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BOARD OF SUPERVISORS AGENDA LETTER
Clerk of the Board of Supervisors 105 E Anapamu Street Suite 407
Santa Barbara CA 93101 (805) 568-2240
Agenda Number
Department Name
Department No For Agenda Of Placement Estimated Tme Continued Item If Yes date from Vote Required
Treasurer - Tax Collector 065 111715 Administrative
No
Majority
TO Board of Supervisors FROM Department
Director(s) Harry E Hagen CPA CPFO ACPFIM CFIP Treasurer - Tax Collector 568-2490
Contact Info Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer 568-2925
SUBJECT Treasurers Investment Pool FY 2015-2016 First Quarter (July - September 2015)
County Counsel Concurrence As to form NA
Auditor-Controller Concurrence As to form NA
Other Concurrence As to form NA
Recommended Actions
That the Board of Supervisors
A) Accept for filing the Fiscal Year 2015-2016 First Quarter (July - September 2015) report on the Treasurerrsquos Investment Pool pursuant to Government Code section 53646(b)
Summary Text
The value of the Treasurerrsquos Investment Pool at principal cost on September 30 2015 was $965740860 Market value of the investment pool was $966766916 The weighted average days-to-maturity (WAM) for the investment pool was 360 days
The Treasurerrsquos Investment Pool earned $1130917 for the quarter ending September 30 2015 an annualized return of 0441 The net yield earned over the past year is 0391 Per Government Code Section 536005 the Santa Barbara County Treasurer has a mandated responsibility to manage and invest public funds with the primary objective of safeguarding principal the secondary objective of meeting the liquidity needs of pool participants and thirdly the objective of attaining a market average rate of return consistent with the primary objectives of safety and liquidity
Page 2 of 2
For the quarter ending September 30 2015 the Treasurerrsquos Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurerrsquos Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurerrsquos Report affirming the ability of the Santa Barbara County Investment Pool to meet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurerrsquos Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending September 30 2015 net investment earnings achieved by the Treasurerrsquos Investment Pool were $1130917 with the County receiving 39 Schools 50 and Special Districts the balance of 11 The net yield earned for the quarter on an annualized basis is 0441 and over the past year is 0391
Attachments
1 Treasurerrsquos First Quarter Investment Pool Report (July ndash September 2015) 2 Treasurerrsquos Investment Pool Summary Performance Report Quarter Ended September 30 2015
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRInvestingTOC QuarterlyMeetings2015-10-262015-9-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED September 30 2015
ECONOMIC TREND
The Federal Open Market Committee (Committee) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
Reports from the twelve Federal Reserve Districts point to continued modest expansion in economic activity during the reporting period from mid-August through early October
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 53 and ended the quarter at 51 Californiarsquos preliminary unemployment rate was 61 in August
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Page 2 of 2
For the quarter ending September 30 2015 the Treasurerrsquos Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurerrsquos Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurerrsquos Report affirming the ability of the Santa Barbara County Investment Pool to meet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurerrsquos Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending September 30 2015 net investment earnings achieved by the Treasurerrsquos Investment Pool were $1130917 with the County receiving 39 Schools 50 and Special Districts the balance of 11 The net yield earned for the quarter on an annualized basis is 0441 and over the past year is 0391
Attachments
1 Treasurerrsquos First Quarter Investment Pool Report (July ndash September 2015) 2 Treasurerrsquos Investment Pool Summary Performance Report Quarter Ended September 30 2015
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRInvestingTOC QuarterlyMeetings2015-10-262015-9-30 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED September 30 2015
ECONOMIC TREND
The Federal Open Market Committee (Committee) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
Reports from the twelve Federal Reserve Districts point to continued modest expansion in economic activity during the reporting period from mid-August through early October
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 53 and ended the quarter at 51 Californiarsquos preliminary unemployment rate was 61 in August
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED September 30 2015
ECONOMIC TREND
The Federal Open Market Committee (Committee) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
Reports from the twelve Federal Reserve Districts point to continued modest expansion in economic activity during the reporting period from mid-August through early October
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 53 and ended the quarter at 51 Californiarsquos preliminary unemployment rate was 61 in August
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND
The Federal Open Market Committee (Committee) continued to maintain the target federal funds rate at a range of 0 to 25 and to reaffirm in the statement that the Committeersquos decision about how long to maintain the current target range for the federal funds rate would depend on its assessment of actual and expected progress toward its objectives of maximum employment and 2 percent inflation
Reports from the twelve Federal Reserve Districts point to continued modest expansion in economic activity during the reporting period from mid-August through early October
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 53 and ended the quarter at 51 Californiarsquos preliminary unemployment rate was 61 in August
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 53 and ended the quarter at 51 Californiarsquos preliminary unemployment rate was 61 in August
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 00 at the end of September The Core CPI which excludes food and energy was 19 at the end of September
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 998 and ended at 1030
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending June 2015 the economy reported GDP at 39
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
115532949 $ 10000000 50000000
199489746 169713080 199010446 221994639
965740860 $
Net Unrealized Holding
Gains(Losses) Fair Value 9302015
-$ 115532949 $ - 10000000 - 50000000
715979 200205725 (90190) 169622890 205299 199215745 194968 222189607
1026056 $ 966766916 $
Statement of Assets As of September 30 2015
Percent of
Portfolio
1195 103 517
2071 1755 2061 2298
10000
Yield to Maturity
0270 0100 0330 0604 0462 0283 1037
0553
Weighted Average Days to Maturity
1 1 1
428 280 213 777
360
$
$
Fair Value 6302015
149160138 10000000 50000000
240158125 194637695 172953877 319984341
1136894176
Net Change
(33627189) $ --
(39952400) (25014805) 26261868
(97794734)
(170127260) $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1130917 $$ 1018342134
0441
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
9302015
Callable Securities 230 Cash on Deposit at
Bank 120
CAMP 10
Government Agency Notes 381
$ 200000000 $ 115532949
Government Agency Notes $ 369000000 LAIF - State Investment Pool $ 50000000 CAMP $ 10000000 Callable Securities $ 222105000
TOTAL $ 966637949
LAIF - State Investment Pool 52
Treasuries 207
Treasuries Cash on Deposit at Bank
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
9302015
AA (Long Term Rating) 607
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
171
AAA (Long Term Rating) 222
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
9302015
4 - 5 YEARS 15 3 - 4 YEARS 05
2 - 3 YEARS 131 OVERNIGHT 182
1 - 90 DAYS 32
1 - 2 YEARS 227
91 DAYS - 1 YEAR 408
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 9302015
County 39
Schools 50
Special Districts 11
The average daily cash balance of all entities in the pool during the quarter was $1018342134 Aggregate interest earnings of $1130917 was distributed to pool participants
11
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
025
044 033
000 000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
9302015
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Cash
SYS5495 5495 BAC
Cash Totals
11553294900
11553294900
0270 1
1
1
1
11553294900
11553294900 000
11553294900
11553294900
11553294900
11553294900
CAMP
SYS5272 5272 CAMP
CAMP Totals
1000000000
1000000000
0100 1
1
1
1
1000000000
1000000000 000
1000000000
1000000000
1000000000
1000000000
Local Agency Investment Funds
LAIF1009SYS1009
Local Agency Investment Funds Totals
5000000000
5000000000
0330 1
1
1
1
5000000000
5000000000 000
5000000000
5000000000
5000000000
5000000000
Federal Agency Coupon Securities
FFCB56793133ECE91 FFCB58643133EEDF4 FFCB58793133EEKU3 FFCB58983133EESZ4 FFCB59093133EEC40 FHLB5592313380L96 FHLB57103133834R9 FHLB57463130A0C65 FHLB58543130A3GV0 FHLB58663130A3PB4 FHLB58773130A3UR3 FHLB59043130A4SQ6 FHLB59223130A57C7 FHLB59233130A57D5 FHLB59243130A5AA7 FHLB59293130A5K57 FHLMC57313137EADS5 FHLMC58143134G4XW3 FNMA55313135G0AL7 FNMA56333135G0SB0 FNMA57113135G0XP3
Federal Agency Coupon Securities Totals
1000000000 150000000 500000000
1000000000 1300000000
500000000 500000000 500000000 500000000
1500000000 1000000000
500000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 500000000
16950000000
0400 02012016 0850 07282017 0240 01212016 0460 07122016 0350 06242016 0500 11202015 0375 06242016 0625 12282016 0290 02252016 0230 01042016 0750 01062017 0150 10022015 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0875 10142016 0600 09262016 2250 03152016 0375 12212015 0375 07052016
02012013 12042014 01212015 03122015 04242015 08232012 05102013 11152013 11102014 12082014 01062015 04022015 04302015 04302015 05012015 06042015 08162013 04112014 02102012 11162012 05172013
1095 967 365 488 427
1184 1141 1139
472 392 731 183 641 669 458 392
1155 899
1495 1130 1145
718
123 666 112 285 267
50 267 454 147
95 463
1 487 515 305 273 379 361 166
81 278
280
1000520000 150249000 500060000
1000610000 1300260000
500225000 499520000 501055000 500255000
1500450000 1001740000
500000000 1499745000 1500015000 1499520000
500630000 502145000 500110000 504630000
1000540000 500010000
16962289000
Received
Received Received
000
999500000 149880000 500000000
1000000000 1300000000
499840000 499115000 498570000 500000000
1499640000 1000000000
499968000 1500000000 1500000000 1500000000
499890000 499925000 499875000 529160000 997670000 498275000
16971308000
999944444 149917358 500000000
1000000000 1300000000
499993282 499792923 499430801 500000000
1499913264 1000000000
499999822 1500000000 1500000000 1500000000
499923342 499975417 499949859 503242197 999832825 499580984
16951496518
Run Date 10222015 - 1057
Portfolio SB99 AP
PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 225 499250000 498606389 499093750 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 216 499280000 499035556 499040000 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 302 997780000 996633333 996644444 313384NQ8 5910 FHDN 500000000 0080 10302015 04242015 189 29 499990000 499790000 499967778 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 210 499330000 498576667 499183334 313384NG0 5916 FHDN 500000000 0095 10222015 04282015 177 21 499990000 499766458 499972292 313384NW5 5917 FHDN 100000000 0140 11052015 04282015 191 35 99994000 99925722 99986389 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 244 998270000 997059722 998034444 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 258 499085000 498170000 498710000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 274 349293000 348862889 349094278 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 274 997980000 997040000 997260000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 228 499240000 498712222 498796666 313384SY6 5906 FHLBDN 250000000 0210 02112016 04232015 294 133 249842500 249571250 249806042 313384RU5 5907 FHLBDN 250000000 0180 01142016 04232015 266 105 249905000 249667500 249868750 313384SB6 5908 FHLBDN 1000000000 0195 01212016 04242015 272 112 999600000 998526667 999393333 313384SG5 5913 FHLBDN 1000000000 0190 01262016 04272015 274 117 999580000 998553889 999382500 313384YC7 5931 FHLBDN 500000000 0360 06142016 06152015 365 257 499090000 498175000 498715000 313384YE3 5932 FHLBDN 500000000 0350 06162016 06192015 363 259 499080000 498235417 498740972 313396SJ3 5893 FMCDN 500000000 0220 01282016 03042015 330 119 499785000 498991667 499636389 313396SK0 5894 FMCDN 500000000 0220 01292016 03042015 331 120 499785000 498988611 499633333 313396VW0 5919 FMCDN 500000000 0260 04212016 04292015 358 203 499350000 498707222 499266944 313396UC5 5920 FMCDN 500000000 0190 03102016 04292015 316 161 499540000 499166111 499575139 313396US0 5921 FMCDN 500000000 0215 03242016 04292015 330 175 499500000 499014583 499477430 313396WL3 5926 FMCDN 500000000 0275 05052016 05052015 366 217 499275000 498602083 499171180 313396XA6 5933 FMCDN 1000000000 0270 05192016 06222015 332 231 998460000 997510000 998267500 313396YU1 5934 FMCDN 500000000 0310 06302016 07232015 343 273 499035000 498523194 498824583 313396E82 5942 FMCDN 500000000 0315 09062016 09282015 344 341 498530000 498495000 498508125 313396E25 5943 FMCDN 500000000 0305 08312016 09282015 338 335 498680000 498568194 498580902 313396B69 5944 FMCDN 500000000 0285 08112016 09282015 318 315 498755000 498741250 498753125 313396ZS5 5945 FMCDN 500000000 0275 07222016 09282015 298 295 498915000 498861806 498873264 313588RJ6 5886 FNMA 1000000000 0200 01042016 02262015 312 95 999660000 998266667 999472222 313588XA8 5937 FNMA 500000000 0325 05192016 09092015 253 231 499230000 498857986 498957292 313588ZV0 5938 FNMA 500000000 0370 07252016 09142015 315 298 498905000 498381250 498468611 313588ZY4 5939 FNMA 500000000 0370 07282016 09142015 318 301 498890000 498365833 498453194 313588D44 5941 FNMA 500000000 0400 08252016 09172015 343 329 498700000 498094444 498172222
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments September 30 2015
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing Totals 19950000000 311 213 19921574500 000 19901044582 19913781427
Treasury Coupon Securities
912828B82 5802 USTR 250000000 0250 02292016 03062014 725 151 250117500 Received 249609375 249918642 912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 881 249820000 Received 245986328 247569729 912828B82 5806 USTR 1000000000 0250 02292016 03202014 711 151 1000470000 Received 998125000 999601793 912828B82 5817 USTR 1000000000 0250 02292016 04252014 675 151 1000470000 Received 998046875 999563079 912828SY7 5819 USTR 1000000000 0625 05312017 04292014 1128 608 1000740000 Received 989921875 994567819 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 227 1500090000 Received 1493906250 1498145736 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 503 1001860000 Received 997265625 998605081 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 258 500870000 Received 500039063 500013844 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 273 500860000 Received 499921875 499970541 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 243 500410000 Received 499042969 499664901 912828UG3 5850 USTR 1000000000 0375 01152016 11062014 435 106 1000850000 Received 1001953125 1000475934 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 608 500370000 Received 497460938 498350695 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 638 1002750000 Received 997109375 998090871 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 243 1000820000 Received 1001250000 1000549277 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 273 1001720000 Received 1002578125 1001207252 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 700 1499940000 Received 1490976563 1493702487 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 638 1504125000 Received 1498593750 1499046560 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 608 1501110000 Received 1495429688 1496949781 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 700 999960000 Received 994218750 995567497 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 638 1002750000 Received 999062500 999297150 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 243 500410000 Received 499882813 499936294 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 227 1000060000 Received 998593750 999259353
Treasury Coupon Securities Totals 20000000000 797 428 20020572500 000 19948974612 19970054316
Federal Agency Coupon - Callables
3133EA5V6 5620 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 500000000 500000000 3133EA5V6 5621 FFCB 500000000 0620 10242016 10242012 1461 389 500025000 499250000 499800521 3133EC3F9 5640 FFCB 500000000 0550 08262016 11262012 1369 330 500020000 499075000 499777315 3133EC5B6 5644 FFCB 500000000 0640 11292016 11292012 1461 425 500015000 499375000 499818576 3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 438 1000060000 999250000 999775521 3133ECFA7 5684 FFCB 500000000 1080 02132018 02132013 1826 866 500050000 500000000 500000000 3133ECKL7 5697 FFCB 500000000 0780 04032017 04032013 1461 550 499395000 500000000 500000000 3133ECQW7 5714 FFCB 500000000 1250 06042018 06042013 1826 977 500050000 499175000 499558625
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments September 30 2015
Stated Maturity Purchase Days to Accrued Interest Current CUSIP Investment Issuer Par Value Rate Date Date Term Maturity Market Value At Purchase Principal Book Value
Federal Agency Coupon - Callables
3133EDJU7 5815 FFCB 250000000 0670 10172016 04172014 914 382 250012500 250000000 250000000 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 477 50003000 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 484 500725000 500000000 500000000 313380MF1 5606 FHLB 708000000 1000 09182017 09182012 1826 718 708056640 707858400 707944383 3133813R4 5661 FHLB 1000000000 1000 11092017 12192012 1786 770 1000170000 Received 999700000 999870795 3133836L0 5713 FHLB 500000000 1200 05242018 05282013 1822 966 498675000 500000000 500000000 3130A0F54 5770 FHLB 500000000 1250 12182017 12182013 1461 809 500880000 500000000 500000000 3130A0NR7 5794 FHLB 250000000 1430 01292018 01292014 1461 851 250750000 249937500 249963628 3130A4JT0 5899 FHLB 1000000000 0500 11122019 03122015 1706 1503 1000320000 1000000000 1000000000 3130A4VL3 5914 FHLB 500000000 0400 04282017 04282015 731 575 500100000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 543 501370000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 789 499430000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 431 500655000 499750000 499926389 3134G33B4 5670 FHLMC 500000000 1000 01112018 01112013 1826 833 500115000 499750000 499886111 3134G33M0 5671 FHLMC 1000000000 1050 01162018 01162013 1826 838 1000390000 1000000000 1000000000 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 867 499410000 Received 499875000 499938897 3134G37C8 5707 FHLMC 727500000 1100 04172018 04172013 1826 929 727791000 727500000 727500000 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 942 500345000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 456 500585000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 456 245595350 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 361 525519750 525000000 525000000 3134G6TQ6 5905 FHLMC 500000000 1250 04202018 04202015 1096 932 500100000 500000000 500000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 757 500585000 500000000 500000000 3135G0QW6 5629 FNMA 500000000 1000 11082017 11082012 1826 769 499980000 500000000 500000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 803 1001320000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 852 500385000 499875000 499941736 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 867 501140000 499375000 499703819 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 908 953567500 954618000 954809849 3136G1HU6 5698 FNMA 500000000 1200 04042018 04042013 1826 916 500040000 500000000 500000000 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 881 499815000 Received 495100000 497080206 3136G2CY1 5882 FNMA 500000000 1000 01302019 01302015 1461 1217 500220000 500000000 500000000 3135G0C84 5887 FNMA 500000000 2000 02272020 02272015 1826 1610 501270000 500000000 500000000
Federal Agency Coupon - Callables Totals 22210500000 1572 777 22218960740 000 22199463900 22205296371
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
September 30 2015 Investment Status Report - Investments
Portfolio Management County Pool 2015-2016
Page 5
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Investment Totals 96663794900 716 360 96676691640 000 96574085994 96593923532
Portfolio SB99 AP
Run Date 10222015 - 1057 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
July 1 2015 - September 30 2015
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384YV5 5935 1 AFD FHDN 350000000 07232015 0701 - At Maturity 348862889 0340 07012016 0346 349094278 313396YU1 5934 1 AFD FMCDN 500000000 07232015 0630 - At Maturity 498523194 0310 06302016 0315 498824583 313384YV5 5936 1 AFD FHDN 1000000000 09092015 0701 - At Maturity 997040000 0360 07012016 0366 997260000 313588XA8 5937 1 AFD FNMA 500000000 09092015 0519 - At Maturity 498857986 0325 05192016 0330 498957292 313588ZV0 5938 1 AFD FNMA 500000000 09142015 0725 - At Maturity 498381250 0370 07252016 0376 498468611 313588ZY4 5939 1 AFD FNMA 500000000 09142015 0728 - At Maturity 498365833 0370 07282016 0376 498453194 313384WX3 5940 1 AFD FHDN 500000000 09152015 0516 - At Maturity 498712222 0380 05162016 0386 498796666 313588D44 5941 1 AFD FNMA 500000000 09172015 0825 - At Maturity 498094444 0400 08252016 0407 498172222 313396E82 5942 1 AFD FMCDN 500000000 09282015 0906 - At Maturity 498495000 0315 09062016 0320 498508125 313396E25 5943 1 AFD FMCDN 500000000 09282015 0831 - At Maturity 498568194 0305 08312016 0310 498580902 313396B69 5944 1 AFD FMCDN 500000000 09282015 0811 - At Maturity 498741250 0285 08112016 0290 498753125 313396ZS5 5945 1 AFD FMCDN 500000000 09282015 0722 - At Maturity 498861806 0275 07222016 0279 498873264 313312WK2 5946 1 AFD FCDN 500000000 09302015 0504 - At Maturity 499035556 0320 05042016 0325 499040000 313312ZZ6 5947 1 AFD FCDN 1000000000 09302015 0729 - At Maturity 996633333 0400 07292016 0407 996644444
Subtotal 7850000000 7827172957 000 7828426706
Total Purchases 7850000000 7827172957 000 7828426706
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during July 1 2015 - September 30 2015
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3133EDBE1 5762 1 FAC FFCB 500000000 07092015 12102013 0220 500000000 550000 500550000 550000 313312JD3 5840 1 AFD FCDN 500000000 07152015 07162014 0140 500000000 000 500000000 000 313396JL8 5860 1 AFD FMCDN 746000000 07222015 11262014 0130 746000000 000 746000000 000 313384JV2 5911 1 AFD FHDN 1000000000 07312015 04242015 0070 1000000000 000 1000000000 000
313384KJ7 5918 1 AFD FHDN 467500000 08132015 04282015 0085 467500000 000 467500000 000 912828TK6 5785 1 TRC USTR 1000000000 08152015 12312013 0250 1000000000 1250000 1001250000 1250000 3133EDAL6 5764 1 FAC FFCB 500000000 08252015 12112013 0280 500000000 700000 500700000 700000 313384KW8 5846 1 AFD FHLBDN 1000000000 08252015 08272014 0160 1000000000 000 1000000000 000 313396KY8 5857 1 AFD FMCDN 1500000000 08272015 11252014 0100 1500000000 000 1500000000 000
3133ECWQ3 5729 1 FAC FFCB 1000000000 09092015 08092013 0375 1000000000 1875000 1001875000 1875000 3134G36F2 5692 1 MC1 FHLMC 500000000 09182015 03282013 0420 500000000 1050000 501050000 1050000 3135G0NV1 5590 1 FAC FNMA 500000000 09282015 08172012 0500 500000000 1250000 501250000 1250000 912828VY3 5810 1 TRC USTR 500000000 09302015 03242014 0250 500000000 625000 500625000 625000
Total Maturities 9713500000 9713500000 7300000 9720800000 7300000
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
08262016
3134G5GE9 5844 1 FHLMC 08262014 08262015 500000000 0570 500000000 500000000 1425000 501425000 1425000 MC1 08262016 Call
Subtotal 500000000 500000000 500000000 1425000 501425000 1425000
09092016
3133EDUM2 5847 1 FFCB 09092014 09142015 500000000 0640 500000000 500000000 44444 500044444 44444 MC1 09092016 Call
Subtotal 500000000 500000000 500000000 44444 500044444 44444
11142016
3136G02U4 5630 1 FNMA 11142012 08142015 500000000 0625 499796875 500000000 781250 500781250 984375 MC1 11142016 Call
Subtotal 500000000 499796875 500000000 781250 500781250 984375
01302017
3134G6AA1 5884 1 FHLMC 01302015 07302015 500000000 0700 500000000 500000000 1750000 501750000 1750000 MC1 01302017 Call
Subtotal 500000000 500000000 500000000 1750000 501750000 1750000
02152017
912828B74 5825 1 USTR 06052014 08122015 500000000 0625 499233211 500585938 1536602 502122540 2889329 TRC 02152017 Sale
Subtotal 500000000 499233211 500585938 1536602 502122540 2889329
03302017
3130A4JN3 5901 1 FHLB 03302015 09302015 500000000 0850 500000000 500000000 2125000 502125000 2125000 MC1 03302017 Call
Subtotal 500000000 500000000 500000000 2125000 502125000 2125000
06302017
3134G6PU1 5902 1 FHLMC 03302015 09302015 500000000 0875 500000000 500000000 1093750 501093750 1093750 MC1 06302017 Call
Subtotal 500000000 500000000 500000000 1093750 501093750 1093750
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
07242017
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
Treasurers Investment Pool SalesCall Report Page 2
July 1 2015 - September 30 2015
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
07242017
3133EAZK7 5583 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
3133EAZK7 5584 1 FFCB 07242012 09012015 500000000 0970 500000000 500000000 498472 500498472 498472 MC1 07242017 Call
Subtotal 1000000000 1000000000 1000000000 996944 1000996944 996944
09122017
3134G3H52 5598 1 FHLMC 09122012 09122015 500000000 1000 499950000 500000000 2500000 502500000 2550000 MC1 09122017 Call
Subtotal 500000000 499950000 500000000 2500000 502500000 2550000
09192017
3130A25D4 5831 1 FHLB 06192014 09192015 500000000 1100 500000000 500000000 2750000 502750000 2750000 MC1 09192017 Call
Subtotal 500000000 500000000 500000000 2750000 502750000 2750000
09292017
3130A3MG6 5875 1 FHLB 12292014 09292015 1000000000 1000 1000000000 1000000000 5000000 1005000000 5000000 MC1 09292017 Call
Subtotal 1000000000 1000000000 1000000000 5000000 1005000000 5000000
05312018
912828VE7 5865 1 USTR 12042014 08042015 1000000000 1000 994720829 1001875000 1775956 1003650956 8930127 TRC 05312018 Sale
Subtotal 1000000000 994720829 1001875000 1775956 1003650956 8930127
06192018
3134G5T21 5871 1 FHLMC 12192014 09192015 250000000 1450 250000000 250000000 906250 250906250 906250 MC1 06192018 Call
Subtotal 250000000 250000000 250000000 906250 250906250 906250
06252018
3130A4MX7 5900 1 FHLB 03252015 09252015 1000000000 0500 V 1000000000 1000000000 1250000 1001250000 1250000 MC1 06252018 Call
Subtotal 1000000000 1000000000 1000000000 1250000 1001250000 1250000
05312019
912828WL0 5895 1 USTR 03092015 08042015 1000000000 1500 998516637 1009062500 2663934 1011726434 13209797 TRC 05312019 Sale
Subtotal 1000000000 998516637 1009062500 2663934 1011726434 13209797
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731
July 1 2015 - September 30 2015 SalesCall Report
Treasurers Investment Pool Page 3
CUSIP
06122019
3133EDN81
06172019
3134G56S9
07102019
3130A2FP6
07172019
3130A2KK1
12122019
3130A2A30
Investment
5826
5827
5838
5841
5885
Fund
1
1
1
1
1
Redem Date Matur DateSec Type
Issuer Purchase Date
07142015FFCB MC1 06122019
06122014
Subtotal
09172015FHLMC MC1 06172019
06172014
Subtotal
07102015FHLB MC1 07102019
07102014
Subtotal
07172015FHLB MC1 07172019
07172014
Subtotal
09042015FHLB MC1 12122019
02052015
Subtotal
Par Value
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Rate at Redem
1850
1000 V
1000 V
1000 V
1900
Book Value at Redem
250000000
250000000
249812500
249812500
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Principal
250000000
250000000
250000000
250000000
66000000
66000000
500000000
500000000
1000000000
1000000000
Redemption Interest
411111
411111
625000
625000
330000
330000
2500000
2500000
4327778
4327778
Total Amount
250411111 Call
250411111
250625000 Call
250625000
66330000 Call
66330000
502500000 Call
502500000
1004327778 Call
1004327778
Net Income
411111
411111
812500
812500
330000
330000
2500000
2500000
4327778
4327778
Total Sales 11816000000 11808030052 11827523438 34793019 11862316457 54286405
V - Security with variable rate change
Portfolio SB99 Data Updated SET_1 10222015 1038 AP Run Date 10222015 - 1038 SA (PRF_SA) 711
Report Ver 731