.67 0.00 0.120% NOMURA SECURITIES/FIXED INCOME 09f28f2012 11070JMM9 Govt of the Province of Brit Colum 12/21/2012 0.000% 1,500,000.00 1,499,650.00 0.00 0.100% BARCLAYS CAPITAL INC FIXED INC

09/28/2012 313384U98 FED HOME LN DISCOUNT NT 12/28/2012 0.000% 2,600,000.00 2,599,224.48 0.00 0.118% CREDIT SUISSE SECURITIES (USA)

09/28/2012 313384U98 FED HOME LN DISCOUNT NT 12/28/2012 0.000% 3,500,000.00 3,498,960.45 0.00 0.118% RBC CAPITAL MARKETS o9L28[2012 13508TKX3 Canada, Government of 10[31L2012 0.000% 25,000,000.00 24,999,312.50 0.00 0.030% CREDIT SUISSE SECURITIES (USA)

$654,178,000.00 $654,223,834.40 $40,133.54

Report date: 10/11/2012 2/4

ATIACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

SALES DETAIL REPORT 09/01/12 TO 09/30/12

Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain I (Loss) Broker {Dealer

09{05{2012 3137EACJ6 FREDDIE MAC 04{15{2013 1.625% $300,000.00 $299,437.50 $1,895.83 $3,190.50 SG AMERICAS SECURITIES, LLC 09{06{2012 912828RAO US TREASURY NfB 06{30{2013 0.375% $50,000.00 $49,966.80 $34.65 $119.14 Morgan Stanley 09{07{2012 91159HGW4 USBANCORP 06{14{2013 2.000% $3,850,000.00 $3,861,821.00 $17,752.78 $37,151.00 BNY CAPITAL MARKETS, INC. 09{10{2012 25468PCQ7 WALT DISNEY COMPANY {THE 12{01{2014 0.875% $500,000.00 $498,365.00 $1,203.13 $6,490.00 Wells Fargo 09{10{2012 191216AX8 COCA-COLA CO {THE 03/13/2015 0.750% $525,000.00 $524,412.00 $1,925.00 $4,315.50 U.S. Bank 09{10{2012 58013MEP5 MCDONALD'S CORP 05{29{2015 0.750% $600,000.00 $598,350.00 $1,262.50 $7,632.00 Goldman Sachs 09{10{2012 9127956F3 US TREASURY BILL 04{04/2013 0.000% $10,100,000.00 $10,090,875.25 $0.00 $2,189.42 RBS SECURITIES INC 09{18{2012 9127957C9 US TREASURY BILL 01{24{2013 0.000% $1,500,000.00 $1,499,220.00 $0.00 $273.33 JP Morgan Chase 09{18{2012 9127957GO US TREASURY BILL 02{21{2013 0.000% $6,100,000.00 $6,095,682.56 $0.00 $1,409.77 MLPFS INC FIXED INCOME 09{20/2012 9127957L9 US TREASURY BILL 03{14{2013 0.000% $900,000.00 $899,408.50 $0.00 $49.00 MLPFS INC FIXED INCOME 09{20/2012 9127956R7 US TREASURY BILL 05{30{2013 0.000% $9,600,000.00 $9,582,285.33 $0.00 $8,172.27 DEUTSCHE BANK SECURITIES, INC. 09{20{2012 9127956LO US TREASURY BILL 05{02/2013 0.000% $10,100,000.00 $10,090,973.13 $0.00 $385.76 DEUTSCHE BANK SECURITIES, INC. 09/20/2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $15,100,000.00 $15,089,312.56 $0.00 $3,129.89 MHSCJPJT MIZUHO SEC LTD TOKYO 09/26/2012 31331JPK3 FEDERAL FARM CREDIT BANK 06/25/2013 1.375% $650,000.00 $647,972.00 $2,259.20 $7,774.00 SG AMERICAS SECURITIES, LLC 09/26/2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $2,750,000.00 $2,744,843.75 $19,985.24 $27,101.25 SG AMERICAS SECURITIES, LLC 09[26[2012 912828RAO US TREASURY N[B 06[30[2013 0.375% $8,300,000.00 $8,294,488.28 $7,442.93 $17,507.81 BONY[TORONTO DOMINION SECURITI

$70,925,000.00 $70,867,413.65 $53,761.26 $126,890.65

Report date: 10/11/2012 3/4

Settle Date

09/14/2012

Cusip

00206RAQS

Report date: 10/11/2012

ATTACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

CALL DETAIL REPORT

Description

AT&T INC

Maturity Date

02/15/2014

09f01f12 TO 09f30f12

Face Rate

4.850%

Par Value

$2,000,000.00

Accrued Book Value Income Gain f (Loss) BrokerfDealer

$2,004,180.00 $7,814.00 $113,473.80 not applicable

4/4

ATIACHMENT III LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

QUARTERLY GAIN/ (LOSS) REPORT 07/01/12 TO 09/30/12

Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain I (Loss) Broker/Dealer

09/14/2012 00206RAQ5 AT&T INC 02[15[2014 4.850% $2,000,000.00 $2,004,180.00 $7,814.00 $113,473.80 not applicable

Subtotal Quarterly Calls $2,000,000.00 $2,004,180.00 $7,814.00 $113,473.80

07/16/2012 68389XAD7 ORACLE CORP 04/15/2013 4.950% $1,300,000.00 $1,377,753.00 $16,266.25 ($33,605.00) Wells Fargo 07/23/2012 377372AA5 GLAXOSMITHKLINE CAP INC 04/15/2014 4.375% $1,000,000.00 $1,083,850.00 $11,909.72 ($15,910.00) JP MORGAN CLEARING CORP 07/24/2012 594918ABO MICROSOFT CORP 06/01/2014 2.950% $500,000.00 $528,115.00 $2,171.53 ($4,005.00) CREDIT SUISSE SECURITIES (USA) 07/30/2012 589331AHO MERCK & CO INC 02/15/2013 4.375% $2,500,000.00 $2,690,725.00 $50,130.21 ($136,025.00) U.S. Bank 07/30/2012 084664BD2 BERKSHIRE HATHAWAY FIN 05/15/2013 4.600% $5,333,000.00 $5,780,972.00 $51,107.92 ($269,636.48) U.S. Bank 07/30/2012 912828HY9 US TREASURY NfB 04/30/2013 3.125% $1,200,000.00 $1,262,156.25 $9,273.10 ($35,671.87) CITIGROUP GLOBAL MARKETS INC. 07/30/2012 912828JG6 US TREASURY NfB 07/31/2013 3.375% $4,700,000.00 $4,980,889.52 $78,876.72 ($131,444.21) DEUTSCHE BANK SECURITIES, INC. 08/08/2012 31339X2M5 FEDERAL HOME LOAN BANK 06/14/2013 3.875% $1,800,000.00 $1,928,414.00 $10,462.50 ($72,470.00) CITIGROUP GLOBAL MARKETS INC. 08/09/2012 9127956LO US TREASURY BILL 05/02/2013 0.000% $5,200,000.00 $5,194,142.49 $0.00 ($193.99) CITIGROUP GLOBAL MARKETS INC. 08/27/2012 912828TG5 US TREASURY NfB 07/31/2017 0.500% $30,600,000.00 $30,316,710.94 $11,225.54 ($3,585.94) BARCLAYS CAPITAL INC FIXED INC 08/28/2012 452308AH2 ILLINOIS TOOL WORKS INC 04[01[2014 5.150% $815,000.00 $903,730.90 $17,138.77 ($28,820.25) Stifel Nicolaus & Co.

Subtotal Quarterly Losses $54,948,000.00 $56,047,459.10 $258,562.26 {$731,367.74)

07/09/2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $4,300,000.00 $4,293,134.78 $0.00 $1,403.03 Goldman Sachs 07/16/2012 742718DUO PROCTER & GAMBLE CO 08/15/2014 0.700% $500,000.00 $499,055.00 $1,468.06 $3,385.00 MERRILL LYNCH FIXED INCOME 07/16/2012 912828QM5 US TREASURY NfB 05/15/2014 1.000% $25,300,000.00 $25,378,142.34 $42,625.00 $261,826.41 RBS SECURITIES INC 07/16/2012 912828QM5 US TREASURY N/B 05/15/2014 1.000% $25,500,000.00 $25,630,118.61 $42,961.96 $212,537.64 CREDIT SUISSE SECURITIES (USA) 07/16/2012 912828QM5 US TREASURY NfB 05/15/2014 1.000% $25,300,000.00 $25,480,455.03 $42,625.00 $159,513.72 JP Morgan Chase 07/16/2012 459200GW5 IBM CORP 05/12/2014 1.250% $2,000,000.00 $1,998,120.00 $4,444.44 $32,460.00 CREDIT SUISSE SECURITIES (USA) 07/18/2012 9127956H9 US TREASURY BILL 09/13/2012 0.000% $6,100,000.00 $6,095,528.37 $0.00 $3,679.65 DEUTSCHE BANK SECURITIES, INC. 07/20/2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $1,000,000.00 $998,456.25 $0.00 $536.83 NOMURA SECURITIES/FIXED INCOME 07/30/2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $1,500,000.00 $1,499,003.91 $458.56 $3,574.22 Morgan Stanley 08/02/2012 3137EACJ6 FREDDIE MAC 04/15/2013 1.625% $2,050,000.00 $2,046,156.25 $9,901.22 $24,323.25 Morgan Stanley 08/06/2012 3137EACJ6 FREDDIE MAC 04/15/2013 1.625% $1,900,000.00 $1,896,437.50 $9,519.79 $22,182.50 Morgan Stanley 08/06/2012 9127956M8 US TREASURY BILL 10/11/2012 0.000% $700,000.00 $699,859.51 $0.00 $63.49 JP Morgan Chase 08/07/2012 912828RAO US TREASURY N/B 06/30/2013 0.375% $2,000,000.00 $1,998,671.88 $774.46 $4,921.87 Morgan Stanley 08/15/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $7,650,000.00 $7,569,531.25 $14,343.75 $362,861.33 CREDIT SUISSE SECURITIES (USA) 08/15/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $7,650,000.00 $7,572,304.69 $14,343.75 $360,087.89 Morgan Stanley 08/15/2012 912828SJO US TREASURY N/B 02/28/2017 0.875% $25,000,000.00 $25,054,128.00 $99,864.13 $180,247.00 JP MORGAN SECURITIES LIMITED 08/15/2012 912828RU6 US TREASURY NfB 11/30/2016 0.875% $16,950,000.00 $16,960,987.33 $30,797.13 $174,403.30 JP MORGAN SECURITIES LIMITED 08/15/2012 912828RU6 US TREASURY NfB 11/30/2016 0.875% $16,950,000.00 $17,015,394.11 $30,797.13 $119,334.41 DEUTSCHE BANK SECURITIES, INC. 08/16/2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $2,900,000.00 $2,898,074.22 $1,388.93 $6,230.47 Morgan Stanley 08/17/2012 3135GOFY 4 FANNIE MAE 12/19/2014 0.750% $2,000,000.00 $1,999,940.00 $2,416.67 $17,788.00 DEUTSCHE BANK SECURITIES, INC. 08/17/2012 3135GOKM4 FANNIE MAE 05/27/2015 0.500% $2,000,000.00 $1,994,220.00 $2,222.22 $7,276.00 BARCLAYS CAPITAL INC FIXED INC 08/23/2012 3133762C8 FEDERAL HOME LOAN BANK 11/27/2013 0.375% $4,000,000.00 $3,992,308.00 $3,583.33 $13,148.00 DEUTSCHE BANK SECURITIES, INC.

page 1 of2

ATTACHMENT III LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY

QUARTERLY GAIN/ (LOSS) REPORT 07/01/12 TO 09f30f12

Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain f (Loss) Broker /Dealer

08/24/2012 912828QP8 US TREASURY NfB 05/31/2016 1.750% $30,200,000.00 $30,388,155.20 $122,739.07 $1,258,141.68 JP MORGAN SECURITIES LIMITED 08/24/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $8,300,000.00 $8,212,460.94 $18,607.34 $409,488.28 DEUTSCHE BANK SECURITIES, INC. 08f28f2012 912828TG5 US TREASURY NfB 07f31f2017 0.500% $30,600,000.00 $30,312,675.49 $11,641.30 $19,574.51 BARCLAYS CAPITAL INC FIXED INC 08f30f2012 912828TG5 US TREASURY NfB 07/31/2017 0.500% $30,600,000.00 $30,331,690.94 $12,472.83 $10,121.56 BARCLAYS CAPITAL INC FIXED INC 08/31/2012 91412GFC4 UNIV CA TAXABLE 07/01/2013 0.887% $1,000,000.00 $1,000,000.00 $1,502.97 $3,770.00 Loop Capital Markets 09f05f2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $300,000.00 $299,437.50 $1,895.83 $3,190.50 SG AMERICAS SECURITIES, LLC 09f06f2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $50,000.00 $49,966.80 $34.65 $119.14 Morgan Stanley 09/07/2012 91159HGW4 USBANCORP 06/14/2013 2.000% $3,850,000.00 $3,861,821.00 $17,752.78 $37,151.00 BNY CAPITAL MARKETS, INC. 09/10/2012 58013MEP5 MCDONALD'S CORP 05/29/2015 0.750% $600,000.00 $598,350.00 $1,262.50 $7,632.00 Goldman Sachs 09f10f2012 25468PCQ7 WALT DISNEY COMPANY/THE 12/01/2014 0.875% $500,000.00 $498,365.00 $1,203.13 $6,490.00 Wells Fargo 09/10/2012 191216AX8 COCA-COLA CO/THE 03/13/2015 0.750% $525,000.00 $524,412.00 $1,925.00 $4,315.50 U.S. Bank 09f10f2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $10,100,000.00 $10,090,875.25 $0.00 $2,189.42 RBS SECURITIES INC 09f18f2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $6,100,000.00 $6,095,682.56 $0.00 $1,409.77 MLPFS INC FIXED INCOME 09/18/2012 9127957C9 US TREASURY BILL 01/24/2013 0.000% $1,500,000.00 $1,499,220.00 $0.00 $273.33 JP Morgan Chase 09f20f2012 9127956R7 US TREASURY BILL 05/30/2013 0.000% $9,600,000.00 $9,582,285.33 $0.00 $8,172.27 DEUTSCHE BANK SECURITIES, INC. 09f20f2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $15,100,000.00 $15,089,312.56 $0.00 $3,129.89 MHSCJPJT MIZUHO SEC LTD TOKYO 09/20/2012 9127956LO US TREASURY BILL 05f02f2013 0.000% $10,100,000.00 $10,090,973.13 $0.00 $385.76 DEUTSCHE BANK SECURITIES, INC. 09f20f2012 9127957L9 US TREASURY BILL 03/14/2013 0.000% $900,000.00 $899,408.50 $0.00 $49.00 MLPFS INC FIXED INCOME 09/26/2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $2,750,000.00 $2,744,843.75 $19,985.24 $27,101.25 SG AMERICAS SECURITIES, LLC 09f26f2012 912828RAO US TREASURY NfB 06f30f2013 0.375% $8,300,000.00 $8,294,488.28 $7,442.93 $17,507.81 BONYfTORONTO DOMINION SECURITI 09/26/2012 31331JPK3 FEDERAL FARM CREDIT BANK 06/25[2013 1.375% $650,000.00 $647,972.00 $2,259.20 $7,774.00 SG AMERICAS SECURITIES, LLC

Subtotal Quarterly Gains $354,875,000.00 $354,682,423.24 $575,260.30 $3,799,770.70

Total Quarterl~ Net Gains $411,823,000.00 $412,734,062.34 $841,636.56 $3,181,876.76

page 2 of2

One Gateway Plaza Los Angeles, CA 90012-2952

ATTACHMENT IV Quarterly Certification of Liquidity

As of September 30, 2012

213-922.2000 Tel metro. net

In accordance with section 53646 (b)(3) of the California Government Code, I certify that there is sufficient liquidity to meet the LACMTA's budgeted expenditure requirements for the next six months.

ATTACHMENT V Los Angeles County Metropolitan Transportation Authority

Schedule of Proposed and Recent Financings -as of September 30, 2012 (Amounts in Millions)

Purpose of Financing Total New To Refund To Refund

Bond Issue Security Issuance Money Commercial Long-Term Amount Financino Paoer Bonds

Refund Prop C 2009-C and 1999-A Prop C $89.5 $0.0 $89.5

Refund Prop A 2003-AB Refunding Prop A $330.4 $0.0 $330.4

Timing (Fiscal Year)

Completed 1st Qtr FY2013

Completed 1st Qtr FY2013

05789301 61-D-0 1-B-82 -278-04 0101 -11-00355-E4

LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980

DESCRIPTION

Cash And Equivalents

Money Markets

FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1

Total Money Markets

US Treas & Agency Short Term Obligat

F H L B Disc Nts 9/07/12 313384E96 Asset Minor Code 23

F H L B Disc Nts 9/17/12 313384G37 Asset Minor Code 23



F H L B Disc Nts 10/02/12 313384J26 Asset Minor Code 23



ATTACHMENT VI

SHARES/ MARKET FACE AMOUNT PRICE/UNIT

71,373,961.980 71,373,961.98 1.0000

71 ,373,961.980 71,373,961.98

.000 .00 1.0000

.000 .00 1.0000

.000 .00 1.0000

.000 .00 1.0000

20,000,000.000 20,000,000.00 1.0000

38,000,000.000 38,000,000.00 1.0000

20,000,000.000 20,000,000.00 1.0000

FEDERAL !AX COST

71,373,961.98

71 ,373,961.98

.00

.00

.00

.00

19,997,266.66

37,991,767.23

19,997,800.00

Page 7 of43 Period from September 1 , 2012 to September 30, 2012

UNREALIZED GAIN (LOSS) YIELD

SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT

.00 94.00 0.00

.00

.00 94.00 0.00

.00

.00 .00 0.00 -4,000.00

.00 .00 0.00 - 331.92

.00 .00 0.00 -1,111.11

.00 .00 0.00 -2,018.75

2,733.34 .00 0.00 1,400.00

8,232.77 .00 0.00 2,660.00

2,200.00 2.01 0.00 1,600.00

05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4


DESCRIPTION


F H L B Disc Nts 10/10/12 313384K24 Asset Minor Code 23



F H L B Disc Nts 10/22/12 313384L64 Asset Minor Code 23


F H L B Disc Nts 10/31/12 313384M71 Asset Minor Code 23

F H L B Disc Nts 11/15/12 313384P60 Asset Minor Code 23

F H L B Disc Nts 11/26/12 313384093 Asset Minor Code 23

F H L B Disc Nts 11/28/12 313384R35 Asset Minor Code 23


20,000,000.000 20,000,000.00 1.0000

18,000,000.000 17,999,820.00 1.0000

8,100,000.000 8,099,919.00 1.0000

29,000,000.000 28,999,710.00 1.0000

10,000,000.000 9,999,900.00 1.0000

18,000,000.000 17,999,820.00 1.0000

25,000,000.000 24,999,500.00 1.0000

9,400,000.000 9,399,624.00 1.0000

25,000,000.000 24,998,750.00 1.0000

26,700,000.000 26,698,665.00 1.0000

FEDERAL TAX COST

19,997,600.00

17,997,525.00

8,099,280.00

28,996,568.89

9,999,000.00

17,998,495.00

24,999,166.67

9,399,467.33

24,997,083.33

26,696,263.75

Page 8 of43 Period from September 1, 2012 to September 30, 2012



2,400.00 .00 0.00 1,800.00

2,295.00 .00 0.00 1,440.00

639.00 .00 0.00 639.00

3,141.11 .00 0.00 2,557.78

900.00 .00 0.00 900.00

1,325.00 .00 0.00 1,325.00

333.33 .00 0.00 333.33

156.67 .00 0.00 156.67

1,666.67 .00 0.00 1,666.67

2,401.25 .00 0.00 2,401.25

05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4


DESCRIPTION

F H L B Disc Nts 11/30/12 313384R50 Asset Minor Code 23

FHLMC Disc Nt 9/04/12 313396E66 Asset Minor Code 23

F H LM C Disc Nt 9/12/12 313396F65 Asset Minor Code 23

FHLMC Dn Fadn DN 11/14/12 313396P56 Asset Minor Code 23

F N MADisc Nt 10/01/12 313588H99 Asset Minor Code 23

F N M A Disc Nt 10/03/12 313588J30 Asset Minor Code 23

F N M A Disc Nt 1 10/10/12 3135881<20 Asset Minor Code 23

F N MADisc Nt 10/15/12 313588K79 Asset Minor Code 23

F N MADisc Nt 10/16/12 313588K87 Asset Minor Code 23

US Treasu~ Bill 9 20/12 9127955C1 Asset Minor Code 4


23,000,000.000 22,998,850.00 1.0000

.000 .00 1.0000

.000 .00 1.0000

12,000,000.000 11 ,999,520.00 1.0000

9,000,000.000 9,000,000.00 1.0000

17,500,000.000 17,500,000.00 1.0000

10,000,000.000 9,999,900.00 1.0000

11 ,000,000.000 10,999,890.00 1.0000

20,000,000.000 19,999,800.00 1.0000

.000 .00 1.0000

FEDERAL !AX COST

22,996,262.50

.00

.00

11 ,999,183.33

8,998,807.50

17,497,550.00

9,999,895.83

10,999,144.44

19,995,933.33

.00




2,587.50 .00 0.00 2,587.50

.00 .00 0.00 -1,840.00

.00 .00 0.00 -3,600.00

336.67 .00 14.00 336.67

1,192.50 .00 0.00 630.00

2,450.00 1.73 0.00 1,225.00

4.17 .00 0.00 4.17

745.56 .00 0.10 745.56

3,866.67 .00 0.00 2,000.00

.00 .00 0.00 -205.00

05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4


DESCRIPTION

US Treasury Bill 10/18/12 9127955G2 Asset Minor Code 4

US Treasury Bill 11/15/12 9127955L1 Asset Minor Code 4

US Treasury Bill 12/13/12 912795500 Asset Minor Code 4

US Treasu~ Bill 9 06/12 9127956G1 Asset Minor Code 4

U S Treasuif1 Bill 913/12 9127956H9 Asset Minor Code 4

US Treasu~ Bill 9 27/12 9127956J5 Asset Minor Code 4

US Treasury Bill 11/01/12 9127956P1 Asset Minor Code 4

US Treasury Bill 11/23/12 9127956T3 Asset Minor Code 4

US Treasury Bill 12/27/12 9127956Y2 Asset Minor Code 4

Total Us Treas & Agency S

Corporate Short Term Obligations


15,000,000.000 14,999,550.00 1.0000

20,000,000.000 19,998,200.00 .9999

17,000,000.000 16,997,110.00 .9998

.000 .00 1.0000

.000 .00 1.0000

.000 .00 1.0000

13,000,000.000 12,999,350.00 1.0000

20,000,000.000 19,997,800.00 .9999

10,000,000.000 9,997,700.00 .9998

464,700,000.000 464,683,378.00

FEDERAL !AX COST

14,998,633.33

19,998,775.00

16,996,369.44

.00

.00

.00

12,999,090.00

19,998,550.00

9,997,375.83

464,642,854.39

Page 10 of 43 Period from September 1, 2012 to September 30, 2012


SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT

916.67 .00 0.10 916.67

-575.00 .00 0.10 -575.00

740.56 .00 0.10 740.56

.00 .00 0.00 -1,160.00

.00 .00 0.00 -2,852.37

.00 .00 0.00 - 1,813.89

260.00 .00 0.10 260.00

-750.00 .00 0.10 -750.00

324.17 .00 0.10 324.17

40,523.61 3.74 0.38 8 391.96

05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4

LOS ANGELES MIA INTERNAL MANAGER ACCOUNT 19-505980

DESCRIPTION

Bank Of Nova Scotia C P 9/10/12 06416JJA2 Asset Minor Code 8

Bank Of Nova Scotia C P 9/27/12 06416JJT1 Asset Minor Code 8

Bank Of Nova Scotia C P 9/05/12 06416JJ53 Asset Minor Code 8

Bank Of Nova Scotia C P 10/24/12 06416JKQ5 Asset Minor Code 8

Bank Of Nova Scotia C P 10/26/12 06416JKS1 Asset Minor Code 8

Bank Of Nova Scotia C P 11/05/12 06416JL50 Asset Minor Code 8

Prov Britsh Columbia C P 9/26/12 11070JJSO Asset Minor Code 8

Prov Britsh Columbia C P 9/28/12 11070JJU5 Asset Minor Code 8

Prov Britsh Columbia C P 12/19/12 11070JMK3 Asset Minor Code 8

Her Majesty Rgt Canada C P 10/26/12 13508TKS4 Asset Minor Code 8


.000 .00 1.0000

.000 .00 1.0000

.000 .00 1.0000

15,000,000.000 14,997,450.00 .9998

13,000,000.000 12,997,660.00 .9998

28,000,000.000 27,992,160.00 .9997

.000 .00 1.0000

.000 .00 1.0000

20,000,000.000 19,987,800.00 .9994

12,000,000.000 11,997,840.00 .9998

FEDERAL TAX: COST

.00

.00

.00

14,997,670.80

12,998,263.06

27,995,800.00

.00

.00

19,995,566.67

11 ,999,650.00




.00 .00 0.00 -3,083.33

.00 .00 0.00 795.90

.00 .00 0.00 -5,144.44

-220.80 .00 0.00 -220.80

-603.06 .00 0.00 -603.06

-3,640.00 .00 0.00 -3,640.00

.00 .00 0.00 555.56

.00 .00 0.00 1,383.30

-7,766.67 .00 0.00 -7,766.67

-1,810.00 .00 0.00 -1,810.00

05789301 61-D-01-8-82 -278-04 0101 -11-00355-E4


DESCRIPTION

Her Majesty Rgt Canada C P 1 0/31/12 13508TKX3 Asset Minor Code 8

Export Development C P 9/19/12 30215GJK9 Asset Minor Code 8

Export Develmt Corp C P 9/24/12 30215GJQ6 Asset Minor Code 8

Export Develmt Corp C P 10/29/12 30215GKV3 Asset Minor Code 8

Export Develmt Corp C P 10/01/12 30215GK19 Asset Minor Code 8

Exxon Mobil Corp C P 10/30/12 30229AKW8 Asset Minor Code 8

General Elec Capt Corp C P 10/15/12 36959HKF3 Asset Minor Code 8

General Elec Capt Corp C P 10/09/12 36959HK97 Asset Minor Code 8

Royal Bank Of Canada C P 9/17112 78009AJH8 Asset Minor Code 8

Total Corporate Short Ter

Cash


25,000,000.000 24,994,500.00 .9998

.000 .00 1.0000

.000 .00 1.0000

6,132,000.000 6,130,773.60 .9998

6,461,000.000 6,461 ,000.00 1.0000

12,000,000.000 11,997,480.00 .9998

5,000,000.000 4,999,500.00 .9999

5,000,000.000 4,999,700.00 .9999

.000 .00 1.0000

147,593,000.000 147,555,863.60

FEDERAL !AX COST

24,999,312.50

.00

.00

6,131 '114.27

6,460,892.32

11,999,570.00

4,999,025.00

4,999,875.00

.00

147,576,739.62




-4,812.50 .00 0.00 -4,812.50

.00 .00 0.00 -2,450.00

.00 .00 0.00 -2,760.00

-340.67 .00 0.00 -340.67

107.68 .00 0.00 107.68

-2,090.00 .00 0.00 -2,090.00

475.00 .00 0.00 1,250.00

-175.00 .00 0.00 -175.00

.00 .00 0.00 - 1,562.50

• 20,876.02 .00 0.00 • 32 366.53

05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4


DESCRIPTION

Cash

Pending Cash

Total Cash

Total Cash And Equivalent

Miscellaneous

Miscellaneous Assets

Client Collateral For US Bank Ct *** 98MSC9AB2 Asset Minor Code 91

Client Collateral For Bk Of Montreal *** 99MSCS6R8 Asset Minor Code 91

Total Miscellaneous Asset

Total Miscellaneous

Total Assets

Grand Total


- 20,000,000.00

- 24,999,166.67

.000 • 44,999,166.67

683,666,961.980 638,614,036.91

1.000 .00 .0000

1 ,000,000.000 .00 .0000

1,000,001.000 .00

1,000,001.000 .00

684,666,962.980 638,614,036.91

68416661962.980 63816141134.65

FEDERAL TAX COST

- 20,000,000.00

-24,999,166.67

• 44,999,166.67

638,594,389.32

1.00

1.00

2.00

2.00

638,594,391.32

63815941489.06




.00 .00 0.00

.00

19,647.59 97.74 0.27 • 23 974.57

-1.00 .00 0.00 .00

-1.00 .00 0.00 .00

-2.00 .00 0.00 .00

-2.00 .00 0.00 .00

19,645.59 97.74 0.27 • 23 974.57

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04

LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981

QESCRIPTION


Money Markets

First Amer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1

Total Money Markets

Cash

Cash

Pending Cash

Total Cash


US Government Issues

F H L B Deb 3.625% 10/18/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133XSAE8 Asset Minor Code 22

F FCB Deb 2.625% 4/17/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331 GT J8 Asset Minor Code 22


2,891 ,632.230 2,891 ,632.23 1.0000

2,891,632.230 2,891,632.23

- 900,000.00

- 1 ,562,085.00

.000 • 2,462,085.00

2,891 ,632.230 429,547.23

3,600,000.000 3,727,584.00 103.5440

2,300,000.000 2,383,283.00 103.6210

FEDERAL TAX COST

2,891 ,632.23

2,891 ,632.23

- 900,000.00

- 1 ,562,085.00

• 2,462,085.00

429,547.23

3,818,270.00

2,407,682.00

Page6 of30 Period from September 1, 2012 to September 30, 2012


SINCE INCEPTION/ ENDING ON CURRENT PERIOP ACCRUAL MKT

.00 3.81 0.00

.00

.00 3.81 0.00

.00

.00 .00 0.00

.00

.00 3.81 0.00

.00

-90,686.00 59,087.50 3.47 -8,892.00

-24,399.00 27,504.17 2.50 -4,186.00

05638701 61-D-01-8-82 -278-04 01 02 -11-00355-04


DESCRIPTION

F F C 8 Deb 1.290% 10/19/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331KG61 Asset Minor Code 22

F H L 8 Deb 3.875% 6/14/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 31339X2M5 Asset Minor Code 22

FHLMC M TN 0.550% 2/27/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3NZ9 Asset Minor Code 22

F N MADeb 1.250% 9/28/16 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOCM3 Asset Minor Code 22

F N MADeb 0.500% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOKL6 Asset Minor Code 22

F N MADeb 0.500% 7/02/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOLN1 Asset Minor Code 22

F N MADeb 0.600% 7/24/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOMV2 Asset Minor Code 22

SHARES/ MARKET FACE AMOUNT PRICELUNIT

1 ,200,000.000 1 ,200,528.00 100.0440

1 '700,000.000 1,743,843.00 102.5790

2,000,000.000 2,002,840.00 100.1420

1,800,000.000 1 ,848,960.00 102.7200

2,000,000.000 2,001 '120.00 100.0560

3,000,000.000 3,008,970.00 100.2990

1 ,500,000.000 1 ,501 ,200.00 100.0800

FEDERAL TAX COST

1 ,200,000.00

1,817,786.20

2,000,000.00

1 ,839,834.00

1 ,999,800.00

2,990,130.00

1 ,501 ,500.00

Page 7 of 30 Period from September 1 , 2012 to September 30, 2012



528.00 6,966.00 1.29 -792.00

-73,943.20 19,579.51 3.80 -4,539.00

2,840.00 1,038.89 0.49 - 140.00

9,126.00 187.50 1.16 -1,818.00

1,320.00 4,194.44 0.49 -40.00

18,840.00 3,708.33 0.49 -1,140.00

-300.00 1,675.00 0.59 -300.00

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04


DESCRIPTION

FNMAMTN 4.625% 5/01/13 Standard & Poors Rating: A Moodys Rating: AA2 31359MRK1 Asset Minor Code 22

FHLMC M TN 2.500% 1/07/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EABX6 Asset Minor Code 22

FHLMC M TN 2.875% 2/09/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACHO Asset Minor Code 22

FHLMC M TN 0.875% 10/28/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACL1 Asset Minor Code 22

FNMAMT N 2.375% 7/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AU34 Asset Minor Code 22

FNMA MT N 3.000% 9/16/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AYY2 Asset Minor Code 22

US Treasury Nt 4.000% 2/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828DM9 Asset Minor Code 21

SHARES/ FACE AMOUNT

2,300,000.000

2,200,000.000

2,300,000.000

2,600,000.000

4,200,000.000

3,100,000.000

3,800,000.000

MARKET FEDERAL PRICE/UNIT TAX: COST

2,359,777.00 2,409,457.00 102.5990

2,264,042.00 2,271,160.57 102.9110

2,435,332.00 2,469,924.00 105.8840

2,618,330.00 2,591,212.00 100.7050

4,433,226.00 4,457,706.00 105.5530

3,267,245.00 3,304,801.00 105.3950

4,133,982.00 4,239,132.81 108.7890




-49,680.00 44,322.92 4.48 -5,796.00

-7,118.57 12,833.33 2.42 -3,784.00

-34,592.00 9,551.39 2.73 -4,347.00

27,118.00 9,668.75 0.89 -1,144.00

-24,480.00 17,456.25 2.27 -7,644.00

-37,556.00 3,875.00 2.84 -6,448.00

-105,150.81 19,413.04 3.67 -11,894.00

05638701 61-D-01-B-82 -278-04 01 02 -11-00355-04


DESCRIPTION

US Treasury Nt 2.750% 10/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828JQ4 Asset Minor Code 21

US Treasury Nt 1.750% 1/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828JZ4 Asset Minor Code 21

US Treasury Nt 1.875% 4/30/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KN9 Asset Minor Code 21

US Treasury Nt 2.625% 2/29/16 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KS8 Asset Minor Code 21

US Treasury Nt 2.250% 5/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KV1 Asset Minor Code 21

US Treasury Nt 2.625% 7/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828LC2 Asset Minor Code 21

US Treasury Nt 2.125%11/30/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828LZ1 Asset Minor Code 21


4,900,000.000 5,034,554.00 102.7460

4,500,000.000 4,591,575.00 102.0350

4,800,000.000 4,924,320.00 102.5900

2,800,000.000 3,014,368.00 107.6560

5,400,000.000 5,580,144.00 103.3360

3,400,000.000 3,547,968.00 104.3520

3,600,000.000 3, 7 44,288.00 104.0080

FEDERAL TAX COST

5,143,655.14

4,615,924.67

4,950,162.95

3,024,109.38

5,612,835.94

3,568,897.33

3,754,833.91




-109,101.14 56,389.95 2.62 -9,016.00

-24,349.67 13,267.66 1.66 -5,625.00

-25,842.95 37,663.04 1.85 -6,576.00

-9,741.38 6,294.20 2.41 -6,132.00

-32,691.94 40,831.97 2.12 -9,288.00

-20,929.33 15,036.68 2.49 -6,630.00

- 10,545.91 25,709.02 2.01 -6,480.00

05638701 61-D-01-B-82 -278-04 01 02 -11-00355-04


DESCRIPTION

US Treasury Nt 1.875% 6/30/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NLO Asset Minor Code 21

US Treasury Nt 1.375% 11/30/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PJ3 Asset Minor Code 21

US Treasury Nt 0.875% 12/31/16 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RXO Asset Minor Code 21

US Treasury Nt 1.000% 3/31/17 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SM3 Asset Minor Code 21

Total US Government Issue

Corporate Issues

AT&T Inc 4.850% 2/15/14 Standard & Poors Rating: A-Moodys Rating: A2 00206RAQ5 Asset Minor Code 28

Amer Express Cr Mtn 2.800% 9/19/16 Standard & Poors Rating: A-Moodys Rating: A2 0258MODCO Asset Minor Code 28


4,000,000.000 4,172,520.00 104.3130

3,900,000.000 4,025,853.00 103.2270

3,100,000.000 3,148,453.00 101.5630

1,200,000.000 1,224,000.00 102.0000

81,200,000.000 83,938,305.00

.000 .00 105.8230

1,500,000.000 1,594,845.00 106.3230

FEDERAL TAX COST

4,184,531.26

4,020,468.75

3,133,968.76

1,220,156.25

84,547,939.92

.00

1,594,605.00



SINCE INCEPTION/ ENDING ON CURRENT PERIOP ACCRUAL MKT

- 12,011.26 18,953.80 1.82 -6,240.00

5,384.25 18,021.52 1.35 -4,875.00

14,484.24 6,892.42 0.88 -2,170.00

3,843.75 6,032.97 0.98 -1,224.00

• 609,634.92 486,155.25 2.09 -127160.00

.00 .00 0.00 - 115,320.00

240.00 1,400.00 2.63 240.00

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04


DESCRIPTION

Amer Express Cr Mtn 1. 750% 6/12/15 Standard & Poors Rating: A-Moodys Rating: A2 0258MODE6 Asset Minor Code 28

Anheuser Busch lnbev 0.800% 7/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TBM9 Asset Minor Code 28

Bank Of America 4.875% 9/15/12 Standard & Poors Rating: A-Moodys Rating: BAA2 060505AR5 Asset Minor Code 28

Citigroup Inc 5.500% 10/15/14 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EZO Asset Minor Code 28

Dell Inc 2.100% 4/01/14 Standard & Poors Rating: A-Moodys Rating: A2 24702RAN1 Asset Minor Code 28

Gen ElecCap Crp Mtn 3.750% 11/14/14 Standard & Poors Rating: M+ Moodys Rating: A 1 36962G4G6 Asset Minor Code 28

Goldman Sachs Bk 3.300% 5/03/15 Standard & Poors Rating: A-Moodys Rating: A3 38141GGT5 Asset Minor Code 28


1,000,000.000 1 ,022,870.00 102.2870

2,000,000.000 2,008,360.00 100.4180

.000 .00 100.0000

1 ,000,000.000 1 ,078,340.00 107.8340

2,500,000.000 2,548,550.00 101.9420

2,100,000.000 2,225,937.00 105.9970

1 ,500,000.000 1 ,560,855.00 104.0570

FEDERAL TA)(COST

1 ,024,100.00

2,005,090.00

.00

1 ,025,330.00

2,525,945.00

2,220,657.00

1,472,400.00




-1,230.00 5,298.61 1.66 -490.00

3,270.00 3,333.33 0.79 620.00

.00 .00 0.00 -32,571.43

53,010.00 25,361.11 5.10 4,480.00

22,605.00 26,250.00 2.05 - 10,800.00

5,280.00 29,968.75 3.49 -1,680.00

88,455.00 20,350.00 3.17 12,345.00

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04


DESCRIPTION

Goldman Sachs Group 5.000% 10/01/14 Standard & Poors Rating: A-Moodys Rating: A3 38143UAW1 Asset Minor Code 28

Hewlett Pack Co 4.500% 3/01/13 Standard & Poors Rating: BBB+ Moodys Rating: A3 428236AQ6 Asset Minor Code 28

Honda Auto Rec 0.670% 4/21/14 Standard & Poors Rating: N/A Moodys Rating: AAA 43811AAB2 Asset Minor Code 31

IBM Corp 0.550% 2/06/15 Standard & Poors Rating: AA-Moodys Rating: AA3 459200HBO Asset Minor Code 28

Jp Morgan Chase M T 1.875% 3/20/15 Standard & Poors Rating: A Moodys Ratin~: A2 46623EJP5 sset Minor Code 28

Kimberly Clark Corp 5.000% 8/15/13 Standard & Poors Rating: A Moodys Rating: A2 494368AX1 Asset Minor Code 28

Merrill Lynch Co Mtn 5.450% 2/05/13 Standard & Poors Rating: A-Moodys Rating: BAA2 59018YM40 Asset Minor Code 28


1 ,500,000.000 1 ,606,155.00 107.0770

1,000,000.000 1,015,020.00 101.5020

986,242.180 987,563.74 100.1340

3,000,000.000 3,007,830.00 100.2610

3,000,000.000 3,060,780.00 102.0260

1 '1 00,000.000 1 '145,584.00 104.1440

1 ,000,000.000 1,015,280.00 101.5280

FEDERAL !AX COST

1 ,576,230.00

1 ,024,490.00

986,209.48

2,992,890.00

3,005,940.00

1 '197,867.00

1 ,042,445.60

~bank~ Page 12 of30

Period from September 1, 2012 to September 30,2012



29,925.00 37,500.00 4.66 16,590.00

-9,470.00 3,750.00 4.43 -2,510.00

1,354.26 183.64 0.69 - 166.52

14,940.00 2,520.83 0.49 5,190.00

54,840.00 1,718.75 1.86 9,000.00

-52,283.00 7,027.78 4.80 -3,047.00

-27,165.60 8,477.78 5.31 -3,170.00

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04


DESCRIPTION

Microsoft Corp 2.950% 6/01/14 Standard & Poors Rating: AAA Moodys Rating: AAA 594918ABO Asset Minor Code 28

Morgan Stanley 2.875% 1/24/14 Standard & Poors Rating: A-Moodys Rating: BAA 1 61747WAD1 Asset Minor Code 28

Morgan Stanley 6.000% 5/13/14 Standard & Poors Rating: A-Moodys Rating: BAA 1 61747YCFO Asset Minor Code 28

Pepsiamericas Inc 4.375% 2/15/14 Standard & Poors Rating: A Moodys Rating: AA3 71343PAF8 Asset Minor Code 28

Toyota Mtr Cred Mtn 2.000% 9/15/16 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P5E2 Asset Minor Code 28

Wachovia Corp 4.875% 2/15/14 Standard & Poors Rating: A Moodys Rating: A3 929903AE2 Asset Minor Code 28

Wal Mart Stores Inc 3.000% 2/03/14 Standard & Poors Rating: AA Moodys Rating: AA2 931142CN1 Asset Minor Code 28


1,100,000.000 1 '147, 135.00 104.2850

2,000,000.000 2,026,600.00 101.3300

1 '1 00,000.000 1 '165,956.00 105.9960

1 ,000,000.000 1 ,051 ,440.00 105.1440

1 ,500,000.000 1 ,558,425.00 103.8950

3,000,000.000 3,160,320.00 105.3440

1 ,500,000.000 1 ,550,985.00 103.3990

FEDERAL TAX COST

1 '140,821.00

1 ,993,040.00

1 '136,443.00

1 ,075,860.00

1 ,562,085.00

3,175,350.00

1,461,795.00




6,314.00 10,816.67 2.78 -2,354.00

33,560.00 10,701.39 2.86 7,740.00

29,513.00 25,300.00 5.66 2,970.00

-24,420.00 5,590.28 4.18 -2,990.00

-3,660.00 .00 1.92 -3,660.00

-15,030.00 18,687.50 4.65 -11,070.00

89,190.00 7,500.00 2.90 -3,120.00

05638701 61-D-01-B-82 -278-04 0102 -11-00355-04


DI;§"BI~IIQ~

Total Corporate Issues

Municipal Issues

California ST Dept 0.991% 12/01/16 Standard & Poors Rating: AAA Moodys Rating: AA 1 13066KW21 Asset Minor Code 39

New York Ny SerJ 1.000% 8/01/15 Standard & Poors Rating: AA Moodys Rating: AA2 64966JG26 Asset Minor Code 39

Total Municipal Issues

Total Assets

Grand Total

SHARES/ MARKET E!"E !MQY~I ~BI"El!JNIT

34,386,242.180 35,538,830.7 4

900,000.000 901,620.00 100.1800

1 ,300,000.000 1 ,303,393.00 100.2610

2,200,000.000 2,205,013.00

120,677,874.410 122,111,695.97

12016771874.410 1221851 1857.22

Time of trade execution and trading party {if not disclosed) will be provided upon request.

FEDERAL T~CQST

35,239,593.08

900,000.00

1,304,017.00

2,204,017.00

122,421,097.23

1231161 1258.48

~bank. Page 14 of 30

Period from September 1, 2012 to September 30, 2012


SINCE INCEPTION/ ENDING ON "YBBI;~! ~I;BIQQ AC"BY!b !!IllS!

299,237.66 251,736.42 2.92 -133 773.95

1,620.00 99.10 0.99 1,620.00

-624.00 2,166.67 0.99 -78.00

996.00 2,265.77 0.99 1 542.00

• 309,401.26 740,161.25 2.31 • 259 391.95

05638801 61-D-0 1-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PIMCO ACCOUNT 19-505982

DESCRIPTION


Money Markets


Total Money Markets


US Treasufc Bill 4 04/13 9127956F3 Asset Minor Code 4

US Treasu~ Bill 5 30/13 9127956R7 Asset Minor Code 4

US Treasu~ Bill 7 25/13 9127957A3 Asset Minor Code 4

US Treasu~ Bill 1 24/13 9127957C9 Asset Minor Code 4

US Treasu~ Bill 8 22/13 9127957E5 Asset Minor Code 4

US Treasury Bill 2/21/13 9127957GO Asset Minor Code 4

Total US Treas & Agency S


592,343.300 592,343.30 1.0000

592,343.300 592,343.30

.000 .00 .9993

8,000,000.000 7,992,000.00 .9990

58,300,000.000 58,225,376.00 .9987

.000 .00 .9998

26,300,000.000 26,263,180.00 .9986

.000 .00 .9996

92,600,000.000 92,480,556.00

FEDERAL TA)(COST

592,343.30

592,343.30

.00

7,985,279.95

58,207,845.90

.00

26,253,757.49

.00

92,446,883.34




.00 .78 0.00

.00

.00 .78 0.00

.00

.00 .00 0.00 -1,549.75

6,720.05 .00 0.10 -6,304.06

17,530.10 .00 0.20 5,247.00

.00 .00 0.00 - 135.00

9,422.51 .00 0.20 3,682.00

.00 .00 0.00 -2,708.89

33,672.66 .00 0.19 -1 768.70

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


12E~~RIPT1Qfll



FNMA #465469 3.492% 7/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 NCE1 Asset Minor Code 24

US Treasury Nt 1.000% 7/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NN6 Asset Minor Code 21

US Treasury Nt 0.750% 8/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NUO Asset Minor Code 21

US Treasury Nt 0.750% 9/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NY2 Asset Minor Code 21

US Treasury Nt 0.500% 10/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PBO Asset Minor Code 21

US Treasury Nt 0.375% 7/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828QW3 Asset Minor Code 21

SHARES/ MARKET FA~~!MQUNT PBI~E/Yflll!

93,192,343.300 93,072,899.30

875,246.060 893,775.02 102.1170

2,300,000.000 2,314,812.00 100.6440

4,600,000.000 4,622,632.00 100.4920

16,800,000.000 16,889,880.00 100.5350

8,400,000.000 8,426,292.00 100.3130

7,500,000.000 7,512,300.00 100.1640

FEDERAL TAX COST

93,039,226.64

919,555.40

2,317,878.91

4,627,132.81

16,906,659.84

8,430,843.75

7,514,062.50

[!E3bank. Page 7 of49

Period from September 1, 2012 to September 30,2012


SINCE INCEPTION/ ENDING ON ~YBRENT P~BIQD A~~RUAL IIIIlS!

33,672.66 .78 0.19 -1 768.70

-25,780.38 2,465.28 3.42 - 1,216.45

-3,066.91 4,875.00 0.99 -1,449.00

-4,500.81 4,406.25 0.69 -2,162.00

-16,779.84 5,569.06 0.69 -5,880.00

-4,551.75 19,393.44 0.49 -1,260.00

- 1,762.50 4,738.45 0.39 -900.00

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

US Treasury Nt 0.375% 6/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RAO Asset Minor Code 21

US Treasury Nt 0.125% 9/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RK8 Asset Minor Code 21

US Treasury Nt 0.250% 3/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SL5 Asset Minor Code 21

US Treasury Nt 0.500% 7/31/17 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TG5 Asset Minor Code 21

US Treasury Nt 0.250% 8/31/14 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TL4 Asset Minor Code 21

US Treasury Nt 0.625% 8/31/17 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TM2 Asset Minor Code 21


Corporate Issues


900,000.000 901,332.00 100.1480

2,400,000.000 2,398,416.00 99.9340

82,200,000.000 82,225,482.00 100.0310

30,600,000.000 30,449,448.00 99.5080

21,300,000.000 21,304,047.00 100.0190

43,500,000.000 43,527,405.00 100.0630

221 ,375,246.060 221,465,821.02

FEDERAL TA)(COST

901,652.34

2,398,125.00

82,190,367.19

30,341 ,354. 72

21,306,595.30

43,365,496.09

221 ,219, 723.85




-320.34 852.92 0.39 -144.00

291.00 1,508.24 0.10 192.00

35,114.81 103,314.56 0.19 -9,864.00

108,093.28 25,918.03 0.50 -23,868.00

-2,548.30 4,510.25 0.19 -2,548.30

161,908.91 23,282.11 0.59 161,908.91

246,097.17 200,833.59 0.40 112 809.16

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Allstate Life Gl Mtn 5.375% 4/30/13 Standard & Poors Rating: A+ Moodys Rating: A 1 02003MBQ6 Asset Minor Code 28

American Express Mtn 5.875% 5/02/13 Standard & Poors Rating: A-Moodys Rating: A2 0258MOCW7 Asset Minor Code 28

Bank Of America 4.900% 5/01113 Standard & Poors Rating: A-Moodys Rating: BAA2 06051 GDW6 Asset Minor Code 28

Citigroup Inc 5.850% 7/02/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967DP3 Asset Minor Code 28

Citigroup Inc 5.500% 4/11113 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EQO Asset Minor Code 28

Citigroup Inc 6.500% 8/19/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EU1 Asset Minor Code 28

Florida Power Corp 4.800% 3/01/13 Standard & Poors Rating: A Moodys Rating: A2 341099CC1 Asset Minor Code 28


1 ,500,000.000 1 ,543,545.00 102.9030

3,600,000.000 3, 713,004.00 103.1390

4,000,000.000 4,092,880.00 102.3220

1,800,000.000 1 ,865,124.00 103.6180

500,000.000 512,235.00 102.4470

3,200,000.000 3,359,040.00 104.9700

2,500,000.000 2,545,600.00 101.8240

FEDERAL !AX COST

1,660,470.00

3,587,652.00

3,988,960.00

1 ,669,896.00

503,472.00

3,380,213.00

2,727,975.00


UNREALIZED GAIN {LOSS) YIELD


-116,925.00 33,817.71 5.24 -5,040.00

125,352.00 87,537.50 5.72 -11,736.00

103,920.00 81,666.67 4.78 -3,960.00

195,228.00 26,032.50 5.59 -4,194.00

8,763.00 12,986.11 5.36 -1,345.00

-21,173.00 24,266.67 6.19 -6,464.00

- 182,375.00 10,000.00 4.71 -7,850.00

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Gmac Inc 1.750% 10/30/12 Standard & Poors Rating: M+ Moodys Rating: AM 36185JM7 Asset Minor Code 28

Georgia Power 5.125% 11/15/12 Standard & Poors Rating: A Moodys Rating: A3 373334FN6 Asset Minor Code 28

Goldman Sachs Gp Mtn 3.700% 8/01/15 Standard & Poors Rating: A-Moodys Rating: A3 38141EA74 Asset Minor Code 28

Goldman Sachs Gp 5.450% 11/01/12 Standard & Poors Rating: A-Moodys Rating: A3 38144LAC4 Asset Minor Code 28

Hewlett Packard Co 1.250% 9/13/13 Standard & Poors Rating: BBB+ Moodys Rating: A3 428236888 Asset Minor Code 28

Household Fin 6.375% 11/27112 Standard & Poors Rating: A Moodys Rating: BAA 1 441812KA1 Asset Minor Code 28

Jp Morgan Chase Co 5.375% 10/01/12 Standard & Poors Rating: A Moodys Rating: A2 46625HGT1 Asset Minor Code 28


24,000,000.000 24,029,520.00 100.1230

1,435,000.000 1,443,093.40 100.5640

3,000,000.000 3,164,250.00 105.4750

1,000,000.000 1,003,920.00 100.3920

2,500,000.000 2,507,500.00 100.3000

4,100,000.000 4,135,301.00 100.8610

1,000,000.000 1,000,000.00 100.0000

FEDERAL TAX COST

24,349,320.00

1,557,764.25

3,134,700.00

900,420.00

2,498,025.00

4,480,193.00

1,000,270.00




- 319,800.00 176,166.67 1.69 -29,760.00

- 114,670.85 27,783.19 5.07 -5,094.25

29,550.00 18,500.00 3.50 21,420.00

103,500.00 22,708.33 5.37 -3,460.00

9,475.00 1,562.50 1.19 625.00

- 344,892.00 90,029.17 6.34 -20,582.00

-270.00 26,875.00 5.40 -3,540.00

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Jpmorgan Chase 3.150% 7/05/16 Standard & Poors Rating: A Moodys Rating: A2 46625HJA9 Asset Minor Code 28

Morgan Stanley 5.300% 3/01/13 Standard & Poors Rating: A-Moodys Rating: BAA 1 617446HR3 Asset Minor Code 28

Morgan Stanley 5.250% 11/02/12 Standard & Poors Rating: A-Moodys Rating: BAA 1 6174462T5 Asset Minor Code 28

Schering Plough Corp 5.300% 12/01/13 Standard & Poors Rating: AA Moodys Rating: AA3 806605AE1 Asset Minor Code 28

Toyota Mtr Cred Mtn 1.375% 8/12/13 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P4H6 Asset Minor Code 28

US Central Federal 1.900% 10/19/12 Standard & Poors Rating: AA+ Moodys Rating: AAA 90345AAC6 Asset Minor Code 28

US Bancorp Mtn 1.375% 9/13/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGYO Asset Minor Code 28

SHARES/ FACE AMOUNT

3,600,000.000

2,700,000.000

800,000.000

2,710,000.000

6,500,000.000

4,000,000.000

4,000,000.000

MARKET FEDERAL PRICE/UNIT TAX COST

3,807,684.00 3,632,976.00 105.7690

2,747,520.00 2,881,197.00 101.7600

802,272.00 834,920.00 100.2840

2,861,380.60 3,051,270.30 105.5860

6,560,580.00 6,494,475.00 100.9320

4,003,160.00 4,104,400.00 100.0790

4,034,200.00 3,994,840.00 100.8550




174,708.00 27,090.00 2.93 -3,492.00

-133,677.00 11,925.00 5.20 -6,615.00

-32,648.00 17,383.33 5.18 -3,408.00

- 189,889.70 47,876.67 5.01 -10,162.50

66,105.00 12,164.93 1.38 -6,110.00

- 101,240.00 34,200.00 1.89 -5,320.00

39,360.00 2,750.00 1.38 -6,880.00

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Cellco Part Veri 7.375%11/15/13 Standard & Poors Rating: A-Moodys Rating: A2 92344SAJ9 Asset Minor Code 28

Verizon Wireless Cap 5.550% 2/01/14 Standard & Poors Rating: A-Moodys Rating: A2 92344SAP5 Asset Minor Code 28

Wachovia Corp Mtn 5.500% 5/01/13 Standard & Poors Rating: A+ Moodys Rating: A2 92976WBJ4 Asset Minor Code 28

Wal Mart Stores 0.750% 10/25/13 Standard & Poors Rating: AA Moodys Rating: AA2 931142CW1 Asset Minor Code 28

Western Corp Fed 1.750% 11/02/12 Standard & Poors Rating: AA+ Moodys Rating: AAA 95806AAB9 Asset Minor Code 28

Xto Energy Inc 6.250% 4/15/13 Standard & Poors Rating: AAA Moodys Rating: AAA 98385XACO Asset Minor Code 28



500,000.000 537,290.00 107.4580

2,166,000.000 2,303,974.20 106.3700

4,000,000.000 4,118,080.00 102.9520

4,000,000.000 4,017,480.00 100.4370

16,000,000.000 16,020,480.00 100.1280

2,530,000.000 2,605,014.50 102.9650

107,641 ,000.000 109,334,127.70

FEDERAL TAX COST

591,665.00

2,449,291.14

4,193,200.00

3,986,280.00

16,343,200.00

2,849,867.90

11 0,846,912.59




-54,375.00 13,930.56 6.88 -2,380.00

- 145,316.94 20,035.50 5.17 -5,306.70

-75,120.00 91,666.67 5.34 -13,120.00

31,200.00 13,000.00 0.69 - 1,640.00

- 322,720.00 115,888.89 1.69 -16,960.00

- 244,853.40 72,913.19 6.11 -10,727.20

-1,512,784.89 1,120,756.76 3.14 -173 101.65

05638801 61-D-01-B-82 -278-04 0101 -11-00355-04


gE§~BIPIIQ~

Total Assets

Grand Total

SHARES/ MARKET FA~EAMOY~! ~BI~ElU~I!

422,208,589.360 423,872,848.02

42212081589.360 42511941439.15

Time of trade execution and trading party (if not disclosed) will be provided upon request.

FEDERAL IM~Q§T

425,105,863.08

42614271454.21



SINCE INCEPTION/ ENDING ON ~YBBI;~! ~I;BIQD AC~BY6b I!!IISI

- 1,233,015.06 1,321,591.13 1.06 • 62 061.19

Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.

For further information, please contact your account manager or relationship manager.

We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.

05639001 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA MFD INTERNAL MANAGER ACCOUNT 19-505983

DESCRIPTION


Money Markets

FirstAmer Treasury Oblig Cl Z 31846V542 Asset Minor Code 1

lnvesco Stit Treasury Portfolio #194 825252570 Asset Minor Code 43

Total Money Markets


Total Assets

Grand Total


25,000,000.000 25,000,000.00 1.0000

25,000,000.000 25,000,000.00 1.0000

50,000,000.000 50,000,000.00

50,000,000.000 50,000,000.00

50,000,000.000 50,000,000.00

50,000,000.000 5010001000.00


FEDERAL TAX COST

25,000,000.00

25,000,000.00

50,000,000.00

50,000,000.00

50,000,000.00

5010001000.00




.00 .00 0.00

.00

.00 .00 0.00

.00

.00 .00 0.00

.00

.00 .00 0.00

.00

.00 .00 0.00

.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984

DESCRIPTION


Money Markets


Total Money Markets


US Treasufc Bill 4 04/13 9127956F3 Asset Minor Code 4




F H L B Deb 1.625% 3/20/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133XX7F8 Asset Minor Code 22

F H L B Deb 0.500% 8/28/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 313374Y61 Asset Minor Code 22


1,192,430.620 1,192,430.62 1.0000

1,192,430.620 1 '192,430.62

5,000,000.000 4,996,450.00 .9993

5,000,000.000 4,996,450.00

6,192,430.620 6,188,880.62

5,000,000.000 5,034,050.00 100.6810

4,000,000.000 4,010,920.00 100.2730

FEDERAL !A)( COST

1,192,430.62

1 '192,430.62

4,992,281.25

4,992,281.25

6,184,711.87

5,064,195.00

3,994,440.00




.00 1.57 0.00

.00

.00 1.57 0.00

.00

4,168.75 .00 0.10 200.00

4,168.75 .00 0.10 200.00

4,168.75 1.57 0.08 200.00

-30,145.00 2,482.64 1.58 -4,750.00

16,480.00 1,722.23 0.49 -520.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

F H L B Deb 0.500% 11/20/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 313380L96 Asset Minor Code 22

F N MADeb 0.500% 5/27/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOKM4 Asset Minor Code 22

F N MADeb 0.500% 7/02/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOLN1 Asset Minor Code 22

F N MADeb 0.500% 9/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GONV1 Asset Minor Code 22

FHLMC M TN 1.000% 7/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACU1 Asset Minor Code 22

FHLMC M TN 0.375% 11/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACZO Asset Minor Code 22

FNMA #386441 4.360% 8/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31377THS8 Asset Minor Code 24


6,000,000.000 6,014,940.00 100.2490

4,000,000.000 4,012,400.00 100.3100

3,900,000.000 3,911 ,661.00 100.2990

4,000,000.000 4,010,720.00 100.2680

3,500,000.000 3,545,325.00 101.2950

3,000,000.000 3,005,130.00 100.1710

785,141.540 798,889.37 101.7510

FEDERAL TAX COST

5,998,080.00

3,988,440.00

3,887,169.00

3,996,560.00

3,497,480.00

2,993,130.00

808,859.42




16,860.00 3,166.67 0.49 -420.00

23,960.00 6,888.89 0.49 - 1,280.00

24,492.00 4,820.83 0.49 - 1,482.00

14,160.00 166.67 0.49 -840.00

47,845.00 5,930.56 0.98 -1,225.00

12,000.00 3,875.00 0.39 -240.00

-9,970.05 2,760.89 4.32 -1,741.89

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

FNMA #463006 3.720% 8/01/14 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 KKT5 Asset Minor Code 24

FNMA #463121 3.647% 8/01/14 Standard & Poors Rating: N/A Moodys Rating: N/A 31381KPE3 Asset Minor Code 24

FNMA #464313 3.089% 1/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381LYJO Asset Minor Code 24

FNMA #464791 3.069% 3/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 MKC8 Asset Minor Code 24

FNMA #464942 3.513% 5/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 MP33 Asset Minor Code 24

FNMA #465615 2.810% 8/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381NGY3 Asset Minor Code 24

FNMA #465697 3.069% 9/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381NKJ1 Asset Minor Code 24

SHARES/ FACE AMOUNT

715,235.200

714,971.180

967,370.470

1,070,000.000

1,225,000.000

482,490.700

920,000.000


744,030.57 743,621.09 104.0260

743,148.19 742,173.60 103.9410

1,006,355.50 1,003,344.54 104.0300

1,117,743.40 1,108,536.72 104.4620

1,282,918.00 1,247,968.75 104.7280

506,156.87 505,710.56 104.9050

972,384.80 956,081.25 105.6940



SINCE INCEPTION/ ENDING ON CURRENT PERIOQ ACCRUAL MKT

409.48 2,145.71 3.55 -795.52

974.59 2,103.21 3.46 -767.38

3,010.96 2,410.36 2.97 -585.56

9,206.68 2,648.25 2.96 - 813.20

34,949.25 3,470.83 3.34 - 1,139.25

446.31 1,093.65 2.66 -367.87

16,303.55 2,277.00 2.93 - 1,085.60

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

FNMA #465895 2.428% 8/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 NRQ8 Asset Minor Code 24

FNMA #466260 2.170% 10/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381N5V1 Asset Minor Code 24

FNMA #466534 2.108%11/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381PHK7 Asset Minor Code 24

FNMA #467113 3.410% 3/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381P3W6 Asset Minor Code 24

FNMA #467141 2.872% 1/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 P5A2 Asset Minor Code 24

FNMA #469807 2.325% 12/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381S3Q3 Asset Minor Code 24

FNMA #470171 1.787% 1/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381T JQ4 Asset Minor Code 24


1,817,389.170 1 ,889,575.87 103.9720

1 ,690,000.000 1,751,887.80 103.6620

675,000.000 700,953.75 103.8450

488,537.710 523,052.90 107.0650

616,376.420 651,522.20 105.7020

1 ,480,044.340 1,552,847.72 104.9190

1 '1 00,000.000 1 '134,804.00 103.1640

FEDERAL TAX COST

1,851,181.25

1,708,484.38

701,208.99

498,613.79

628,318.70

1,537,511.68

1,119,937.50




38,394.62 3,559.05 2.30 -200.75

43,403.42 2,957.50 2.12 .00

-255.24 1 '147.50 2.02 -87.75

24,439.11 1,343.48 3.17 -447.34

23,203.50 1,427.94 2.74 -355.77

15,336.04 2,775.08 2.19 110.84

14,866.50 1,585.83 1.74 1,243.00

05639101 61-D-01-8-82 -278-04 0101 -11-00355-04


DESCRIPTION

FNMA #470238 1.953% 2/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381TLT5 Asset Minor Code 24

FNMA #471615 1.984% 6/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 U3Y1 Asset Minor Code 24

FNMA #555721 4.542% 9/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31385XLA3 Asset Minor Code 24

FNMA #555736 4.484% 8/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31385XLR6 Asset Minor Code 24


US Treasury Nt 0.125% 8/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RD4 Asset Minor Code 21

US Treasury Nt 0.125% 9/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RK8 Asset Minor Code 21


750,000.000 778,065.00 103.7420

573,235.100 595,161.34 103.8250

143,484.420 145,266.50 101.2420

298,272.660 301,938.43 101.2290

4,000,000.000 4,005,920.00 100.1480

1 ,000,000.000 999,530.00 99.9530

5,000,000.000 4,996,700.00 99.9340

FEDERAL TAX: COST

763,242.19

596,298.86

145,929.23

308,090.86

4,008,138.40

999,300.22

4,986,540.19




14,822.81 1 '181.25 1.92 922.50

-1,137.52 917.18 1.92 828.48

-662.73 526.53 4.44 -365.21

-6,152.43 1,087.45 4.44 - 742.61

-2,218.40 3,790.76 0.39 -640.00

229.78 112.70 0.10 150.00

10,159.81 17.08 0.10 400.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

US Treasury Nt 0.250% 1/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SB7 Asset Minor Code 21


Corporate Issues

Att Inc 2.500% 8/15/15 Standard & Poors Rating: A-Moodys Rating: A2 00206RAV4 Asset Minor Code 28

Anheuser Busch 4.125% 1/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TAMO Asset Minor Code 28

Anheuser Busch 3.625% 4/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TAT5 Asset Minor Code 28

Anheuser Busch lnbev 0.800% 7/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TBM9 Asset Minor Code 28

Bank Of America 4.900% 5/01/13 Standard & Poors Rating: A-Moodys Rating: BAA2 06051GDW6 Asset Minor Code 28


4,000,000.000 4,001 ,880.00 100.0470

63,912,548.910 64,7 45,878.21

750,000.000 788,070.00 105.0760

250,000.000 269,610.00 107.8440

250,000.000 268,472.50 107.3890

600,000.000 602,508.00 100.4180

600,000.000 613,932.00 102.3220

FEDERAL TA}(COST

3,996,732.15

64,385,318.32

787,710.00

271,070.00

269,442.50

598,902.00

639,012.00




5,147.85 1,693.99 0.19 -480.00

360,559.89 72,086.71 1.12 -17 717.88

360.00 2,395.83 2.37 -1,327.50

-1,460.00 2,177.08 3.80 -1,097.50

-970.00 4,178.82 3.35 -440.00

3,606.00 1,000.00 0.79 186.00

-25,080.00 12,250.00 4.78 -594.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Bank Of New York Mtn 1. 700% 11/24/14 Standard & Poors Rating: A+ Moodys Rating: AA3 06406HBZ1 Asset Minor Code 28

Bank NM Mellon tn 1.200% 2/20/15 Standard & Poors Rating: A+ Moodys Rating: AA3 06406HCC1 Asset Minor Code 28

Berkshire Hathaway 4.625% 10/15/13 Standard & Poors Rating: AA+ Moodys Rating: AA2 084664AD3 Asset Minor Code 28

Berkshire Hathaway 1.500% 1/10/14 Standard & Poors Rating: AA+ Moodys Rating: AA2 084664BR1 Asset Minor Code 28

Carolina Pwr & Light 5.250% 12/15/15 Standard & Poors Rating: A Moodys Rating: A 1 144141CX4 Asset Minor Code 28

Caterpillar Finl Mtn 1.375% 5/20/14 Standard & Poors Rating: A Moodys Rating: A2 14912L4VO Asset Minor Code 28

Caterpillar Fin Mtn 1.050% 3/26/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5B3 Asset Minor Code 28


1 ,000,000.000 1 ,022,080.00 102.2080

435,000.000 440,863.80 101.3480

725,000.000 755,392.00 104.1920

800,000.000 811,744.00 101.4680

650,000.000 739,914.50 113.8330

750,000.000 760,762.50 101.4350

275,000.000 277,890.25 101.0510

FEDERAL JAXCOST

998,950.00

434,604.15

783,427.75

796,840.00

749,365.50

749,602.50

274,766.25




23,130.00 5,997.22 1.66 -1,920.00

6,259.65 594.50 1.18 -73.95

-28,035.75 15,461.63 4.41 -3,712.00

14,904.00 2,700.00 1.47 -936.00

-9,451.00 10,047.92 4.56 -2,418.00

11,160.00 3,752.60 1.38 -7.50

3,124.00 40.10 0.98 -151.25

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Caterpillar Fin Mtn 1.100% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5D9 Asset Minor Code 28

Citigroup Inc 6.500% 8/19/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EU1 Asset Minor Code 28

Coca Cola Co 0.750% 3/13/15 Standard & Poors Rating: AA-Moodys Rating: AA3 191216AX8 Asset Minor Code 28

Colgate Palm Co Mtn 1.250% 5/01/14 Standard & Poors Rating: AA-Moodys Rating: AA3 19416QDT4 Asset Minor Code 28

John Deere Cap Mtn 1.250% 12/02/14 Standard & Poors Rating: A Moodys Rating: A2 24422ERK7 Asset Minor Code 28

John Deere Cap Corp 0.700% 9/04/15 Standard & Poors Rating: A Moodys Rating: A2 24422ERV3 Asset Minor Code 28

Walt Disney Co Mtn 0.875% 12/01/14 Standard & Poors Rating: A Moodys Rating: A2 25468PCQ7 Asset Minor Code 28


640,000.000 647,769.60 101.2140

525,000.000 551,092.50 104.9700

875,000.000 882,656.25 100.8750

775,000.000 786,702.50 101.5100

1,300,000.000 1,320,397.00 101.5690

600,000.000 601,074.00 100.1790

700,000.000 707,301.00 101.0430

FEDERAL TAX COST

639,795.20

578,224.50

874,020.00

773,868.50

1 ,298,323.00

599,592.00

697,711.00




7,974.40 2,366.22 1.08 -1,356.80

-27,132.00 3,981.25 6.19 - 1,060.50

8,636.25 328.13 0.69 -4,047.75

12,834.00 4,036.46 1.18 -62.00

22,074.00 5,371.53 1.18 -1,053.00

1,482.00 280.00 0.69 1,482.00

9,590.00 2,041.67 0.89 -6,262.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Duke Energy Corp 5.300% 10/01/15 Standard & Poors Rating: A Moodys Rating: A1 264399EM4 Asset Minor Code 28

Ebaylnc 0.700% 7/15/15 Standard & Poors Rating: A Moodys Rating: A2 278642AD5 Asset Minor Code 28

General Dynamics 1.375% 1/15/15 Standard & Poors Rating: A Moodys Rating: A2 369550AS7 Asset Minor Code 28

General Elec Cap Mtn 2.150% 1/09/15 Standard & Poors Rating: AA+ Moodys Rating: A1 36962G5M2 Asset Minor Code 28

Google Inc 1.250% 5/19/14 Standard & Poors Rating: AA-Moodys Rating: AA2 38259PAAO Asset Minor Code 28

Honda Auto RecTr 0.770% 1/15/16 Standard & Poors Rating: AAA Moodys Rating: AAA 43813UAC4 Asset Minor Code 31

IBM Corp 1.250% 5/12/14 Standard & Poors Rating: AA-Moodys Rating: AA3 459200GW5 Asset Minor Code 28

SHARES/ FACE AMOUNT

585,000.000

500,000.000

700,000.000

1,650,000.000

700,000.000

825,000.000

400,000.000


663,518.70 671,802.30 113.4220

502,375.00 500,000.00 100.4750

712,957.00 699,420.00 101.8510

1 ,698,114.00 1 ,648,284.00 102.9160

710,332.00 700,140.00 101.4760

830,618.25 824,950.50 100.6810

405,508.00 399,624.00 101.3770




-8,283.60 15,502.50 4.67 -1,275.30

2,375.00 651.39 0.69 435.00

13,537.00 2,031.94 1.37 154.00

49,830.00 8,080.42 2.04 - 2,161.50

10,192.00 3,208.33 1.18 -1,456.00

5,667.75 282.28 0.79 1,204.50

5,884.00 1,930.56 1.18 -880.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

IBM Corp 0.875% 10/31/14 Standard & Poors Rating: AA-Moodys Rating: AA3 459200GZ8 Asset Minor Code 28

Jp Morgan Chase M T 1.875% 3/20/15 Standard & Poors Rating: A Moodys Rating: A2 46623EJP5 Asset Minor Code 28

Jpmorgan Chase Co 3.400% 6/24/15 Standard & Poors Rating: A Moodys Rating: A2 46625HHR4 Asset Minor Code 28

Johnson And Johnson 1.200% 5/15/14 Standard & Poors Rating: AAA Moodys Rating: AAA 4 78160AX2 Asset Minor Code 28

McDonalds Corp Mtn 0.750% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 58013MEP5 Asset Minor Code 28

Metlife Inc 2.375% 2/06/14 Standard & Poors Rating: A-Moodys Rating: A3 59156RAW8 Asset Minor Code 28

Pnc Funding Corp 3.000% 5/19/14 Standard & Poors Rating: A-Moodys Rating: A3 693476BK8 Asset Minor Code 28


900,000.000 908,082.00 100.8980

1 ,000,000.000 1 ,020,260.00 102.0260

1,050,000.000 1,114,417.50 106.1350

1,000,000.000 1,014,670.00 101.4670

800,000.000 807,640.00 100.9550

625,000.000 639,543.75 102.3270

450,000.000 466,794.00 103.7320

FEDERAL !AX COST

900,872.00

999,300.00

1 ,086,361.50

998,830.00

797,800.00

637,062.50

449,194.50




7,210.00 3,303.14 0.89 450.00

20,960.00 572.92 1.86 3,000.00

28,056.00 9,619.17 3.20 3,486.00

15,840.00 4,533.33 1.18 -880.00

9,840.00 2,033.33 0.69 -7,576.00

2,481.25 2,267.80 2.34 62.50

17,599.50 4,950.00 2.89 -472.50

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Paccar Financial Mtn 1.550% 9/29/14 Standard & Poors Rating: A+ Moodys Rating: A 1 69371 RK39 Asset Minor Code 28

Proctor Gamble Co 0.700% 8/15/14 Standard & Poors Rating: AA-Moodys Rating: AA3 742718DUO Asset Minor Code 28

Raytheon Company 1.400% 12/15/14 Standard & Poors Rating: A-Moodys Rating: A3 755111 BV2 Asset Minor Code 28

Southern Cal Ed 5.750% 3/15/14 Standard & Poors Rating: A Moodys Rating: A1 842400FK4 Asset Minor Code 28

Sysco Corporation 0.550% 6/12/15 Standard & Poors Rating: A+ Moodys Rating: A 1 871829AP2 Asset Minor Code 28

Texas Instrument 1.375% 5/15/14 Standard & Poors Rating: A+ Moodys Rating: A 1 882508AQ7 Asset Minor Code 28

Unilever Cptl Corp 0.450% 7/30/15 Standard & Poors Rating: A+ Moodys Rating: A 1 904764AN7 Asset Minor Code 28

SHARES/ FACE AMOUNT

1,000,000.000

1 ,000,000.000

1,000,000.000

540,000.000

1 ,000,000.000

600,000.000

1 ,275,000.000

MARKET FEDERAL PRICE/UNIT !AX COST

1 ,019,550.00 998,890.00 101.9550

1 ,006,320.00 1 ,002,235.33 100.6320

1,015,910.00 998,790.00 101.5910

580,986.00 610,043.40 107.5900

1 ,000,320.00 993,190.00 100.0320

609,318.00 599,250.00 101.5530

1,270,473.75 1 ,269,938.25 99.6450




20,660.00 86.11 1.47 2,120.00

4,084.67 894.44 0.69 1,260.00

17,120.00 4,122.22 1.37 -820.00

-29,057.40 1,380.00 5.29 - 2,219.40

7,130.00 1,665.28 0.49 950.00

10,068.00 3,116.67 1.37 -552.00

535.50 940.31 0.40 803.25

05639101 61-D-0 1-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

United Technologies 1.200% 6/01/15 Standard & Poors Rating: A Moodys Rating: A2 913017BY4 Asset Minor Code 28

Wal Mart Stores 1.500% 10/25/15 Standard & Poors Rating: M Moodys Rating: AA2 931142CX9 Asset Minor Code 28

Wells Fargo Co Mtn 3.625% 4/15/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BEUO Asset Minor Code 28

Wells Fargo Co Mtn 1.250% 2/13/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BFA3 Asset Minor Code 28

Wells Fargo Co Mtn 1.500% 7/01/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BFE5 Asset Minor Code 28


Municipal Issues

Burlingame Ca 5.357% 6/01/14 Standard & Poors Rating: M Moodys Rating: BAA2 12145RAH4 Asset Minor Code 39


1,400,000.000 1 ,425,200.00 101.8000

880,000.000 907,843.20 103.1640

750,000.000 802,867.50 107.0490

435,000.000 440,180.85 101.1910

550,000.000 559,251.00 101.6820

34,115,000.000 34,981,282.90

300,000.000 315,786.00 105.2620

FEDERAL !AX COST

1,399,216.00

903,856.80

794,182.50

433,764.60

548,922.00

34,681,147.03

301,980.00




25,984.00 5,600.00 1.17 644.00

3,986.40 5,720.00 1.45 3,634.40

8,685.00 12,536.46 3.36 765.00

6,416.25 725.00 1.18 761.25

10,329.00 2,154.17 1.47 748.00

300,135.87 176,908.73 1.80 • 22 666.55

13,806.00 5,357.00 5.13 2,421.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Connecticut ST Txbl 0.672% 4/15/15 Standard & Poors Rating: AA Moodys Rating: AA3 20772JEE8 Asset Minor Code 39

Los Angeles Ca Unif 5.000% 7/01/15 Standard & Poors Rating: AA-Moodys Rating: AA2 544646F98 Asset Minor Code 36

Maine ST Ser A 1.000% 6/01/14 Standard & Poors Rating: AA Moodys Rating: AA2 56052AXF8 Asset Minor Code 39

Maryland ST 0.400% 8/01/15 Standard & Poors Rating: AAA Moodys Rating: AAA 574193GJ1 Asset Minor Code 39

Massachusetts ST 3.250% 7/01/15 Standard & Poors Rating: AA+ Moodys Rating: AA 1 57582PTY6 Asset Minor Code 39

Michigan ST Ref Sch 0.800% 5/15/15 Standard & Poors Rating: AA-Moodys Rating: AA2 5946107R2 Asset Minor Code 39

Mississippi ST Ref 3.510% 10/01/13 Standard & Poors Rating: AA Moodys Rating: AA2 6055804LO Asset Minor Code 39

SHARES/ FACE AMOUNT

1,000,000.000

1 ,000,000.000

1 ,010,000.000

1 ,000,000.000

1 '1 00,000.000

1 ,500,000.000

1 ,000,000.000


1 ,003,560.00 1 ,000,000.00 100.3560

1 '121 ,940.00 1 '136,660.00 112.1940

1,017,171.00 1,018,544.60 100.7100

997,740.00 995,320.00 99.7740

1 '176,802.00 1 '191 '157.00 106.9820

1 ,499,040.00 1 ,492,515.00 99.9360

1,029,720.00 1 ,042,490.00 102.9720




3,560.00 2,893.33 0.69 - 110.00

-14,720.00 12,500.00 4.45 -2,380.00

-1,373.60 3,198.33 0.99 -313.10

2,420.00 522.22 0.40 50.00

-14,355.00 8,937.50 2.99 -2,068.00

6,525.00 5,633.33 0.80 45.00

-12,770.00 17,550.00 3.39 -2,200.00

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Mississippi ST 0.789% 12/01/15 Standard & Poors Rating: AA Moodys Rating: AA2 605581BUO Asset Minor Code 39

New Jersey ST Ref 2.020% 8/15/14 Standard & Poors Rating: AA-Moodys Rating: AA3 646039THO Asset Minor Code 39

OhioST Bid America 2.177% 8/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 677521 HS8 Asset Minor Code 39

Ohio State Build 3.328% 8/01/17 Standard & Poors Rating: AA+ Moodys Rating: AA1 677521HV1 Asset Minor Code 39

Oregon ST Odot Proj 0.570% 5/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UPA8 Asset Minor Code 39

San Fran City Ca 5.000% 6/15/15 Standard & Poors Rating: AA Moodys Rating: AA2 797646JW7 Asset Minor Code 39

Sonoma Cnty Ca 6.625% 6/01/13 Standard & Poors Rating: BBB Moodys Rating: AA2 835574AN4 Asset Minor Code 39


425,000.000 426,946.50 100.4580

550,000.000 565,757.50 102.8650

1 ,500,000.000 1 ,547,115.00 103.1410

500,000.000 553,540.00 110.7080

1 ,500,000.000 1,500,315.00 100.0210

820,000.000 904,501.00 110.3050

295,000.000 302,156.70 102.4260

FEDERAL TA)(COST

426,054.00

565,070.00

1 ,556,640.00

551,370.00

1 ,500,000.00

915,907.20

314,175.00




892.50 307.38 0.79 892.50

687.50 1,419.61 1.94 1,336.50

-9,525.00 5,442.50 2.13 -1,920.00

2,170.00 2,773.33 2.98 2,170.00

315.00 4,203.75 0.59 -30.00

- 11,406.20 12,072.22 4.53 -2,296.00

- 12,018.30 6,514.58 6.44 -787.65

05639101 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Texas ST Ref College 4.250% 8/01/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 882722SP7 Asset Minor Code 36

Vermont ST Sere 1.000% 8/15/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 924258YG5 Asset Minor Code 39


Total Assets

Grand Total


1,450,000.000 1 ,590,911.00 109.7180

1,250,000.000 1,267,850.00 101.4280

16,200,000.000 16,820,851.70

120,419,979.530 122,736,893.43

120,419,979.530 123,087,083.57


FEDERAL !AX COST

1 ,605,483.50

1 ,260,462.50

16,873,828.80

122,125,006.02

12214751196.16




-14,572.50 10,270.83 3.82 -2,972.50

7,387.50 1,597.22 0.98 -462.50

• 52,977.10 101,193.13 2.23 • 8 624.75

611,887.41 350,190.14 1.42 -48 809.18



05639301 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985

DESCRIPTION


Money Markets


Total Money Markets



F F C B Deb 0.500%5/01/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133EANJ3 Asset Minor Code 22

F F C B Deb 0.300% 7/18/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133EAYL6 Asset Minor Code 22

F F C B Deb 1.375% 6/25/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331JPK3 Asset Minor Code 22

F H L B Deb 0.875% 12/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 313371UC8 Asset Minor Code 22


95,830.550 95,830.55 1.0000

95,830.550 95,830.55

95,830.550 95,830.55

12,000,000.000 12,037,920.00 100.3160

10,000,000.000 10,001,000.00 100.0100

2,350,000.000 2,371 ,432.00 100.9120

4,000,000.000 4,031,920.00 100.7980

FEDERAL TAX COST

95,830.55

95,830.55

95,830.55

11 ,983,920.00

9,996,300.00

2,342,668.00

3,967,356.00




.00 .13 0.00

.00

.00 .13 0.00

.00

.00 .13 0.00

.00

54,000.00 25,000.00 0.49 -3,360.00

4,700.00 6,083.33 0.29 -800.00

28,764.00 8,616.67 1.38 -10,746.00

64,564.00 9,138.89 0.89 - 1,600.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

F H L B Deb 0.375% 11/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133762C8 Asset Minor Code 22

FHLMC M TN 1.000% 8/20/14 Standard & Poors Rating: AA+ Moodds Rating: AAA 3134 2UA8 Asset Minor Code 22

FHLMC M TN 0.375% 10/15/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G2U42 Asset Minor Code 22

FHLMC M TN 0.450% 1/09/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3JR2 Asset Minor Code 22

F H L M C Deb 0.500% 8/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3ZA1 Asset Minor Code 22

FNMA MT N 0.875% 8/28/14 Standard & Poors Rating: AA+ Moodds Rating: AAA 3135 OBY8 Asset Minor Code 22

FNMA MT N 0.625% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GODWO Asset Minor Code 22


6,000,000.000 6,010,500.00 100.1750

5,000,000.000 5,061,300.00 101.2260

11,500,000.000 11,519,090.00 100.1660

1,000,000.000 1,002, 760.00 100.2760

700,000.000 702,030.00 100.2900

13,000,000.000 13,144,170.00 101.1090

7,500,000.000 7,548,600.00 100.6480

FEDERAL TAX COST

5,995,338.00

5,063,150.00

11,472,515.00

999,700.00

700,770.00

13,079,417.00

7,492,365.00




15,162.00 7,750.00 0.39 -240.00

- 1,850.00 5,694.44 0.98 -2,550.00

46,575.00 19,885.42 0.39 -805.00

3,060.00 1,025.00 0.39 -80.00

1,260.00 301.39 0.49 140.00

64,753.00 9,795.16 0.89 -6,760.00

56,235.00 19,661.46 0.59 - 1,650.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

FNMA MT N 0.625% 10/25/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOEU3 Asset Minor Code 22

FNMA MT N 0.750% 12/19/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOFY4 Asset Minor Code 22

F N MADeb 0.500% 9/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GONV1 Asset Minor Code 22

FNMA MT N 1.300% 11/17/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3136FPWZ6 Asset Minor Code 22

FNMA MT N 0.500% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3136GOFF3 Asset Minor Code 22

FHLMC M TN 1.625% 4/15/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACJ6 Asset Minor Code 22

FHLMC M TN 1.375% 2/25/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACR8 Asset Minor Code 22


2,000,000.000 2,000,380.00 100.0190

6,500,000.000 6,560,060.00 100.9240

12,000,000.000 12,032,160.00 100.2680

1,250,000.000 1,275,987.50 102.0790

3,000,000.000 3,003,780.00 100.1260

.000 .00 100.7690

12,600,000.000 12,797,820.00 101.5700

FEDERAL TA)(COST

2,000,000.00

6,502,106.00

12,020,520.00

1,268,237.50

3,000,000.00

.00

12,584,968.20




380.00 5,416.67 0.59 -460.00

57,954.00 13,812.49 0.69 - 1,885.00

11,640.00 500.00 0.49 11,640.00

7,750.00 6,048.61 1.27 -887.50

3,780.00 6,291.67 0.49 -270.00

.00 .00 0.00 -31,493.36

212,851.80 17,325.00 1.37 - 10,962.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

FHLMC M TN 0.625% 12/29/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EADA4 Asset Minor Code 22

FNMA MT N 3.000% 9/16/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AYY2 Asset Minor Code 22

US Treasury Nt 1.250% 3/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PZ7 Asset Minor Code 21


US Treasury Nt 0.375% 11/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RQ5 Asset Minor Code 21

US Treasury Nt 0.250% 12/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RV4 Asset Minor Code 21

US Treasury Nt 0.125% 12/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RW2 Asset Minor Code 21


7,900,000.000 7,948,506.00 100.6140

2,400,000.000 2,529,480.00 105.3950

6,000,000.000 6,089,040.00 101.4840

.000 .00 100.1480

9,000,000.000 9,021,780.00 100.2420

8,500,000.000 8,498,045.00 99.9770

1 ,600,000.000 1 ,598,304.00 99.8940

FEDERAL TAX COST

7,886,082.40

2,579,191.20

5,995,546.88

.00

8,995,781.25

8,467,792.97

1 ,596,500.00

~bank. Page 9 of34




62,423.60 12,618.07 0.59 -1,738.00

-49,711.20 3,000.00 2.84 -4,992.00

93,493.12 3,314.92 1.18 -5,160.00

.00 .00 0.00 -19,238.92

25,998.75 12,747.96 0.39 -4,230.00

30,252.03 6,270.49 0.20 -3,315.00

1,804.00 505.43 0.10 48.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

US Treasury Nt 0.250% 1/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RZ5 Asset Minor Code 21

US Treasury Nt 0.250% 1/31/14 Standard & Poors Rating: N/A Moodys Ratinl AAA 912828SB7 sset Minor Code 21

US Treasury Nt 0.250% 5/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SU5 Asset Minor Code 21


Corporate Issues

American Honda Mtn 1.850% 9/19/14 Standard & Poors Rating: A+ Moodys Rating: A 1 02666QJ53 Asset Minor Code 28

Bank OfNy Mello Mtn 5.125% 8/27/13 Standard & Poors Rating: A+ Moodys Rating: M3 06406HBK4 Asset Minor Code 28

Bank Ny Mellon Mtn 1.200% 2/20/15 Standard & Poors Rating: A+ Moodys Rating: M3 06406HCC1 Asset Minor Code 28


8,000,000.000 7,997,520.00 99.9690

46,000,000.000 46,021 ,620.00 100.0470

10,000,000.000 9,989,800.00 99.8980

209,800,000.000 21 0,795,004.50

5, 775,000.000 5,888,190.00 101.9600

1 ,500,000.000 1 ,564,605.00 104.3070

4,400,000.000 4,459,312.00 101.3480

FEDERAL TAX COST

7,985,937.50

45,959,687.50

9,969,140.63

209,904,991.03

5,781,563.50

1 ,635,150.00

4,395,996.00




11,582.50 4,239.13 0.20 -3,760.00

61,932.50 19,480.87 0.19 -5,520.00

20,659.37 9,442.93 0.20 -4,000.00

890,013.47 233,966.00 0.54 -114 674.78

106,626.50 3,561.25 1.76 -5,717.25

-70,545.00 7,260.42 4.88 -4,680.00

63,316.00 6,013.33 1.18 -748.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Berkshire Hathaway 4.850% 1/15/15 Standard & Poors Rating: M+ Moodys Rating: AA2 084664AT8 Asset Minor Code 28

Cme Group Inc 5.400% 8/01/13 Standard & Poors Rating: M-Moodys Rating: M3 12572QM3 Asset Minor Code 28

Caterpillar Fin Mtn 1.050% 3/26/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5B3 Asset Minor Code 28

Chase Issuance Trust 5.120% 10/15/14 Standard & Poors Rating: AM Moodys Rating: AM 161571CH5 Asset Minor Code 31

Cisco Systems 1.625% 3/14/14 Standard & Poors Rating: A+ Moodys Rating: A 1 17275RAJ1 Asset Minor Code 28

Coca Cola Co The 0.750% 11/15/13 Standard & Poors Rating: M-Moodys Rating: M3 191216ANO Asset Minor Code 28

Ebaylnc 0.700% 7/15/15 Standard & Poors Rating: A Moodys Rating: A2 278642AD5 Asset Minor Code 28

SHARES/ FACE AMOUNT

1 ,000,000.000

2,870,000.000

900,000.000

4,571,000.000

5, 700,000.000

6,665,000.000

3,230,000.000

MARKET FEDERAL PRICE/UNIT TAX: COST

1,097,240.00 1 '114,530.00 109.7240

2,988,703.20 3,164,863.80 104.1360

909,459.00 899,235.00 101.0510

4,581,467.59 4,901 ,683.28 100.2290

5,808,984.00 5,693,217.00 101.9120

6,699,124.80 6,671 ,444.59 100.5120

3,245,342.50 3,230,000.00 100.4750




-17,290.00 10,238.89 4.37 -3,050.00

- 176,160.60 25,830.00 5.18 -9,987.60

10,224.00 131.25 0.98 -495.00

- 320,215.69 10,401.57 5.08 - 16,409.89

115,767.00 4,373.96 1.56 -4,047.00

27,680.21 18,884.17 0.69 -66.65

15,342.50 4,207.97 0.69 2,810.10

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Gen ElecCap Rp Mtn 1.625% 7/02/15 Standard & Pears Rating: AA+ Moodys Rating: A 1 36962G5Z3 Asset Minor Code 28

Google Inc 1.250% 5/19/14 Standard & Pears Rating: AA-Moodys Rating: AA2 38259PAAO Asset Minor Code 28

Hsbc USA Inc 2.375% 2/13/15 Standard & Pears Rating: A+ Moodys Rating: A2 40428HPG1 Asset Minor Code 28

Honda Auto Rec Owner 0.570% 8/15/14 Standard & Pears Rating: AAA Moodys Rating: AAA 43813UAB6 Asset Minor Code 31

IBM Corp 1.000% 8/05/13 Standard & Pears Rating: AA-Moodys Rating: AA3 459200GT2 Asset Minor Code 28

IBM Corp 0.550% 2/06/15 Standard & Pears Rating: AA-Moodys Rating: AA3 459200HBO Asset Minor Code 28

IBM Corp 0.750% 5/11/15 Standard & Pears Rating: AA-Moodys Rating: AA3 459200HD6 Asset Minor Code 28


4,850,000.000 4,934,826.50 101.7490

2,000,000.000 2,029,520.00 101.4760

4, 750,000.000 4,889,840.00 102.9440

4,400,000.000 4,407,128.00 100.1620

3,500,000.000 3,522,295.00 100.6370

2,250,000.000 2,255,872.50 100.2610

875,000.000 880,705.00 100.6520

FEDERAL TAX COST

4,919,646.00

1 ,999,540.00

4, 764,245.87

4,399,599.16

3,485,685.00

2,238,997.50

873,547.50



SINCE INCEPTION/ ENDING ON CURRENT PERIOQ ACCRUAL MKT

15,180.50 19,484.20 1.57 15,180.50

29,980.00 9,166.67 1.18 -4,160.00

125,594.13 15,041.67 2.33 22,752.50

7,528.84 1 '114.67 0.59 308.00

36,610.00 5,444.44 0.99 -735.00

16,875.00 1,890.63 0.49 3,892.50

7,157.50 2,552.08 0.69 656.25

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

Jpmorgan Chase Mtn 2.050% 1/24/14 Standard & Poors Rating: A Moodys Rating: A2 46623EJEO Asset Minor Code 28

Massmutual Glbl Mtn 2.875% 4/21/14 Standard & Poors Rating: AA+ Moodys Rating: AA2 57629WBK5 Asset Minor Code 28

McDonalds Corp Mtn 0.750% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 58013MEP5 Asset Minor Code 28

Met Life Glob Mtn 2.000% 1/09/15 Standard & Poors Rating: AA-Moodys Rating: AA3 59217GAM1 Asset Minor Code 28

New York Life Mtn 1.300% 1/12/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 64952WBE2 Asset Minor Code 28

New York Life M TN 0.750% 7/24/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 64952WBH5 Asset Minor Code 28

Northern Trust Corp 5.500% 8/15/13 Standard & Poors Rating: A+ Moodys Rating: A 1 665859AJ3 Asset Minor Code 28


6,940,000.000 7,062,699.20 101.7680

6,000,000.000 6,211 ,200.00 103.5200

4,075,000.000 4,113,916.25 100.9550

6,000,000.000 6,135,480.00 102.2580

2,075,000.000 2,107,287.00 101.5560

4,000,000.000 4,002,440.00 100.0610

5,850,000.000 6,110,383.50 104.4510

FEDERAL TAX, COST

6,956,447.80

6,233, 790.00

4,063,793.75

5,988,900.00

2,104,673.25

4,003,280.00

6,428,038.50




106,251.40 26,478.03 1.96 1,526.80

-22,590.00 76,666.67 2.80 -6,420.00

50,122.50 10,357.29 0.69 -570.50

146,580.00 27,333.33 1.95 900.00

2,613.75 5,919.51 1.28 - 1,639.25

-840.00 5,416.67 0.69 - 1,760.00

-317,655.00 41,112.50 5.26 -21,996.00

05639301 61-D-01-8~82 -278-04 0101 -11-00355-04


DESCRIPTION

Paccar Finan Mtn 1.050% 6/05/15 Standard & Poors Rating: A+ Moodys Rating: A 1 69371 RK62 Asset Minor Code 28

Pepsico Inc 0.750% 3/05/15 Standard & Poors Rating: A-Moodys Rating: AA3 713448BX5 Asset Minor Code 28

Target Corp 1.125% 7/18/14 Standard & Poors Rating: A+ Moodys Rating: A2 87612EAW6 Asset Minor Code 28

Toyota Mtr Cred Mtn 1.000% 2/17/15 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P5Z5 Asset Minor Code 28

Usaa Cap Corp Mtn 1.050% 9/30/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 90327QCV9 Asset Minor Code 28

US Bancorp Mtn 2.000% 6/14/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGW4 Asset Minor Code 28

US Bancorp Mtn 1.125% 10/30/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGZ7 Asset Minor Code 28


2,800,000.000 2,825,312.00 100.9040

6,095,000.000 6,133,154.70 100.6260

1,500,000.000 1,518,855.00 101.2570

5,925,000.000 5,989,167.75 101.0830

3,100,000.000 3,120,181.00 100.6510

.000 .00 101.1650

2,700,000.000 2,719,521.00 100.7230

FEDERAL TAl( COST

2,797,284.00

6,100,525.20

1,499,730.00

5,916,112.50

3,096,838.00

.00

2,712,663.00

[$3bank. Page 14 of 34




28,028.00 9,228.33 0.99 -1,064.00

32,629.50 3,301.46 0.69 6,887.35

19,125.00 3,421.88 1.08 -1,125.00

73,055.25 7,241.67 0.98 3,495.75

23,343.00 90.42 0.99 1,643.00

.00 .00 0.00 -37,651.50

6,858.00 12,740.63 1.09 -486.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

United Technologies 1.200% 6/01/15 Standard & Poors Rating: A Moodys Ratinl A2 913017BY4 sset Minor Code 28

Verizon Comm Inc 1.950% 3/28/14 Standard & Poors Rating: A-Moodys Rating: A3 92343VBA 1 Asset Minor Code 28


Municipal Issues

California ST Dept 5.000% 5/01/13 Standard & Poors Rating: M-Moodys Rating: M3 13066YRQ4 Asset Minor Code 36

Irvine Ranch Ca Wtr 2.385% 9/15/13 Standard & Poors Rating: M+ Moodys Rating: AM 463655GV6 Asset Minor Code 39

Met Dist Sthrn Ca 0.616% 7/01/14 Standard & Poors Rating: AM Moodys Rating: M 1 59266THP9 Asset Minor Code 39

Mount San Antonio Ca 3.750% 8/01/15 Standard & Poors Rating: M Moodys Rating: AA2 623040FA5 Asset Minor Code 39

SHARES/ FACE AMOUNT

1,300,000.000

4,800,000.000

122,396,000.000

5,900,000.000

5,500,000.000

4,600,000.000

2,600,000.000

MARKET FEDERAL PRICE/UNIT TA)(COST

1 ,323,400.00 1 ,299,272.00 101.8000

4,909,392.00 4,793,616.00 102.2790

124,445,004.49 124,163,908.20

6,066,439.00 6,469,527.00 102.8210

5,624,300.00 5, 703,775.00 102.2600

4,606,118.00 4,600,000.00 100.1330

2,797,002.00 2,801 ,240.00 107.5770




24,128.00 5,200.00 1.17 598.00

115,776.00 780.00 1.85 -4,128.00

281,096.29 380,885.56 1.83 -66 285.89

- 403,088.00 122,916.67 4.86 -21,712.00

-79,475.00 5,830.00 2.34 -9,625.00

6,118.00 7,320.13 0.59 -230.00

-4,238.00 16,250.00 3.43 -5,122.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


DESCRIPTION

New York Ny Subser 2.600% 3/01/14 Standard & Poors Rating: AA Moodys Rating: AA2 64966HXX3 Asset Minor Code 39

Orange Cnty Capensn 0.950% 6/28/13 Standard & Poors Rating: A+ Moodys Rating: AA2 68428LCU6 Asset Minor Code 39

Oregon ST Ref Ser M 0.650% 11/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UNY8 Asset Minor Code 39

Oregon ST Odot Proj 0.570% 5/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UPA8 Asset Minor Code 39

Pasadena Ca Pension 1. 757% 5/15/41 Standard & Poors Rating: AA+ Moodys Rating: N/R 70227RAA8 Asset Minor Code 39

San Francisco Ca 4.000% 10/01/13 Standard & Poors Rating: AA-Moodys Rating: AA3 79765DXQ8 Asset Minor Code 36

University Ca Revs 0.887% 7/01/13 Standard & Poors Rating: A-1+ Moodys Rating: AA 1 91412GFC4 Asset Minor Code 39


5,000,000.000 5,133,900.00 102.6780

3, 750,000.000 3, 763,237.50 100.3530

3,610,000.000 3,619,747.00 100.2700

3,475,000.000 3,475,729.75 100.0210

4,520,000.000 4,531,300.00 100.2500

2,675,000.000 2,773,386.50 103.6780

8,400,000.000 8,432,004.00 100.3810

FEDERAL TA}{COST

5,166,450.00

3,750,000.00

3,610,000.00

3,475,000.00

4,520,000.00

2,902,669.25

8,409,178.00




-32,550.00 10,833.33 2.53 -7,000.00

13,237.50 5,937.50 0.89 - 1,312.50

9,747.00 9,777.08 0.59 -361.00

729.75 9,738.69 0.59 -69.50

11,300.00 30,001.75 1.79 - 316.40

- 129,282.75 53,500.00 3.85 -6,714.25

22,826.00 18,627.00 0.89 -3,276.00

05639301 61-D-01-B-82 -278-04 0101 -11-00355-04


g~§CRIPTIQN


Total Assets

Grand Total

SHARES/ MARKET FA~~AMQYNT PRI~ElYbll!

50,030,000.000 50,823,163.75

382,321 ,830.550 386,159,003.29

382,3211830.550 38710641587.13

Time of trade execution and trading party (If not disclosed) will be provided upon request.

FEDERAL TAXCQ§T

51,407,839.25

385,572,569.03

38614781152.87



SINCE INCEPTION/ ENDING ON ~UBRENT P~BIQD A~CRUAb Dll~

-584,675.50 290,732.15 2.00 -55 738.65

586,434.26 905,583.84 1.15 -236 699.32



We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.

05639401 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP 18 PTMISEA ACCOUNT 19-505986

DESCRIPTION


Money Markets


Total Money Markets


F F C B Disc Nts 9/27112 313312H52 Asset Minor Code 23



F H L B Disc Nts 313384M97 Asset Minor Code 23

F H L B Disc Nts 11/07112 313384N62 Asset Minor Code 23

F H L B Disc Nts 12/28/12 313384U98 Asset Minor Code 23

F N MADisc Nt 11/28/12 313588R31 Asset Minor Code 23

SHARES/ FACE AMOUNT

702,019.670

702,019.670

.000

.000

3,530,000.000

1 '750,000.000

1 '700,000.000

3,500,000.000

1 ,200,000.000

MARKET FEDERAL PRICE/UNIT TAX, COST

702,019.67 702,019.67 1.0000

702,019.67 702,019.67

.00 .00 1.0000

.00 .00 1.0000

3,529,964.70 3,529,385.19 1.0000

1,749,947.50 1 '7 49,632.50 1.0000

1 ,699,949.00 1,699,628.13 1.0000

3,499,650.00 3,498,960.45 .9999

1 '199,940.00 1,199,654.17 1.0000




.00 .92 0.00

.00

.00 .92 0.00

.00

.00 .00 0.00 -423.12

.00 .00 0.00 -636.64

579.51 .00 0.00 353.00

315.00 .00 0.00 204.75

320.87 .00 0.00 320.87

689.55 .00 0.00 689.55

285.83 .00 0.00 285.83

05639401 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP 1B PTMISEA ACCOUNT 19-505986

DESCRIPTION

F N MA Disc Nt 12/19/12 313588T88 Asset Minor Code 23


U S Treasuifc Bill 9 06/12 9127956G1 Asset Minor Code 4

US Treasu~ Bill 9 13/12 9127956H9 Asset Minor Code 4





Bank Of Nova Scotia C P 9/20/12 06416JJL8 Asset Minor Code 8

Bank Of Nova Scotia C P 10/29/12 06416JKV4 Asset Minor Code 8

Prov. Britsh Columbia C P 12/21/12 11070JMM9 Asset Minor Code 8


4, 700,000.000 4,699,577.00 .9999

4, 700,000.000 4,699,859.00 1.0000

.000 .00 1.0000

.000 .00 1.0000

2,000,000.000 1 ,999,540.00 .9998

2,000,000.000 1 ,999,380.00 .9997

25,080,000.000 25,077,807.20

.000 .00 1.0000

1 ,500,000.000 1 ,499, 700.00 .9998

1 ,500,000.000 1 ,499,055.00 .9994

FEDERAL TA)(COST

4,698,472.50

4,699,531.63

.00

.00

1 ,999,458.33

1 ,999,246.24

25,073,969.14

.00

1 ,499, 100.00

1 ,499,650.00




1,104.50 .00 0.00 1,104.50

327.37 .00 0.10 327.37

.00 .00 0.00 -777.65

.00 .00 0.00 -620.00

81.67 .00 0.10 81.67

133.76 .00 0.10 133.76

3,838.06 .00 0.03 1 043.89

.00 .00 0.00 - 578.13

600.00 .00 0.00 405.00

-595.00 .00 0.00 -595.00

05639401 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP 18 PTMISEA ACCOUNT 19-505986

DESCRIPTION

Her Majesty Rgt Canada C P 12/03/12 13508TM37 Asset Minor Code 8

Export Develmt Corp C P 11/26/12 30215GLS9 Asset Minor Code 8

Export Develmt Corp C P 11/27/12 30215GL T7 Asset Minor Code 8



Total Assets

Grand Total


1,850,000.000 1 ,849,093.50 .9995

2,000,000.000 1 ,999,100.00 .9996

1,350,000.000 1 ,349,379.00 .9995

8,200,000.000 8,196,327.50

33,982,019.670 33,976,154.37

33,982,019.670 33,976,154.37

33,9821019.670 33,9761155.29


FEDERAL TAX COST

1,849,451.17

1 ,999,256.11

1 ,349,599.50

8,197 ,056. 78

33,973,045.59

33,973,045.59

3319731046.51




-357.67 .00 0.00 -357.67

- 156.11 .00 0.00 800.00

-220.50 .00 0.00 540.00

-729.28 .00 0.00 214.20

3,108.78 .92 0.02 1 258.09

3,108.78 .92 0.02 1 258.09

05639701 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP1B SYSTEM SAFETY ACCOUNT 19-505989

DESCRIPTION


Money Markets


Total Money Markets




FHLBDisc Nts 10/24/12 313384L80 Asset Minor Code 23

F H L B Disc Nts 10/31/12 313384M71 Asset Minor Code 23

F H L B Disc Nts 11/07/12 313384N62 Asset Minor Code 23

F H L B Disc Nts 12/28/12 313384U98 Asset Minor Code 23

FHLM C Disc Nt 9/12112 313396F65 Asset Minor Code 23


2,223,859.640 2,223,859.64 1.0000

2,223,859.640 2,223,859.64

.000 .00 1.0000

3,925,000.000 3,925,000.00 1.0000

3,600,000.000 3,599,964.00 1.0000

3,800,000.000 3,799,924.00 1.0000

3,600,000.000 3,599,892.00 1.0000

2,600,000.000 2,599,7 40.00 .9999

.000 .00 1.0000

FEDERAL TA)(COST

2,223,859.64

2,223,859.64

.00

3,924,197.56

3,599,318.00

3,799,280.11

3,599,287.00

2,599,224.48

.00




.00 2.93 0.00

.00

.00 2.93 0.00

.00

.00 .00 0.00 -459.00

802.44 .00 0.00 314.00

646.00 .00 0.00 432.00

643.89 .00 0.00 456.00

605.00 .00 0.00 605.00

515.52 .00 0.00 515.52

.00 .00 0.00 -599.43

05639701 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP1B SYSTEM SAFETY ACCOUNT 19-505989

DESCRIPTION

FHLMC Disc Nt 11/26/12 313396097 Asset Minor Code 23

F N MADisc Nt 9/05/12 313588E76 Asset Minor Code 23

US Treasury Bill 9/20/12 9127955C1 Asset Minor Code 4



US Treasu~ Bill 9 27/12 9127956J5 Asset Minor Code 4

US Treasury Bill 11/23/12 9127956T3 Asset Minor Code 4




Bank Of Nova Scotia C P 9/20/12 06416JJL8 Asset Minor Code 8


3,110,000.000 3,109,844.50 1.0000

.000 .00 1.0000

.000 .00 1.0000

2,641 ,000.000 2,640,920. 77 1.0000

4,000,000.000 3,999,320.00 .9998

.000 .00 1.0000

1 ,963,000.000 1 ,962, 784.07 .9999

2,000,000.000 1 ,999,540.00 .9998

31,239,000.000 31,236,929.34

.000 .00 1.0000

FEDERAL TA}(COST

3,109,157.71

.00

.00

2,640,725.34

3,999,146.94

.00

1 ,962,545. 78

1 ,999,548.08

31,232,431.00

.00




686.79 .00 0.00 686.79

.00 .00 0.00 -907.78

.00 .00 0.00 -940.00

195.43 .00 0.10 184.87

173.06 .00 0.10 173.06

.00 .00 0.00 -290.68

238.29 .00 0.10 157.04

-8.08 .00 0.10 -8.08

4,498.34 .00 0.03 319.31

.00 .00 0.00 - 176.58

05639701 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP18 SYSTEM SAFETY ACCOUNT 19-505989

DESCRIPTION

Her Majesty Rgt Canada C P 12/03/12 13508TM37 Asset Minor Code 8

Export Develmt Corp C P 9/05/12 30215GJ52 Asset Minor Code 8

Export Develmt Corp C P 11/15/12 30215GLF7 Asset Minor Code 8

Export Develmt Corp C P 12/13/12 30215GMD1 Asset Minor Code 8

General Elec Capt Corp C P 9/10/12 36959HJA6 Asset Minor Code 8

General Elec Capt Corp C P 36959HLS4 Asset Minor Code 8

Nestle Fin Inti Ltd C P 10/26/12 64105RKS8 Asset Minor Code 8


Cash

Pending Cash

Total Cash


2,000,000.000 1,999,020.00 .9995

.000 .00 1.0000

2,600,000.000 2,599,064.00 .9996

1,300,000.000 1,299,259.00 .9994

.000 .00 1.0000

2,600,000.000 2,598,830.00 .9996

1,900,000.000 1,899,658.00 .9998

10,400,000.000 10,395,831.00

- 1,999,548.08

.000 • 1,999,548.08

FEDERAL TAX: COST

1,999,446.67

.00

2,599,443.89

1,299,575.33

.00

2,597,937.33

1,899,544.00

10,395,947.22

- 1,999,548.08

• 1 ,999,548.08




-426.67 .00 0.00 -426.67

.00 .00 0.00 -502.31

-379.89 .00 0.00 -379.89

- 316.33 .00 0.00 - 316.33

.00 .00 0.00 - 692.44

892.67 .00 0.00 1,040.00

114.00 .00 0.00 513.00

·116.22 .00 0.00 • 941.22

.00 .00 0.00

.00

05639701 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA PROP18 SYSTEM SAFETY ACCOUNT 19-505989

DES~RIPTIQN


Total Assets

Grand Total

SHARES/ MARKET FACE AMOUNT PRI~E£UNIT

43,862,859.640 41,857,071.90

43,862,859.640 41,857,071.90

43,862,859.640 41 ,857,07 4.83


FEDERAL TAXCQST

41,852,689.78

41,852,689.78

41 !852!692. 71



SINCE INCEPTION/ ENDING ON ~!JRRENT PEBIQD A~~B!JAb ll!'II:S;T

4,382.12 2.93 0.02 • 621.91

4,382.12 2.93 0.02 • 621.91



We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1 ,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.

05639801 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA BARAKAT SETTLEMENT ACCOUNT 19-505990

DESCRIPTION


Money Markets


Total Money Markets


F H L B Disc Nts 9/07/12 313384E96 Asset Minor Code 23


F H L B Disc Nts 9/26/12 313384H44 Asset Minor Code 23



F H L B Disc Nts 11/09/12 313384N88 Asset Minor Code 23

FHLMC Disc Nt 11/26/12 313396097 Asset Minor Code 23


1,004,302.260 1 ,004,302.26 1.0000

1,004,302.260 1,004,302.26

.000 .00 1.0000

.000 .00 1.0000

.000 .00 1.0000

1 ,200,000.000 1 ,200,000.00 1.0000

1 ,200,000.000 1 '199,988.00 1.0000

1 ,450,000.000 1 ,449,956.50 1.0000

1 ,000,000.000 999,950.00 1.0000

FEDERAL TA)(COST

1 ,004,302.26

1,004,302.26

.00

.00

.00

1 '199,800.00

1 '199, 752.00

1,449,702.95

999,776.67




.00 1.32 0.00

.00

.00 1.32 0.00

.00

.00 .00 0.00 -255.88

.00 .00 0.00 - 163.33

.00 .00 0.00 - 122.50

200.00 .00 0.00 96.00

236.00 .00 0.00 120.00

253.55 .00 0.00 253.55

173.33 .00 0.00 173.33

05639801 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA BARAKAT SETTLEMENT ACCOUNT 19-505990

DESCRIPTION

F N MA Disc Nt 1/09/13 313589AJ2 Asset Minor Code 23

US Treasury Bill 9/27/12 9127956J5 Asset Minor Code 4

US Treasury Bill 10/11/12 9127956M8 Asset Minor Code 4

US Treasury Bill 11/01/12 9127956P1 Asset Minor Code 4




Prov Britsh Columbia C P 12/07/12 11070JM72 Asset Minor Code 8

Export Develmt Corp C P 10/18/12 30215GKJO Asset Minor Code 8

Met Life Fdg lncC P 11/13/12 59087ALD9 Asset Minor Code 8

Nestle Fin Inti Ltd C P 9/10/12 64105RJA9 Asset Minor Code 8


1 ,000,000.000 999,860.00 .9999

.000 .00 1.0000

1 '148,000.000 1 '147,988.52 1.0000

830,000.000 829,958.50 1.0000

1 ,003,000.000 1,002,769.31 .9998

8,831,000.000 8,830,470.83

900,000.000 899,532.00 .9995

1 '1 00,000.000 1 ,099,868.00 .9999

900,000.000 899,685.00 .9997

.000 .00 1.0000

FEDERAL TAX COST

999,656.67

.00

1,147,743.37

829,876.71

1,002,773.36

8,829,081. 73

899,615.25

1,099,754.64

899,767.50

.00




203.33 .00 0.00 203.33

.00 .00 0.00 -272.56

245.15 .00 0.00 80.36

81.79 .00 0.10 58.10

-4.05 .00 0.10 -4.05

1,389.10 .00 0.02 166.35

-83.25 .00 0.00 585.00

113.36 .00 0.00 286.00

-82.50 .00 0.00 -82.50

.00 .00 0.00 -179.97

05639801 61-D-01-B-82 -278-04 0101 -11-00355-04

LOS ANGELES MTA BARAKAT SETILEMENT ACCOUNT 19-505990

g~§CBIE!!IO~


Cash

Pending Cash

Total Cash


Total Assets

Grand Total

SHARES/ MARKET FA~EAMQY~! i:!RI~ElUNIT

2,900,000.000 2,899,085.00

- 1 ,002, 773.36

.000 • 1 ,002, 773.36

12,735,302.260 11,731,084.73

12,735,302.260 11,731,084.73

1217351302.260 1117311086.05


FEDERAL TAX~O§T

2,899,137.39

-1,002,773.36

• 1 ,002, 773.36

11 '729, 7 48.02

11,729,748.02

11172917 49.34



SINCE INCEPTION/ ENDING ON ~YRB~~! E!~BIQD A~~BYAL MKT

• 52.39 .00 0.00 608.53

.00 .00 0.00

.00

1,336.71 1.32 0.01 774.88

1,336.71 1.32 0.01 774.88

Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial Industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.


L.Ail'' Regular Monthly Statement

Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-000 l (916) 653-3001 LOS ANGELES COUNTY METRO PO LIT AN TRANSPORTATION AUTHORITY TREASURY DEPARTMENT ONE GATEWAY PLAZA MAIL STOP 99-21-2 LOS ANGELES, CA 90012

Account Summary

Total Deposit:

Total Withdrawal:

PI\UA Average Monthly Yields

Account Number: 80-19-011

Page 1 or 1

W\\W.trl'asurer.ca.gov/pmi:~

-Ia if October 01,2012

Tran Tvne Definitions September 20 12 Statement

0.00 Beginning Balance:

0.00 Ending ·Balance:

49,430,824.11

49,430,824.11

https://laifms.treasurer.ca.gov/RegularStatement.aspx 10/1/2012

LAIF Regular Monthly Statement

Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-0001 (916) 653-3001 PUBLIC TRANSPORTATION SERVICES CORPORATION TREASURY DEPARTMENT ONE GATEWAY PLAZA MAIL STOP 99-21-2 LOS ANGELES, CA 90012-2952

Account Summary

Total Deposit:

Total Withdrawal:

PMIA Aver:tge Monthh· Yields

Account Number: 80-19-013

.Page 1 ot 1

www.treasurcr.ca.gov/pmia -Ia if

October 01, 2012

Tran Tyoe Definitions September 2012 Statement

0.00 Beginning Balance:

0.00 Ending Balance:

49,430,824.11

49,430,824.11

https:/ /laifms. treasurer.ca.gov/RegularStatement.aspx 10/1/2012

ATTACHMENT VII

ATTACHMENT II

TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR JULY 2012

COMPLIANCE REPORT

Portfolio Securities Not in Accordance with Treasurer Policy For the Month of July 2012

Investments Exceeding Issuer Limit:

Issuer

Svenska Handelsbanken

Total Investment

Holdings

$350,000,000

Total Issuer No. of Limit Days

$300,000,000 5

Total investment limit for Svenska Handelsbanken is $300 million. Due to a system reporting error, the limit was exceeded by $50 million for 5 days.

ATTACHMENT II

TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR AUGUST 2012

COMPLIANCE REPORT

Portfolio Securities Not in Accordance with Treasurer Policy For the Month of August 2012

No exceptions noted.

® .......... c..m,

Metro ......,., .... T~,..........._ One Gateway Plaza 213.922.2000 Tel Los Angeles, CA 90012·2952 metro.net

ATTACHMENT VII

TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS

COMPLIANCE REPORTS FOR THE MONTH ENDED SEPTEMBER 2012

At the time of this report, the final Los Angeles County Report of Investments for September 2012 was unavailable for inclusion.

Documents

October 30, 2012 - Investment Report for Quarter Ending ...boardarchives.metro.net/BoardBox/BB2012/2012_11...For the quarter ended September 30, 2012, the externally managed portfolios