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14-3 LAIF Quarterly Report
Bill Lockyer Treasurer State of California Quarterly Report on the Pooled Money Investment Account For the Quarter Ending September 30, 2013 ATTACHMENT 3 STATE OF CALIFORNIA Bill Lockyer, Treasurer OFFICE OF THE TREA SU RER P. 0. BOX 942809 SACRAMENTO, CA 94209-000 1 Date: October 21 , 2013 T o: Pooled Money Inv estment Board From: William T. Dowell, Director Investment Division Subject: Chapter 7 83 Quarterly Report Chapter 783 , Statutes of 1995 (SB 564), requires the Treasurer to submit a quarterly report on the re sources of the Pooled Money Investment Account (PMIA) to the Pooled Money Investment Board (PMIB). This report must be tran smitted to the PMIB within 30 days of the close of a quarter and must contain the follow ing information: 1. The type of investment, name of issuer, date of maturity and the par and dollar amount of each security, investment and money wi t h in the treasury (i.e., the in vestment portfolio and demand accounts of the PMIA). 2. The weighted average maturity of the investments within the treasury. 3. Any fund s, in vestments, or programs, including loans , under the management of contracted parties. 4. The market value as ofthe date of the report (quarter-end), and the source of this valuation for any security within the treasury. 5. A statement of Compliance with the Investment P olicy. The information required by this statute is contained in the two sections following the cover memo: Section I contains : (1) a summary of the PMIA resources, including the investment portfolio size and average life and the amount of demand account bank balances; and (2) an analysis of the PMIA investment portfolio by t ype of investment. Section II contains: (1) a summary of market valuations by security type; and (2) a detailed listing of the PMIA portfolio holdings , including the investment type, name of issuer, par value, book val ue, market value and the source ofthe market value for each security he ld in the portfolio at quarter-end. ATTACHMENT 3 Co mpliance with Investment Policy Pursuant to Chapter 783, Statutes of 1995, I confirm, to the best of my knowledge and belief, that during the quarter ended September 30, 2013 , all investments made on behalf of the Pooled Money Investment Account complied with the guideli nes and provisions of the " Investment Policy for the Pooled Money Inve stment Account" and there were no funds, investments, or programs, including loans , that were under the management of contracted parties. -4 Q. .c{!_;;11k-~ c (J William T. Dowell " ATTACHMENT 3 Section I ATTACHMENT 3 POOLED MONEY INVESTMENT ACCOUNT SUMMARY OF RESOURCES September 30, 2013 (Dollars in thousands) Portfolio Amount $ 56,617,497 Effective Yield Quarter-to-date Yield Year-to-date Yield 0.253% 0.265% 0.265% Average Life (in days) 239 Demand Bank Account Balances $ 1,891,173 Total PMIA Resources $ 58,508,670 ATTACHMENT 3 POOLED MONEY INVESTMENT ACCOUNT ANALYSIS OF THE PORTFOLIO September 30, 2013 (Dollars in thousands) Type of Security Amount Percent Governments Bills Bonds Notes Strips Total Governments $ 16,073,981 0 17,563,803 0 $ 33,637,784 28.39% 0.00% 31.02% 0.00% 59.41% Federal Agency Debentures Certificates of Deposit Bank Notes Bankers Acceptances Repurchases Federal Agency Discount Notes Time Deposits GNMAs Commercial Paper FHLMC / REMICS Corporate Bonds AB 55 Loans GF Loans NOW Accounts Other Reverse Repurchases $ 2,193,059 7,875,000 0 0 0 2,548,035 4,376,640 0 1,974,637 159,740 0 377,639 2,975,000 0 499,963 0 3.87% 13.91% 0.00% 0.00% 0.00% 4.50% 7.73% 0.00% 3.50% 0.28% 0.00% 0.67% 5.25% 0.00% 0.88% 0.00% Total, All Types $ 56,617,497 100.00% ATTACHMENT 3 Section II ATTACHMENT 3 State of California Pooled Money Investment Account Market Valuation 09/30/2013 Carrying Cost Plus Description Accrued Interest Purch. Fair Value Accrued Interest United States Treasury: Bills 16,073,980,700.39$ 16,091,287,550.00$ NA Notes 17,563,802,960.73$ 17,583,838,500.00$ $ 14,889,100.00 Federal Agency: SBA 568,038,119.90$ 564,112,809.12$ $ 539,907.74 MBS-REMICs 159,739,683.78$ 173,101,489.62$ $ 762,107.97 Debentures 1,574,993,399.51$ 1,573,284,600.00$ $ 3,905,036.66 Debentures FR -$ -$ $ - Discount Notes 2,548,035,458.35$ 2,549,679,000.00$ NA GNMA 109.26$ 109.34$ $ 1.14 IBRD Debenture 549,990,597.01$ 550,113,000.00$ $ 710,762.50 IBRD Deb FR -$ -$ $ - CDs and YCDs FR 400,000,000.00$ 400,000,000.00$ $ 249,114.44 Bank Notes -$ -$ $ - CDs and YCDs 7,475,000,000.00$ 7,472,128,794.54$ $ 2,625,888.88 Commercial Paper 1,974,637,513.87$ 1,974,778,729.16$ NA Corporate: Bonds FR -$ -$ $ - Bonds -$ -$ $ - Repurchase Agreements -$ -$ $ - Reverse Repurchase -$ -$ $ - Time Deposits 4,376,640,000.00$ 4,376,640,000.00$ NA AB 55 & GF Loans 3,352,638,649.37$ 3,352,638,649.37$ NA TOTAL 56,617,497,192.17$ 56,661,603,231.15$ $ 23,681,919.33 Fair Value Including Accrued Interest $ 56,685,285,150.48 Repurchase Agreements, Time Deposits, AB 55 & General Fund loans, and Reverse Repurchase agreements are carried at portfolio book value (carrying cost). ATTACHMENT 3 ----------------------------------- -------------------------------- ---------------------- ---------------- 1 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagett CUSI P SECUR ITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRI CE SOURCE FAIR VALUE -·--------------------------------------------------------------- 912795Z87 u s TREAS BILL 10/17/2013 0.000000 1,545,000,000.00 1,542,368,205.25 0.9999900000 CITIBANK 1,544,984,550.00 912796AE9 u s TREAS BILL 11/14/2013 0.000000 1,900,000,000.00 1,896,833,104.16 0.9999700000 CITI BANK 1,899,943,000.00 912796AK5 u s TREAS BILL 12/12/201 3 0.000000 850,000, 000.00 848,819,385 . 4.3 0.9999700000 CITI BANK 849,974,500.00 912796AQ2 u s TREAS BILL 01/09/2014 o.oooooo 1 , 500,000 ,000. 00 1 ,498 ,015,666.70 0.9999800000 CITIBANK 1,499 , 970,000.00 912796ARO u s TREAS BILL 02/06/2014 0.000000 1,050,000,000.00 1,048,613,236.09 0.9999500000 CITIBANK 1,049,947,500 .00 912796Ail9 U S TREAS BILL 03/06/2014 0.000000 1,200,000,000.00 1,198,365, 444 .52 0.9999300000 CITI BANK 1 ,199,916,000.00 912796BA6 U S TREAS BILL 04/03/2014 0.000000 1,000,000,000.QO 998,850, 42 0.86 0.9998300000 CITI BANK 999,830,000.00 912796BE8 u s TREAS BILL 05/0l/2014 0.000000 2 ,400 , 000,000.00 2 ,397 ,509,076 .34 0.9997500000 CITIBANK 2,399,400 ,000 .00 912796BJ7 u s TREAS BILL 05/2 9/2014 0. 000000 1,200,000,000.00 1,198,637,194 . 43 0.99970000 00 CI TIBANK 1,199,640, 000 .00 912796BP3 u s TREAS BILL 06/26/2014 0.000000 700,000,000.00 698,963,569. 4 6 0.9996100000 CITIBANK 699,727,000.00 912796BT5 u s TREAS BILL 07/24 /2014 0.000000 400,000,000.00 399,583,166.68 0.9994900000 CITI BANK 399,796,000.00 912796BX6 u s TREAS BILL 08/2 1/2014 0.000000 1,000,000,000.00 998' 794' 591.68 0 .9993200000 CITIBANK 999,320 ,000 .00 912796CB3 u s TREAS BILL 09/18/2014 0.000000 1,350,000,000.00 1,348,627,638.79 0.9991400000 CI TIBANK 1,348,839,000 .00 016 -TREASURY BILL 13 16,095,000,000.00 16,073,980,700 . 39 16,091 , 287,550.00 Book Value: 16,073,980, 700 . 39 AlP 0.00 Book+ AlP: 16,073, 980,700.39 ATTACHMENT 3 2 OFFICE OF THE STATE TREASURER MARKET VALUATION RE PORT FOR : 09/30/2013 Page ll CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PR ICE VAL ACCRUE D SOURCE FAIR VALUE ACCRUED INT 912828RN2 U S TREAS NOTE 10/31/2013 0.250000 4 00,000,000.00 4 00,006, 4 92.40 1 .0001200000 0 . 00104 620 CITIBANK 4 00,048, 000.00 418,480.00 912828RW2 U S TREAS NOTE 12/31/2 013 0. 125000 600,000 , 000 .00 599,807 , 087.20 1.0001900000 0.0003 1590 CITIBANK 600,114 ,000.00 189,540.00 912828PQ7 U S TREAS NOTE 01/15/2014 1.000000 500,000,000 . 00 4 99,530,987.16 1.002770 0000 0 . 00211957 CITIBANK 501,385, 000.00 1 ,059, 785.00 912828PZ7 U S TREAS NOTE 03/15/2014 1.250000 300,000,000 .00 299,924,874.24 1.00543 00000 0 , 00055249 CITIBANK 301, 629,000. 00 165,747.00 912828SW1 U S TREAS NOTE 05 /31/2014 0.250000 1,300,000,000.00 1,299,672,201.30 1.0010900000 0.00084016 CITIBANK 1,301,417,000.00 1,092,208.00 912828QS 2 U S TREAS NOTE 06/15/2014 0 . 750000 800,000,000.00 800,251,222.16 1.0046100000 0.00221311 CITIBANK 803,688,000.00 1,770,488.00 912828RG7 U S TREAS NOTE 09/15/2014 0.250000 2,150,000,000.00 2 ,146,702 ,157 .85 1.0013300000 0 . 00011050 CITIBANK 2,152,859,500.00 237,575. 00 912828TU4 U S TREAS NOTE 10/31/2014 0.250000 1,600,000,000 .00 1,600,825,976 . 82 1.0011700000 0.001 04620 CITIBANK 1 ,601, 872,000.00 1,673,920.00 912828RV4 U S TREAS NOTE 12/15 /2014 0.250000 2,600,000 , 000.00 2 , 595 ,831,326.66 1.0010900000 0.00073770 CITIBANK 2,602,834,000.00 1,918, 020 .00 912828UK4 U S TREAS NOTE 01/31/2015 0.250000 800,000 ,000 .00 800,418,225.12 1.0009400000 0 . 00042120 CITIBANK 800, 752, 000.00 336,960 . 00 912828SK7 U S TREAS NOTE 03/15/2015 0.375000 500,000,000.00 4 98,472,317.38 1.0023800000 0.00016575 CITIBANK 501,190,000.00 82,875.00 912828UT5 U S TREAS NOTE 03/31/2015 0.250000 1,200,000,000 .00 1,200,630,039. 60 1.00047 00000 0.00000687 CITIBANK 1,200,564,000.00 8,244.00 912828UY 4 U S TREAS NOTE 04/30/2015 0.125000 600,000,000 .00 599, 149,315. 08 0.9981600000 0.00052310 CITIBANK 598,896,000. 00 313,860.00 912828SU5 U S TREAS NOTE 05/15/2015 0.25 0000 500,000,000.00 4 99,581 ,057.80 0.9999200000 0.00094429 CITIBANK 499, 960 ,000.00 472,145.00 912828VD9 U S TREAS NOTE 05/3 1/2015 0.250000 300,000,000.00 299,643, 510.58 0. 9998000000 0.00084 016 CITIBANK 299,94 0,000.00 252 ,048.00 912828SZ4 U S ~REAS NOTE 06/15/2015 0 . 375000 1,200,000,000.00 1,199,573,972.64 1.0017 600000 0.00 110656 CITIBANK 1,202,112,000.00 1,327, 872.00 912828TD2 U S TREAS NOTE 07/15/2015 0.250000 100,000,000.00 99,780 ,634. 14 0. 9992600000 0.00052989 CITIBANK 99, 926 ,000. 00 52, 989.00 912828VN 7 U S TREAS NOTE 07/31/2015 0. 250000 100,000,000.00 99,776,658.3 4 0.9992600000 0.00042120 CITIBANK 99,926,000.00 42,120 .00 9128 28VU1 U S TREAS NOTE 08/31/2015 0.375000 100,000 ,000 .00 99,740, 134.72 1.0011700000 0.00032113 CITIBANK 100 ,117,000 .00 32, 113. 00 912828UG3 U S TREAS NOTE 01/15/2016 0.3 75000 100,000,000.00 99,861,037 . 24 0. 9993800000 0.00079484 CITlBANK 99,938,000.00 79,484. 00 9128 28UM O U S TREAS NOTE 02/15/2016 0.375 000 100,000,000 .00 99 ,876,284.24 0.9989800000 0.0004 7894 CITIBANK 99,898,000.00 47 ,894 .00 912828US7 U S TREAS NOTE 03/15/2016 0.375000 200,000,000.00 199 ,805,200.74 0.9981300000 0.00016 575 CITIBANK 199,626,000.00 33, 150.00 912828RF9 U S TREAS NOTE 08 /31/2016 1.000000 900,000,000.00 915,770,995.10 1.0106300000 0 . 000856 35 ClTIBANK 909,567,000 .~0 770 , 71 5. 00 912828RM4 U S TREAS NOTE 10/31/2016 1.000000 600,000,000.00 608,703,306.86 1.0093000000 0.004184 78 CITIBANK 605,580,000.00 2, 5 10,868.00 018 -TREASURY NOTE 24 17,550,000,000.00 17, 563 ,335,015.37 17, 5 83,838, 500. 00 J 14,889, 100.00 Book va~ue: 17,563,335,015.37 AlP 467,94 5.3 6 Book+ AlP ~ 17, 563, 802,960.73 ATTACHMENT 3 3 OF FICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# CUSIP SECI,JRITY NAME MATUR ITY RATE PAR VALUE BOOK VALUE PRI CE SOURCE FAIR VALUE ACCRUED INT 83164B4Y6 SBA POOL #501739 03/25/2017 1.375000 12 9 ,876. 42 129.876.42 1.0066200000 CITIBANK 130,736. 20 297.63 83164B6G3 S BA POOL #501 771 04/25/2017 1.3 7 5000 97,759.88 97 ,759.88 1.0067500000 CITIBANK 98,419.76 224.03 83164CA84 SBA POOL #5018 31 04/25/2017 1.375000 135,470.98 135,470. 98 1 . 00675 00000 CITIBANK 136,385.41 310.45 83164CB34 SBA POOL #501858 08/25/2017 1.375000 304,474 .02 304,474.02 1.0072200000 CITIBANK 306, 672 .32 697.75 83 164CK26 SBA POOL #502 113 01/25/2018 1.250000 67,943 . 49 6 7,94 3.49 1.0062700000 CITI BANK 68,369.50 141.55 83 164CLH2 SBA POOL #5021 28 01/2 5/2018 1 . 250000 11,231.42 11, 231.42 1.0062700000 CITIBANK 11, 301.84 23.40 83164CNK3 SBA POOL #5021 94 03/25/2018 1.250000 1 23,780 . 84 123,780 . 84 1. 0064000000 CITIBANK 124, 573 . 04 257.88 83164KPA.5 SBA POOL #508517 FR 05/25/2018 0.750000 1,525,027.30 1,525,027.30 0.99 79700000 CITIBANK 1.521,931.49 1,906.28 83164KN66 SBA POOL #508 513 FR 09/2 5 /2018 0.750000 1, 049,739 . 94 1,049,739.94 0.9979700000 CITIBANK 1,047 , 608.97 1 ,312.17 83164KWM1 SBA POOL #5087 52 FR 10/25/2019 1.000000 2,329,368.31 2,329,368.31 1. 0034500000 CITI BANK 2,337,404 .63 3 ,882.28 831640583 SBA POOL #503243 02/25/2 021 0.875000 6 49 ,999.24 649,999.24 1.0026100000 CITI BANK 651,695 .74 947.92 83164DVA4 SBA POOL #50330 9 05/25 /2021 0.875000 19,385.02 19,385.02 1.0028200000 CITIBANK 19 ,439.69 28 .27 83164DXA 2 SBA POOL #503 373 06/25 /2021 0 . 875000 122,762.23 122,762.23 1.0028900000 CITIBANK 123,117.01 179.03 83164DXP9 SBA POOL #503386 06/25/2021 0 .875000 94,069.99 94.069.99 1.0028900000 CITIBANK 94, 341.85 137.19 83164DX79 SBA POOL #50340 2 07/25/2021 0.875000 7,044. 36 7,044.36 1.0029700000 CITIBANK 7,065.28 10.27 83164DY60 SBA POOL #5034 33 08/25 /2021 0.875000 549 ,880 .29 549,880.29 1.0030400000 CITIBANK 551,551.93 B01. 91 83164 DZ69 SBA POOL 11.503465 09/25/2021 0.875000 1 42, 018.07 142.018.07 1. 0031100000 CITIBANK 142,459.75 20 7 . ll 831640ZW2 SBA POOL #503457 09/25/2021 0.875000 84,494 . 66 84,494.66 1. 0031100000 CITIBANK 84,75 7. 44 123.22 83164DZ 77 SBA POOL #503466 10/25/2021 0.875000 299,316.24 299,316.24 1.0031800000 CIT!BANK 300,268.07 436.50 83164D4CO SBA POOL #503 519 ll/25/2021 0. 875000 342,737 .19 342, 737. 19 1.00326 000 00 CITIBANK 343,854 .51 499.83 8316403$6 SBA POOL #503509 12/25/2021 0.875000 24 5 ,061.00 245 ,061. 00 1.0033300000 CITIBANK 245,877.05 3 57 .38 8316405T2 SB A POOL #503 558 12/25/2021 0 . 875000 798,828 . 80 798,828 .80 1 .0033 300000 CITIBANK 801,488.90 1,164.96 8316403V9 SBA POOL #503 512 01/25/2022 0 .875000 594,168.15 594, 168. 15 1.0034000000 CITIBANK 596,188.32 866.50 83164D 6G9 S BA POOL #503571 01/25/2022 0.875000 302,770.60 302,770.60 1.0034 000000 CITIBANK 303,800.02 441.54 83164D6Z7 SBA POOL #503588 01/25/2 022 0.875000 410,793.05 410 ,793 .05 1.00340000 00 CITIBANK 412,189.75 599.07 83164EBF3 SBA POOL #5036 38 02/25 /2022 0 . 875000 68,265.28 68 ,265.28 1. 0034800000 CI TIBANK 68,502.84 99.55 83164EBLO SBA POOL #503643 02/25/2022 0.875000 576 ,54 2.04 576,542.04 1.0034800000 CITIBANK 578,548 .41 840.79 83164EDV6 SBA POOL #5037 16 05/2 5 /2022 0.875000 386,852.39 386,852.39 1.0037000000 CITIBANK 388,283 .74 564 .16 83164EE29 SBA POOL #503753 05/25/2022 0.875000 146.207.61 146,207.61 1.0037000000 CIT I BANK 146,748.58 213.22 83164EF3 6 SBA POOL #503786 05/25/2022 0.875000 22 3 ,128.67 223,128.67 1.0037000000 CITI BANK 223,954.25 325.40 83164EN 94 SBA POOL #504 016 01/25/2023 0. 750000 563,180.60 563, 180. 60. 1.0012300000 CITI BANK 563,873.31 703.98 83164ESW8 SBA POOL #5041 33 05/25 /2023 0.625000 68 0,739. 29 680,739.29 0. 9983100000 CITIBANK 679,588 . 84 709.10 83164ETV9 SBA POOL #504164 06/25/2023 0. 625000 772, 9 09.18 772, 909. 18 0. 9983400000 CITIBANK 771,626.15 805.11 83164EUN S SBA POOL #504 189 08/25/2023 0. 625 000 823.432.99 823 ,432.99 0.9984200000 CIT1BANK 822,131.97 857.74 83164EVS3 SBA POOL #5042 25 08/2 5 /2023 0.625000 560 ,495. 78 560,495.78 0 . 9984200000 CITIBANK 559 ,610.20 583.85 83164EWC7 SBA POOL #504243 09/25/2023 0.625000 705 .592. 48 705, 592.48 0. 9984600000 CITIBANK 704,505 . 8 7 73 4 .99 83164EWH6 SBA POOL #504248 09/25/2023 0.625000 1,011 ,3 4 6.56 1 ,011 ,346. 56 0.9984600000 CITI BANK 1 ,009,789.09 1,053.4 9 83164EXAO SBA POOL #504273 10/25/2023 0.625000 476,38 1.92 476, 38 1 . 92 0.9984700000 CITI BANK 475,653.06 496.23 83164EZEO SBA POOL #504 341 12/25/2023 0.625000 406,347 .28 406.347 . 28 0.9984800000 CITIBANK 4 05 ,729.63 423.28 83164E2N6 SBA POOL #504381 01/25/2024 0.625000 365,771.39 365,771.39 0.9984900000 CITI BANK 365,219.08 381.01 ATTACHMENT 3 4 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagel! CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE ACCRUED INT 83164EZ67 SBA POOL »5043 65 01/25/2024 0.625000 1, 515,852.18 1,515,852.18 0.9984900000 CITIBANK 1,513,563.24 1,579.01 83164E4E4 SBA POOL #504421 08/25/2024 0.625000 738,106.04 738,106.04 0.9985600000 CITIBANK 737,043 . 17 768.86 83164FA46 SBA POOL !1504527 10/25/2024 0.625000 381,917.08 381,917.08 0.9985500000 CITIBANK 381,363.30 397.83 83164FKZ6 SBA POOL !1504812 01/25/2025 0.750000 1 ,882,657.83 1,882,657.83 1.0021000000 CITIBANK 1,886,611.41 2,353.32 83164FLW2 SBA POOL 11504841 02/25/2025 0.875000 812,100.78 812,100.78 1.0056600000 CITIBANK 816,697.27 1,184.31 83164FMU5 SBA POOL #504871 03/25/2025 0.875000 2,802,105.44 2,802,105.44 1.0056700000 CITIBANK 2,817,993.38 4,086.40 83164FNG5 SBA POOL #504891 04/25/2025 0.875000 878,606.25 878,606.25 1.0056900000 CITIBANK 883,605 . 52 1, 281.30 83164FQG2 SBA POOL 11504955 04/25/2025 0.875000 804,406.91 804,406.91 1.0056900000 CITIBANK 808,983.99 1,173.09 83164FQQO SBA POOL 11504963 05/25/2025 0.875000 150,255.02 150,255.02 1.0057100000 CITIBANK 151, 112.98 219 .12 83164PT87 SBA POOL 11505075 08/25/2025 0.875000 846,897.80 846,897.80 1.0057600000 CITIBANK 851,775.93 1,235 .06 83164FXW9 SBA POOL 11505193 12/25/2025 0.875000 342.541.12 342.541.12 1.0058200000 CITIBANK 344.534.71 499.54 83164F5H3 SBA POOL 11505348 02/25/2026 0.875000 261,242.02 261,242.02 1.0058500000 CITIBANK 262, 770.29 380.98 83164GQ21 SBA POOL #505873 05/25/2027 0.550000 230,386.89 230,386.89 0.9952000000 CITIBANK 229,281.03 211.19 83164GS94 SBA POOL 11505944 05/25/2027 0.550000 374,228.23 374,228.23 0.9952000000 CITI BANK 372,431.93 343.04 83164GTL6 SBA POOL 11505955 07/25/2027 0.550000 752,274.82 752,274.82 0.9949900000 CITIBANK 748,505.92 689.59 83164GU34 SBA POOL 11506002 08/25/2027 0.550000 1,799,980.30 1,799,980.30 0.9948900000 CITI BANK 1,790,782.40 1,649.98 83164GVQ2 SBA POOL 11506023 08/25/2027 0.550000 918,161.55 918,161.55 0.9948900000 CITI BANK 913.469.74 84 1.65 83164GV25 SBA POOL #506033 09/25/2027 0.550000 813,770.74 813,770.74 0.9947800000 CITIBANK 809,522.86 745.96 83164GXL1 SBA POOL 11506083 11/25/2027 0.550000 1,244,659.74 1,244,659.74 0.9945700000 CITIBANK 1,237,901.24 1,140.94 83164GYW6 SBA POOL #506125 11/25/2027 0.550000 700,832.94 700,832.94 0 .9945700000 CITI BANK 697,027.42 642.43 83164GZ96 SBA POOL 11506168 11/25/2027 0.550000 1,233,223.19 1,233,223.19 0.9945700000 CITIBANK 1,226,526.79 1,130.45 83164G3EO SBA POOL .506197 12/25/2027 0.550000 1,403,429.91 1,403,429.91 0.9944600000 CITIBANK 1,395,654.91 1,286.48 83164G4W9 SBA POOL #506237 01/25/2028 0.550000 l,236,132.68 1,236,132.68 0.9943500000 CITIBANK 1,229,148.53 1,133.12 83164G6Y3 SBA POOL #506287 02/25/2028 0.550000 34,737.40 34,737.40 0.9942400000 CIT!BANK 34,537.31 31.84 83164HBL3 SBA POOL 11506343 02/25/2028 0.550000 1,124 ,063.99 1,124 ,063.99 0.9942400000 CIT!BANK 1,117,589.38 1,030.39 83164HBY5 SBA POOL !1506355 05/25/2028 0.550000 1,260,090.21 1,260,090 . 21 0.9939200000 CITI BANK 1,252,428.86 1,155.08 83164HC65 SBA POOL #506393 06/25/2028 0.550000 1,401,862.49 1,401,862 . 49 0.9938100000 CITI BANK 1,393,184.96 1 ,285 .04 83164HFC9 SBA POOL 11506463 07/25/2028 0.55000 0 616,3 01.86 616,301.86 0.9937000000 CITI BANK 612,419.16 564 .94 83164HFF2 SBA POOL 11506466 08/25/2028 0.550000 530,176.43 530,176 . 43 0.9935800000 CITIBANK 526,772 . 70 486 .00 83164HGN4 SBA POOL 11506505 09/25/2028 0.550000 297,013.82 297,013.82 0.9934700000 CITIBANK 295,074.32 272.26 83164HGT1 SBA POOL 11506510 10/25/2028 0.550000 178,993.10 178,993.10 0.9933600000 CITIBANK 177,804.59 164.08 83164HJY7 SBA POOL #506579 ll/25/2028 0.550000 1, 423' 611.93 1,423,611.93 0.9932500000 CITIBANK 1, 414,002 .55 1,304 .98 83164HL57 SBA POOL #506648 12/25/2028 0.550000 780,487.29 780,487.29 0.9931400000 CITIBANK 775,133.15 715 .45 83164HMP2 SBA POOL #506666 12/25/2028 0.550000 2,331,563.92 2,331,563.92 0. 9931400000 CITI BANK 2,315,569.39 2,137.27 83164HQB9 SBA POOL 11506750 02/25/2029 0.550000 3,011,988.23 3,011,988.23 0. 9929100000 CITIBANK 2,990,633.23 2,760.99 83164HRP7 SBA POOL 11506794 02/25/2029 0.550000 285,658.72 285,658.72 0.9929100000 CITIBANK 283,633 . 40 261 .85 83164HU57 SBA POOL 1506904 02/25/2029 0.55 0000 290,863.26 290,863.26 0.9929100000 CITIBANK 288.801.04 266.62 83164HT26 SBA POOL #506869 04/25/2029 0.550000 1,361,390.23 1,361,390.23 0.9926800000 CITIBANK 1,351,424.85 1,247.94 83164HW48 SBA POOL 11 506967 08/25/2029 0.550000 2,398,314.09 2. 398,314 .09 0.9922200000 CITIBANK 2,379,655.21 2,198.45 83164HWH9 SBA POOL 11506948 09/25/2029 0.550000 3,465,437.19 3,465,437.19 0.9920700000 CITIBANK 3,437,956.27 3,176.65 ATTACHMENT 3 5 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# CUS IP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE ACCRUED !NT 83164HY38 SBA POOL #507030 09/25/2029 0.550000 8,775,165 . 76 9,775,165.76 0.9920700000 CITIBANK 8,705,578.70 8,043.90 83164H3K4 SBA POOL #507102 10/25/2029 0.550000 7,840,447 . 78 7,940,447.78 0.9919500000 CITIBANK 7. 777. 332. 18 7 , 187.08 93164HYT1 SBA POOL #5070 22 10/25/2029 0.550000 5 ,311,777 . 00 5,311,777.00 0.9919500000 CITIBANK 5,269,017.20 4,869.13 83164H4C1 SBA POOL #507119 01/25/2030 0.550000 7,585,652.63 7,585,652.63 0.9916000000 CITIBANK 7,521,933.15 6,953.5 1 83164H5J5 SBA POOL #507149 01/25/2030 0.550000 6,874,599 . 59 6,874,599.59 0.9916000000 CITIBANK 6,816,852.95 6,301. 72 83164H5X4 SBA POOL #507162 02/25/2030 0.550000 3 ,068,010.06 3,068,010.06 0.9914800000 CITI BANK 3,041,970.61 2,812.34. 83164JAG1 SBA POOL #507207 03/25/2030 0.550000 4,366, 729.51 4,366, 729.51 0.9913600000 CITIBANK 4,329,000.97 4,002.84 83164JAQ9 SBA POOL #507215 03/25/2030 0.550000 4,975,509.41 4,975,509.41 0.9913600000 CITIBANK 4. 932. 521.01 4,560.88 83164JA89 SBA POOL #5072 31 05/25/2030 0.550000 3 , 525,538.05 3,525,538.05 0.9911200000 CITI BANK 3,494,231.27 3' 231.74 83164JB4 7 SBA POOL #507259 05/25/2030 0.550000 7,372,919.44 7,372,819.44 0.9911200000 CIT!BANK 7,307,348.80 6,758.42 83164JCQ7 SBA POOL #507279 05/25/2030 0.550000 3,005,698 . 38 3,005,688.38 0.9911200000 CITIBANK 2,978,997.87 2,755.21 83164JC61 SBA POOL #50729 3 06/25/2030 0.550000 3,966 ,995.38 3,966,995.38 0. 9911100000 CIT!BANK 3,931,728.79 3,636.41 83164JEE2 SBA POOL #507333 06/25/2030 0.550000 6,566,512.15 6,566,512.15 0.9911100000 CIT!BANK 6,508,135.86 6,019.30 83164JES1 SBA POOL #507345 07/25/2030 0.550000 4,670,407.19 4,670,407.19 0.9910900000 CITIBANK 4,628,793.86 4,281.21 83164JGNO SBA POOL #5074 05 08/25/2030 0.550000 5,221,229.34 5,221,229.34 0.9910800000 CITIBANK 5,174,655.97 4,786.13 83164JG67 SBA POOL #5074 21 09/25/2030 0.550000 1,843,013.66 1,843,013.66 0.9910700000 CIT!BANK 1.826' 555 . 55 1,689 .43 83164JH82 SBA POOL #507455 09/25/2030 0.550000 3,914,201.50 3,914,201.50 0.9910700000 CITIBANK 3,879,247.68 3,588.02 83164JKL9 SBA POOL .507499 10/25/2030 0.550000 3,~85_,169.39 3,285,169.39 0.9910600000 CITIBANK 3,255,799.98 3,011.41 83164JMW3 SBA POOL #5075 73 01/25/2031 0.550000 5,985,997 .04 5,985,887.04 0.9910200000 CITIBANK 5,932,133.77 5,487.06 83164JNE2 SBA POOL #507589 01/25/2031 0.550000 6,659,907.17 6,659,907.17 0.9910200000 CITIBANK 6,600,101.20 6,104 .91 83164JKU9 SBA POOL #507507 02/25/2031 0.550000 6,139,699.91 6,138,699.91 0.9910100000 CITI BANK 6,083,513.00 5,627.14 83164JPF7 SBA POOL #5076 22 02/25/2031 0.575000 3,402 ,362 .48 3,402,362.48 0.9919900000 CITIBANK 3,375,109.56 3,260.60 83164JPWO SBA POOL #507637 03/25/2031 0.575000 6,036,155.90 6,036,155.90 0.9919900000 CITI BANK 5, 987, 806.29 5,784.65 83164JQS8 SBA POOL #507665 03/25/2031 0.575000 6,506 ,019.07 6,506,019.07 0.9919900000 CITIBANK 6,453,905.86 6,234.93 83164JML7 SBA POOL #507 563 04/25/2031 0.550000 8,402,216.43 8,402,216.43 0.9909800000 CITIBANK 8, 326, 428 .44 7,702.03 83164JQV1 SBA POOL #507668 04/25/2031 0.575000 4,750,389.62 4,750,399.62 0.9919800000 CIT I BANK 4' 712.291.50 4,552.46 83164JRW8 SBA POOL #507701 05/25/2031 0.575000 3,179,755.74 3,179,755.74 0.9919800000 CITIBANK 3,154,254 .10 3,047.27 83164JSC1 SBA POOL #50771 5 05/2 5/2031 0.575000 2,561,975.10 2,561,975.10 0.9919800000 CITIBANK 2,541,428.06 2,455.23 83164JSZO SBA POOL #5077 36 06/25/2031 0.575000 2,995,156.10 2,995,156.10 0.9919700000 CIT! BANK 2,971,105.00 2, 870.36 83164JTZ9 SBA POOL #507768 07/25/2031 0.575000 2,734 ,619.29 2,734,619.28 0.9919700000 CITIBANK 2,712,660.29 2,620 .68 83164JWB8 SBA POOL #507842 09/25/2031 0. 575000 3,345,964.45 3,345,964.45 0.9919600000 CITI BANK 3,319,062.90 3,206.55 83164JWU6 SBA POOL #5078 59 09/25/2031 0.575000 9,226,871.83 9,226,871.83 0.9919600000 CITIBANK 9,152,697.78 8,842.42 83164JXB7 SBA POOL #507874 10/25/2031 0.575000 2, 643,927 : 34 2,643,927.34 0.9919500000 CIT!BANK 2,622,643.72 2,533 _.76 83164J2A3 SBA POOL #507969 01/25/2032 0.575000 15,190,599 . 92 15,190,599.92 0.9919400000 CITIBANK 15,068,163.68 14,557.66 83164JZ25 SBA POOL #507961 01/25/2032 0.575000 5, 791,264.35 5,791,264.35 0.99194.00000 CITI BANK 5,74.4,586.76 5,549. 96 83164J3YO SBA POOL #508015 02/25/2032 0.575000 4,533,308.23 4,533, 308. 23 0.9919400000 CITIBANK 4,496,769 .77 4,344.42 83164JSJ1 SBA POOL #508049 04/25/2032 0. 575000 3,025,610.15 3,025,610.15 0 . 9919300000 CITIBANK 3 , 001,193.48 2,899.54 83164J5L6 SBA POOL #5080 51 04/25/2032 0.575000 5,863,046.54 5,863,046.54 0.9919300000 CIT I BANK 5, 815,731.75 5,618.75 83164J7G5 SBA POOL #508095 05/25/2032 0.575000 6,881,849.92 6,881,849.92 0.9919200000 CITIBANK 6,826,244.57 6,595 .11 83164KAK9 SBA POOL #508110 07/25/2032 0.575000 3,599,373.67 3,599,373.67 0.9919200000 CITIBANK 3,570,290.73 3,449.40 ATTACHMENT 3 6 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR : 09/30/2013 Page# CUS IP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FA IR VALUE ACCRUED INT 83164KBJ1 SBA POOL #508141 08/25/2032 0.575000 4,029,185.92 4,029,185.92 0.9919100000 CITI BANK 3,996,589.81 3,861.30 83164KD42 SB A POOL 115082 23 09/25/2032 0. 575000 6,191,631.19 6,191 ,631.19 0.9919100000 CITIBANK 6,141,540.89 5,933.65 83164KERO SBA POOL #508244 11/25 /2032 0.600000 3, 723,711.94 3, 723,711.94 0.9930200000 CITI BANK 3,697 ,720.43 3 ,723.71 83164KFN8 SBA POOL #508273 12/25/2032 0.600000 3,505,853.82 3.505 , 853.82 0. 993 0200000 CITI BANK 3,481,382.96 3,505 .85 83164KGM 9 S BA POOL #508304 03/25/2033 0 .600000 5,328 ,4 38.79 5,328,4 38.79 0.9930400000 CIT!BANK 5,291,352.86 5,328.44 83164KH89 S BA POOL #5083 55 03/25 /2033 0.600000 6,179,943.46 6,179,943.46 0.9930400000 CITIBANK 6,136 , 931. OS 6 ,179.94 83164KJW4 SBA POOL #508377 04/25/2033 0.625000 7,910,599.69 7 ,910,599. 69 0. 9941900000 CITIBANK 7,864,639 .11 8,240.21 83164KNM l SBA POOL #508496 FR 07/25/2033 0.625000 10,677,054.43 10,677,054.43 0.9942200000 CITIBANK 10,615,34 1.06 11, 121.93 83164KPV9 SBA POOL 115085 36 FR 09/25/2033 0 . 675000 9,763,297 .85 9,763,297.85 0.9966000000 CITI BANK 9, 730 ,102. 64 10,983. 71 83164KS 38 S BA POOL 11508 638 FR 01/25/2034 1.375000 8, 407,142.97 8,407,142.97 1.02917 00000 CITIBANK 8 ,652,379.3 3 19,266.37 83164KUG6 SBA POOL #508683 FR 06/25/2034 1.250000 7,370,383.63 7,370,383.63 1.0238900000 CITI BANK 7,546,462.09 15,354.97 83164KVK 6 SBA POOL 115087 18 08/25/2034 1.0000 00 7,996 ,809.32 7,996,809.32 1.0092300000 CITI BANK 8, 070,619 .87 13,328.02 83164KWN9 SBA POOL 11508753 FR 11/25/2034 0.875000 6,198,481.61 6, 198,481.61 1.0065600000 CITI BANK 6,23 9,143.65 9,039.45 83164KX81 SBA POOL 11508803 FR 02/25/2035 0.850000 10,375,040.89 10,375,04 0.89 1.0053500000 CITIBANK 10,430,547. 36 14,697.97 83164KZF3 SBA POOL #508842 FR 02/25/2035 0.750000 9,684,845.28 9,684, 845.28 1.0003600000 CITIBANK 9,688,331.82 12,106 .06 83164K6Ql SBA POOL #50897 9 FR 01/25 /2036 0.525000 18,980,867.56 18,980,867.56 0.9890300000 CIT I BANK 18,772,647.44 16, 608.26 83164LAG6 SBA POOL 11509007 FR 03/25/2036 0.525000 12,147, 496.54 12, 147 , 4 96.54 0.989 0000000 CITIBANK 12,013,874.08 10,629.06 83164LCE9 SBA POOL, 11509069 PR 05/25/2036 0.525 000 14,486,987.36 14,486,987.36 0.9889700000 CITI BANK 14,327,195.89 12,676.11 83164LEA5 SBA POOL #50912 9 FR 08/25/2036 0.500000 14,067,403. OS 14.067.403.05 0.9876500000 CITIBANK 13,893,670.62 11,722.84 83164LFJS SBA POOL #509169 FR 01/25/2037 0.500000 12,125,370. OS 12,125 ,370.05 0.9875700000 CITIBANK 11,974,651.70 10,104 . 48 83164LJC6 SBA POOL #509259 FR 01/25/2037 0.500000 15,574,560.19 15,574, 560.19 0.9875700000 CITIBANK 15,380,968.41 12,978 . 80 83164LGK1 SBA POOL #509202 FR 02/2 5 /2037 0 . 525000 11,398,015.40 11,398,015.40 0.9888300000 CITIBANK 11,270,699. 57 9,973.26 83164 LLQ2 SBA POOL 11509335 FR 10/25/2037 0.250000 15,352,149.22 15,352,149.22 0.9738200000 CITIBANK 14,950,229.95 6, 396.73 83164LM 81 SBA POOL 11509383 FR 06/25/2038 0.275000 27,359,935.28 27,359,935.28 0.9749200000 CITIBANK 26,673,748.10 12,539.97 83164LNV9 SBA POOL 11509404 FR OB/25/2038 0.350000 4 6, 446,132.00 46,446,132 .00 1.0000000000 CITIBANK 46,446,132. 00 27,093.58 060 -SBA POOL 145 568,027,282.47 568,027,282. 47 564. 112. 809.12 539,907.74 Book Value: 568 ,027, 282. 47 AlP 10,837.43 Book + AlP: 568' 038' 119.90 ATTACHMENT 3 OFFICE OF THE STATE TRBASURBR MARKET VALUATION REPORT FOR: 09/30/2013 PageR CUSIP SECURITY NAME MATURITY RATE PM VALU!l BOOK V.IU.UE CURR.Bm' VALU!l PRIC11 VAL ACCRUED SOURCE PAIR VALUE . ACCRUED INT ............. ... .. .... .... .... ..... ...... -------------------------------------------·-·--------------------- 3lJ9tU6P2 FNMI< 0!0 S£R 2005-99 CLAS 09/25/lOlS 5 . 223700 333. 159,000.00 57,lU,276.J7 57 , 389,276 .37 1 .0722550000 5 .2H9t CIT!BANK 6 1 ,535,938.53 250 ,355.94 J1396LUK4 FNHA 010 SBR 2006 -1 05 CLA 09/25/2036 6.000000 377,000,000.00 U,895,082 . 58 41 . 895 , 082 . 58 1 . 0853530000 &.oooo• CITIBA.NJ( 45 , 470 . 953.56 209 , 475.41 31396XWK6 FNMA CHO SBR 2007 · 93 CLl\S 08/25/2037 6.000000 398,330,000.00 60 , 4 55,324 .83 60 , 4 55,324 . 83 1.0932800000 6.0000t CITIBANK 66.094 . 597.53 302 , 276.62 058 • FNMll CMO 3 1,108,489,000.00 159,739, 683.78 173 , 101,489 .62 762,107.97 Book Value: 1 59 ,739,683 .78 AlP o.oo Book + AIP : 159,739, 683.78 .ii' ( ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagell 8 CUSIP SECURITY NAME MATURIT¥ RATE PAR VALUE BOOK VALUE PRICE VAL ACCRUED SOURCE FA IR VALUE ACCRUED INT •••••·--•••••••-•---•••••• --------------•••• ••·---•••------------•••••• •---------••••••---•••••••• --•----•••••• •• ••-• •• •• w~ -- 200,000,000.00 222,580,906.68 . 1.1070100000 0.00222222 ClTIBANK 221,402,000.00 444,444.0031359MH89 FNMA DEB 03/15/2016 5.000000 012 -FNMA DEB 1 200,000,000.00 222,580,906 .68 221,402,000.00 444 , 444.00 Book Value: 222, 580 ,906.68 AlP 0.00 Book + AlP: 222,580,906.68 ATTACHMENT 3 9 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE VAL ACCRUED SOURCE FAIR VALUE ACCRUED INT ...... ............ ................... -------·-----------------· -----------------------------------------------·---·-----------------------· ------------------------·-·--· 313382YHO FHLB DEB 11/01/2013 0.100000 200,000,000.00 199,999,148.36 1.0000200000 0.00041667 CITIBANK 200,004,000.00 83,334.00 313371UC8 FHLB DEB 12/27/2013 0.875000 50 ,000,000.00 50,088,305.00 1.0019000000 0 .00228472 CITIBANK 50 ,095,000.00 114, 236 .00 313380GX9 FHLB DEB 02/24 / 2014 0.280000 50,000,000.00 50,029,271.34 1.0007900000 0.00028778 CITIBANK 50,039,500.00 14.389.00 313382EK5 FHLB DEB 03/ll/2014 0.180000 50,000,000.00 49,999,454.24 1.0004300000 0.00010000 CITIBANK 50,021,500.00 5,000.00 313373JR4 FHLB DEB 05/28/2014 1.375000 198,000,000. 00 199,602,949.78 1.0082000000 0.00469792 CITIBANK 199,623,600.00 93 0,188.16 313383MMO FHLB DEB 06/20/2014 0.125000 50 ,000,000.00 49, 984,848.63 0.9999200000 0.0003472 2 CITIBAN K 49,996,000.00 17,361.00 313383XG1 FHLB DEB 06/23/2014 0.140000 150,000,000.00 149,978,235.24 1.0000200000 0.00015167 CITIBANK 150,003,000.00 22,750.50 313375RN 9 FHLB DEB 03/11/2016 1.000000 100,000,000.00 101,448,092 . 92 1.0106400000 0.00055556 CITIBANK 101,064,000.00 55,556.00 ........ ...... ........ .................... ... ....................... ....... ------·----------------·------- 023 -FHLB DEB 8 848,000,000 .00 B51.130,305.51 850 ,84 6.600.00 1,242, 814.66 Book Value: 851,130,305.51 AlP 601,604.18 Book + AlP : 851,731,909.69 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagell 10 CUS IP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE VAL ACCRUED SOURCE FAIR VALUE ACCRUED INT .......... ----------·------·---· ----· ---------·-------------------------------------------------------·-... .......... ......... ............ ... ...... ... ..... ............ .......... ... ...... 3134G3BF6 FHUfC DEB 12/23/2013 0.625000 200,000,000 . 00 200,079,046.56 1.0011700000 0 . 00170139 CITIBANK 200,234,000.00 340,278.00 3134G3GA 2 FHLMC DEB 12/27/2013 0.450000 200,000,000 . 00 200,000,000.00 1.0007600000 0 . 00807500 CITIBANK 200,152,000.00 1,615,000.00 3l37EACY3 FHLMC DEB 11/25 /2014 0.750000 100,000,000.00 100,601,536.58 1.0065000000 0.00262500 CITIBANK 100,650,000.00 262,500 .00 ---------·---·--------·-----...... ......... ........... ........ ........ .. ........ .......... ........ ......... 007 -FHLMC DEB 3 500,000,000.00 500,680,583.14 501,036,000.00 2,217,778.00 Book Value: 500,680,583.14 AlP 0.00 Book + AlP: 500,680,583.14 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagel! ll CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE ---------------------------------------......... ...... .. ........ ------------------------------............................... .. -------------------- 313385PZ3 FHLB ON 12/02/2013 0.000000 50,000,000.00 49,963,944.44 0.9999700000 CITI BANK 49,998,500.00 313385RG3 FHLB ON 01/02/2014 0.000000 100,000,000.00 99,928,333.34 0.9999500000 CITIBANK 99,995,000.00 313385TUO FHLB ON 03/03/2014 0.000000 100,000,000.00 99,857,916.66 0.9998700000 CITI BANK 99,987,000.00 ----------·---..................... ........ ....... .. ....................... ........ .... 031 -FHLB ON 3 250,000,000.00 249,750,194.44 249,980,500.00 Book Value: 249,750,194 . 44 AlP 0.00 Book + AlP: . 249,750,194.44 ATTACHMENT 3 OF FICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR : 09/30/2013 CUS IP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE VAL ACCRUED SOURCE FAIR VALUE ------------------------------------------·----........... ...... ........ -------------·... ... .......... ............ ........... .... .......... ... ..... ... ............. .. ............... ........ ........ ------------- 4 5 9059CB7 IBRD DEB 11/ 26/2013 0 . 500000 50 , 000,000 . 00 5 0,027,205 . 97 1 . 0005000000 0. 00173611 CITIBANK 50,025 ,000.00 45905UKC7 IBRD DEB 12/16/2013 0. 500000 4 00,000 , 000 . 00 399,991,694.00 1.0003900000 0. 00145933 CI TIBANK 400,156,000 .00 45905UNJ9 IBRD DEB 09/24/2015 0 . 375000 100,000,000 . 00 99 ,971, 697 .04 0.9993 20000 0 0. 0004062 5 CITIBANK 99, 932,000.00 -------------................ ...... ............ ...... ... -------------- 110 -I BRD DEB 3 550,000,000.00 5 4 9,990,597.01 550,113,000 .00 Boo k Value: 5 4 9, 990,597. 01 AlP 0.00 Book + AlP: 549,990,597.01 Page l! 12 ACCRUED INT ........ ... ... ... ... ...... ...... ...... ... 96,905.50 593,332. 00 40, 625. 00 ------------ 710,762 . 50 ATTACHMENT 3 --------------------------- OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagett 13 CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE --------·------------------------------------------------·----------------------------------- 3133 97MK4 FHLMC DN 10/0l/2 0 13 0. 00000 0 300, 000,000.00 299,843,333.34 1 .00000000 00 CITIBANK 300, 00 0,000.00 313397RA1 FI:ILMC ON 12/27/2013 0.000000 300,000,000.00 299,767,166.64 0.9999500000 CITIBANK 299, 985 ,000.00 313397SK8 FI:ILMC ON 01/29/2014 0.000000 500, 000,000.00 499,523,000.02 0.9999300000 CITIBANK 499,965,000.00 3133 97XJ5 FI:ILMC ON 05/28/2014 0.000000 100,000,000.00 99,907,000.00 0. 9996700000 CITIBANK 99,967,000.00 313397YL9 FHLMC ON 06/23/2014 0.000000 300 ,000, 000.00 299,.669. 583.36 0.9995600000 CITIBANK 299 ,868,000 . 00 ............ ............ ............... ...... ---------------------·--------- 048 -FHLMC ON 5 1,500,000,000.00 1,498,710,083.36 1,499,785,000.00 Book Value: 1,498, 710 ,083 .36 AlP 0 .00 Book+ AIP: 1,498,710,083.36 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# 14 CUS IP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE ...................... ...... .... ........................... .. ............... ............... ... ... .. ... -----·--.. ... ............ .... ............... ---------------.. .... ..... .. .... ....... ..... .. --------------------- 459053MK7 I BRD ON 10/01/2013 0. 000000 250,000,000.00 249,940 , 416.66 1.0000000000 CITIBANK 250,000 , 000.00 4 59053NS 9 IBRD ON 11/01/2013 0.000000 100,000,000 . 00 99,985,208.34 0. 9999800000 CITIBANK 99,998,000.00 459053PZ1 IBRD ON 12/02/2013 0.000000 250,000,000.00 249, 876 ,666.67 0.9999700000 CITIBANK 2 4 9,992,500.00 459053XJ8 IBRD ON 05/28/2014 0.000000 1 00, ooo·, ooo. oo 99,891,500.00 0 . 9996700000 CITIBANK 99 ,967,000.00 459053YL2 I BRD ON 06/23/2014 0.000000 1 00 ,000,000 . 00 99 ,881,388. 88 0 .9995600000 CITI BANK 99,956,000.00 ... .. ..... .... .. .... .. .. ......... .. ----------------·--------- 108 -IBRD ON 5 800,000,000 . 00 799,575,180.55 799,913,500.00 Book Value : 799, 575, 180.55 AlP 0.00 Book + AlP: 799,575,180.55 ATTACHMENT 3 OFFICE OF THE STATE TREASURE R MARKET VALUATION REPORT FOR: 09/30/2013 Page# 15 CUSI P SE CU RITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRI CE VAL ACCRUED SOURCE FAIR VALUE ACCRUED INT 3621026L4 GNMA 36214F4K5 GNMA POOL #069275 POOL #105326 11/15/2013 11/15/2013 12.500000 12.500000 1,260,000.00 2 ,020,000.00 56.90 52 .36 0.9993500000 1.0022200000 12 .5000\ 12.5000\ CITIBANK CITIBANK 56 .86 52.48 0.59 0.55 Book Value: AlP Book + AlP : 109.26 o.oo 109.26 014 -GNMA POOL 2 3 ,280 , 000. 00 109.26 109.34 1.14 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR : 09/30/2013 Pagel! 16 CUSIP SECURITY NAME MATUR ITY ISSUED RATE PAR VALUE BOOK VALUE INDEX RATE PRICE SOURCE FAIR VALUE ACCRUED INT ....................... -------------------------------------......... .... .... --------------------· ----·---..... .. ............... .... .. ....................... ------------------..... ...... ....... ..... .. ...... 06 4 26GBY2 BOWEST CD 10/01/2013 09/06/2013 0 . 10000 100,000,000.00 100,000 , 000.00 0 . 2000 1.0000000000 BOFA/ML 100,000,000.00 6, 944.44 06426GCA3 BOWEST CD 10/01/2013 09/11/2013 0.10500 150,000,000.00 150 ,000,000 .00 0.2000 1.0000000000 BOFA/ML 150,000,000.00 8,75 0 . 00 905269EE2 UNIONBANK CD 10/01/2013 08/22/2013 0 . 13000 200 , 000,000.00 200 , 000,000.00 0.2000 1.0000000000 BOFA/ML 200 ,000 ,000. 00 28,888.89 06426GCH8 BOWEST CD 10/02/2013 09/20/201 3 0.10000 200,000,000.00 200,000,000.00 0 . 2000 0.9999972221 BOFA/ML 199,999,444.42 6, 111 . 11 48125PCK7 JPM CHASE CD 11/01/2013 06/25/2013 0.20000 100,000,000.00 100, 000,000.00 0.2900 0.999922383 4 BOFA/ML 9 9,992,238. 34 54,444.44 905269ER3 UNIONBANK CD 11/01/2013 08/27/2013 0 . 15000 100,000,000.00 100,000,000.00 0 . 2900 0.9998794381 BO FA/ML 99,987,943.81 14,583. 33 0642 6GBP1 BOWEST CD 12/02/2013 06/12/2013 0.20000 5 0,000,000.00 50,000,000.00 0 . 3400 0.9997586691 BOFA/ML 4 9,987 , 933 .46 30,833 . 33 905269FSO UNIONBANK CD 12/02/2013 09/23/2013 0. 15000 200,000,000.00 200 , 000 , 000.00 0 . 3400 0.9996729498 BOFA/ML 199,934,589.96 6,666 . 67 48125PBJ1 JPM CHASE CD 12/27 /2013 04/16/20 13 0.28000 250 ,000,000.00 250,000,000.00 0 . 3400 0.999854 0 4 63 BOFA/ML 249,963,511.58 326,666 .67 9497P6B80 WELLS FGO CD 01/02/2 014 04/15/2013 0 . 22000 300,000,000.00 300,000,000.00 0.3700 0.99961 188 38 BOFA/ML 299,883,565 .14 309,833.33 949 7P6C22 WELLS FGO CD 01/02/2014 Ot /16/2013 0. 22 000 200,000,000.00 200,000,000.00 0 . 3 700 0.9996118896 BO FA/ML 199,922,377 . 92 20 5, 333. 33 48125PBK8 JPM CHASE CD 02/03/2014 04/23/2013 0.30000 250,000,000.00 250,000 ,000 .00 0 . 4100 0.9996166912 BOFA/ML 249,904,172.80 335,416.67 --------------... ...... ...... ... ..... .. .... .. ...... ... ... .... .... .. ... .... ....... ....... ------------- 002 -CD DOMESTIC 12 2 ,100,000,000.00 2,100,000,000.00 2,099,575, 777 .43 1,334,472 . 21 Book Value: 2,100,000,000.00 AIP 0 . 00 Book + AlP: 2,100,000,000.00 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/201 3 Page# 17 CUSIP SECURITY NAME MATURITY ISSUED RATE PAR VALUE BOOK VALUE INDEX RATE PRICE SOURCE FAIR VALUE ACCRUED INT 0 5252WFL2 ANZ YCD 10/01/2013 04/15/2013 0.17000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 79,805.56 06366ASH6 MONTREAL YCD 10/01/2013 08/22/2013 0.11000 200,000,000.00 200,000,000.00 0.2200 1.0000000000 BOFA/HL 200,000,000.00 24,444.44 06366ASY9 MONTREAL YCD 10/01/2013 08/26/2013 0.12000 200,000,000.00 200,000,000.00 0.2200 1.0000000000 BOFA/ML 200,000,000.00 24,000.00 06366AUQ3 MONTREAL YCD 10/01/2013 09/05/2013 0.09000 50,000,000.00 50,000,000.00 0.2200 1.0000000000 BOFA/HL 50,000,000.00 3,250 .00 06417FZ94 SCOTIA YCD 10/01/2013 08/23/2013 0.08000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 8,666.67 06538GFD9 TOKYO -H IT YCD 10/01/2013 09/04/2013 0.15000 100,000,000 .00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 11,250.00 06538GGH9 TOKYO-MIT YCD 10/01/2013 09/12/2013 0.13000 100,000,000.00 1 00,000,000 .00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 6,861.11 06538GHH8 TOKYO-HIT YCD 10/01/2013 09/18/2013 0.13000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 4,694.44 06538GHPO TOKYO-HIT YCD 10/01/2013 09/19/2013 0.12000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/ML 100,000,000.00 4,000.00 06538GHW5 TOKYO-HIT YCD 10/01/2013 09/24/2013 0.12000 100,000,000.00 100,000,000.00 0. 2200 1.0000000000 BOFA/HL 100,000,000.00 2,333.33 65558ERU4 NORDBA YCD 10/01/2013 09/16/2013 0.06000 300,000,000.00 300,000,000.00 0.2200 1.0000000000 BOFA/ML 300,000,000 . 00 7,500.00 65602N6C3 NORINCHUK YCD 10/01/2013 09/10/2013 0.13000 100,000,000.00 100,000,000.00 0.2200 1 . 0000000000 BOFA/HL 100,000,000.00 7,583.33 65602N6U3 NORINCHUK YCD 10/01/2013 09/17/2013 0.12000 250,000,000.00 250,000,000.00 0 .2200 1.0000000000 BOFA/ML 250,000,000 .00 11,666.67 83051HNU6 SB BANKEN YCD 10/01/2013 08/22/2013 0.10000 200,000,000.00 200,000,000.00 0.2200 1.0000000000 BOFA/HL 200,000,000.00 22,222.22 83051HNW2 SE BANKEN YCD 10/01/2013 08/23/2013 0.09000 100,000,000.00 100,000,000.00 0.2200 1 .0000000000 BOFA/HL 100,000,000.00 9,750.00 86562CR46 SUHITOMO YCD 10/01/2013 09/16/2013 0.14000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 5,833.33 86562CT85 SUMITOMO YCD 10/01/2013 09/23/2013 0.10000 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 2,222 . 22 86562CU67 SUMITOMO YCD 10/01/2013 09/24/2013 0.10000 200,000,000.00 200,000,000.00 0.2200 1.0000000000 BOFA/ML 200,000,000.00 3,888.89 86958CH72 SVENSKA YCD 10/01/2013 08/22/2013 0.12500 100,000,000.00 100,000,000.00 0.2200 1.0000000000 BOFA/HL 100,000,000.00 13,888.89 86562CW32 SUMITOHO YCD 10/03/2013 09/26/2013 0.07000 100,000,000.00 100,000,000.00 0.2200 0.9999916666 BOFA/ML 99,999,166.66 972.22 65558ESRO NORDBA YCD 10/04/2013 09/26/2013 0.03000 200,000,000.00 200,000,000.00 0.2200 0.9999841669 BOFA/ML 199,996,833.38 833.33 06366AWW8 MONTREAL YCD 10/07/2013 09/19/2013 0.08000 100,000,000.00 100,000,000.00 0.2200 0.9999766665 BOFA/HL 99,997,666.65 2,666.67 89112TKP8 TORONTO YCD 10/07/2013 09/19/2013 0.07000 200,000,000.00 200,000,000.00 0.2200 0.9999750001 BOFA/ML 199,995,000 .02 4,666.67 83051HQC3 SE BANKEN YCD 10/29/2013 09/27/2013 0.06000 100,000,000.00 100,000,000.00 0.2200 0.9998755757 BOFA/HL 99,987,557.57 666.67 06417FZ45 SCOTIA YCD ll/01/2013 08/23/2013 0.14000 100,000,000.00 100,000,000.00 0.2900 0.9998708277 BOFA/HL 99,987,082.77 15,166.67 86958CK52 SVENSKA YCD 11/01/2013 08/27/2013 0.14500 100,000,000.00 100,000,000.00 0 . 2900 0.9998751349 BOFA/ML 99,987,513.49 14,097.22 86958CQ64 SVENSKA YCD ll/01/2013 09/26/2 013 0.11000 200,000,000.00 200,000,000.00 0.2900 0.99984 SOH9 BOFA/ML 199,969,006.98 3,055.56 96121TTJ7 WESTPAC YCD ll/15/2013 05/15/2013 0.19000 100,000,000.00 100,000,000.00 0.2900 0.9998747795 BOFA/ML 99,987,477.95 73.361.11 06 4 17F4J6 SCOTIA YCD 12/02/2013 09/19/2013 0.12000 200,000,000.00 200,000,000.00 0.3300 0.9996385160 BOFA/HL 199,927,703.20 8,000.00 21684BFF6 RABOBANK YCD 12/02/2013 06/12/2013 0.21000 50 ,000,000.00 50,000,000.00 0. 3300 0.9997930829 BOFA/HL 49,989,654 .15 32,375.00 06417F5A4 SCOTIA YCD 02/28/2014 09/26/2013 0.18000 150,000,000.00 150,000,000.00 0.4400 0.9989186034 BOFA/ML 149,837,790.51 3,750.00 21 684BGQ1 RABOBANK YCD 02/28/2014 08/27/2013 0.22000 100,000,000.00 100,000,000.00 0.4400 0 .9990846194 BOFA/ML 99,908,461.94 21,388.89 63253TVJ4 NAT AUB YCD 02/28/2014 08/27/2013 0.21000 100,000,000.00 100,000,000.00 0. 4400 0.9990430468 BOFA/ML 99,904,304.68 20,416.67 05252WFH1 ANZ YCD 03/03/2014 03/26/2013 0.30000 25,000,000.00 25,000,000.00 0. 4400 1.0000000000 BOFA/ML 25,000,000.00 39,375.00 78009NMFO RB CANADA YCD 03/03/2014 03/26/2013 0. 34000 100,000,000.00 100,000,000.00 0. 4400 0. 9995724615 BOFA/HL 99,957,246.15 178,500.00 78009NHG8 RB CANADA YCD 03/03/2014 03/28/2013 0.34000 100,000,000 .00 100,000,000.00 0.4400 0.9995724968 BOFA/ML 99,957,249.68 176,611.11 13606YYX8 CIBC YCD 0 4/28 /2014 0 4/25/2013 0.30000 100,000,000.00 100,000,000.00 0.5200 0. 9987226340 BOFA/ML 99,872,263.40 132,500.00 63253TVK1 NAT AUB YCD 05/28/2014 08/27/2013 0.24000 100,000,000.00 100,000,000 .00 0.5400 0.9980146144 BOFA/HL 99,801,461.44 23,333.33 78009NNY8 RB CANADA YCD 05/28/2014 08/22/2013 0.21000 . 100,000,000.00 100,000,000.00 0.5400 0.9978161592 BOFA/ML 99,781,615.92 23,333.33 13606YF43 CIBC YCD 06/23/2014 08/22/2013 0.23000 100,000,000.00 100,000,000.00 0.6300 0.9970679677 BOFA/ML 99,706,796.77 25,555.56 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR : 09/30/2013 CUSIP SECURITY NAME MATURITY ISSUED RATE PAR VALUE -·----·------------------------........................... ............................. -------...... ........... ......... ...... ...... ...... 13606YL95 CIBC YCD 06/23/2014 09/24/2013 0. 21000 150,000,000.00 21684BHL1 RABOBANK YCD 06/23/2014 08/27/2013 0.3 1000 100,000,000.00 96121TST6 WESTPAC YCD 09/30/2014 04/12/2013 0. 42000 100,000,000.00 ........................................... 001 -CD YANKE E 4 3 5,375,000,000.00 Book Value: 5,375,000,000.00 AIP 0.00 Book + AIP: 5,375,000,000.00 Pagel! 18 BOOK VALUE INDEX RATE PRICE SOURCE FAIR VALUE ACCRUED INI --------------------------------------......... ...... ............. ...... ........ ··------~------- 150,000,000.00 0.6300 0.9969224163 BOFA/ML 149,538,362.4 5 6,125.0C 100,000,000.00 0.6300 0.9976539267 BOFA/ML 99,765,392.67 30,138.8S 100,QOO,OOO.O O 0. 7200 0 .996974 0868 BOFA/ML 99,697,408. 68 200,666.6i ........ .......................... ..... ... ........................................... -----·------- 5,375 , 000,000.00 5,372,553,017.11 1,291,416.6~ ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2 013 Page# 19 CUSIP SECURITY NAME MATURITI' PAR VALUE BOOK VALUE PRICE COUPON INDEX SPREAD INT DATE --------- SOURCE ----- FAIR VALUE --------------- ACCRUED INT ·----------- 96121TMPO WESTPAC YCO FR 13606YGM2 CIBC YCO FR 106 -CO FR Book Value: 4 00,000,000.00 AlP 0 .00 Boo k + AIP: 400,000,000.00 11/08/2013 11/12/2013 2 200,000,000 . 00 200,000,000.00 400,000,000 . 00 200 , 000,000.00 200,000,000.00 400,000,000.00 1.0000000000 1.0000000000 0.44640 0.41470 3MO LIBOR 3MO LIBOR + 18 + 1 5 08/08/2013 08/12/2013 CIT!BANK CITIBANK 200,000,000.00 200 , 000 ,000. 00 -------------- 400,000,000.00 133,920.00 115,194.44 ------------- 249 ,114.44 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagel! 20 CUSIP SECURITY NAME MATUR ITY RATE PAR VALUE BOOK VALUE INDEX RATE DAYS SOURCE FAIR VALUE --··-·--------------------------------·-·--------·-·------------...... ............................... ------------------------- 0556NOX18 BNP FIN CP 10/01/2013 0.000000 400,000,000 .00 399,981,611.12 0 . 0022 0 BOPA/ML 400,000,000.00 3024A6Xl5 FCAR CP 10/01/2013 0.000000 50 , 000,000.00 49,967,097.22 0.0022 0 BOFA/ML 50,000,000.00 36959HX10 GECC CP 10/01/2013 0.000000 300,000,000.00 299,987,638.88 0.0022 0 BOFA/ML 300,000,000.00 89116EX16 TD USA CP 10/01/2013 0.000000 200,000,000.00 199, 993,333.32 0.0022 0 BOFA/ML 200,000,000.00 89233GX19 TOYOTA CP 10/01/2013 0.000000 50,000,000.00 49,996,666.67 0.0022 0 BOFA/ML 50,000,000 .00 89116EX24 TD USA CP 10/02/2013 0.000000 100,000,000.00 99,996,888.88 0.0022 1 BOFA/ML 99,999,388 .89 89116EXFS TO USA CP 10/15/2013 . 0.000000 100,000,000.00 99,993,888.88 0.0022 14 BOFA/ML 99,991,444.44 89116EXMO TO USA CP 10/21/2013 0.000000 100,000,000.00 99,989,166.66 0.0022 20 BOFA/ML 99,987,777.78 89233GXM3 TOYOTA CP 10/21/2013 0.000000 100,000,000.00 99,983,333.34 0.0022 20 BOFA/ML 99,987,777.78 36959HXV4 GECC CP 10/29/2013 0.000000 100 ,000,000 .00 99, 996,444 .44 0.0022 28 BOFA/ML 99,982,888.89 89233GXV3 TOYOTA CP 10/29/2013 0.000000 1so;ooo,ooo .oo 149,988,333.33 0.0022 28 BOFA/ML 149,974,333.33 3024A6Yl4 FCAR CP 11/01/2013 0.000000 25,000,000 . 00 24,990,138.89 0.0029 31 BOFA/ML 24,993,756.94 89233GYl8 TOYOTA CP 11/01/2013 0.000000 100,000,000.00 99,978,305.56 0.0029 31 BOFA/ML 99,975,027.78 4662JOZ21 JPM CHASE CP 12/02/2013 0.000000 200,000,000.00 199,794,666.68 0.0033 62 BOFA/ML 199,886,333 . 33 ------·----·---....................................... ----·------- 003 -COHMER PAPER 14 1,975,000,000.00 1,974,637,513.87 1.974,778,729.16 Book Value: 1,974,637, 513.87 AlP 0.00 Book + AlP: 1,974,637,513.87 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# 21 CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE SYS040730 BANK OF SACRAMENTO TO 10/02/2013 0.160000 6,000,000 .00 6,000,000.00 1.0000000000 6,000,000.00 SYS04073 1 CALI FO RNIA UNITED BANK TO 10/03/2013 0.160000 10, 000. 000 .. oo 10 ,000,000.00 1.0000000000 10,000,000.00 SYS040733 COMMUNITY BANK TO 10/04/2013 0.150000 25,000,000.00 25,000,000.00 1.0000000000 25,000,000.00 SYS040735 STATE BANK OF INDIA (CALI 10/04/2013 0.150000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000.00 SYS040926 PACIFIC CITY BANK TO 10/04/2013 0.070000 20,000,000.00 20,000,000.00 1.0000000000 20 ,000,000.00 SYS040929 BANK OF THE SIERRA TO 10/04/2013 0.100000 25,000,000.00 25,000,000.00 1.0000000000 25,000,000.00 SYS040737 MERCHANTS NATIONAL BANK 0 10/09/2013 0.130000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040744 NEW OMNI BANK NA TO 10/10/2013 0.130000 3,000,000 . 00 3,000,000.00 1.0000000000 3,000,000.00 SYS040936 BANK OF THE SIERRA TO 10/10/2013 0.110000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS040937 BBCN BANK TO 10/10/2013 0. 08 0000 90,000,000.00 90,000,000.00 1 . 0000000000 90 ,000,000.00 SYS040938 MALAGA BANK FSB TO 10/10/2013 0.080000 5,000,000 .00 5,000,000.00 1.0000000000 5,000,000.00 SYS040770 COMMONWEALTH BUSINESS BAN 10/11/2013 0.130000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS040772 FIRST FOUNDATION BANK TO 10/11/2013 0.130000 12,000,000.00 12,000,000.00 1 .0000000000 12,000,000.00 SYS040775 NEW OMNI BANK NA TO 10/11/2013 0.130000 2,000,000.00 2,000,000.00 1 .0000000000 2,000,000.00 SYS040942 AMERICAN RIVER BANK TO 10/11/2013 0. 100000 2,000,000 .00 2 ,000,000.00 1.0000000000 2,000,000.00 SYS040943 CITIZENS BUSINESS BANK TO 10/11/2013 0.090000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000.00 SYS040945 MANUFACTURERS BANK TO 10/11/2013 0.070000 100 ,000,000 .00 100,000,000.00 1.0000000000 100,000,000.00 SYS040949 WILSHIRE STATE BANK TO 10/11/2013 0.070000 78,000,000.00 78,000,000.00 1.0000000000 78,000,000.00 SY$040782 MISSION VALLEY BANK TO 10/16/2013 0.140000 7,000,000.00 7,000,000 . 00 1.0000000000 7,000,000.00 SYS040950 1ST CENTURY BANK NA TO 10/1 6/2013 0.060000 6,000,000.00 6,000,000.00 1.0000000000 6,000,000.00 SYS040951 BBCN BANK TO 10/16/2013 0.060000 45,000,000.00 45,000,000.00 1.0000000000 45,000 ,000.00 SYS040955 FOLSOM LAKE BANK TO 10/16/2013 0.100000 1,500,000.00 1,500,000.00 1.0000000000 1,500,000.00 SYS040957 MISSION FEDERAL CREDIT UN 10/16/2013 0.060000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000.00 SYS040958 PACIFIC ALLIANCE BANK TO 10/16/2013 0.090000 4,000,000.00 4,000,000.00 1.0000000000 4,000,000.00 SYS040960 STATE BANK OF INDIA (CALI 10/16/2013 0.080000 23,000, 000 .00 23 ,000,000 . 00 1.0000000000 23 ,000,000.00 SYS040785 NEW OMNI BANK NA TO 10/17/2013 0 ~120000 2,000,000 .00 2,000,000.00 1.0000000000 2,000,000.00 SYS040786 PROVIDENT CREDIT UNION TO 10/17/2013 0.120000 20,000,000.00 20,000,000.00 1.0000000000 20,000,000.00 SYS040787 SUMMIT STATE BANK TO 10/17/2013 0.140000 9,000,000.00 9,000,000.00 1.0000000000 9, 0 00,000.00 SYS040962 COMMERCEWEST BANK NA TO 10/17/2013 0.070000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS040964 WESTAMER ICA BANK TO 10/17/2013 0.090000 50 , 000,000.00 50,000,000.00 1.0000000000 50 ,000,000. 00 SYS040965 WILSHIRE STATE BANK TO 10/17/2013 0.070000 74,000,000.00 74 ,000,000.00 1.0000000000 74,000,000.00 SYS040966 COMMERCE NATIONAL BANK TO 10/18/2013 0.080000 2,500,000.00 2,500,000.00 1.0000000000 2,500,000.00 SYS040967 FARMERS & MERCHANTS BANK 10/18/2013 0.060000 35,000,000.00 35,000,000 .00 1.0000 000000 35 ,000,000.00 SYS040968 MANUFACTURERS BANK TO 10/18/2013 0.060000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000.00 SYS040800 COMMUNITY 1ST BANK TO 10/23/2013 0.150000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040801 BANK LEUMI USA TO 10/23/2013 0.140000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000 .00 SYS040812 BANK LEUMI USA TO 10/23/2013 0.140000 10,000,000.00 10,000,000 . 00 1.0000000000 10,000,000.00 SYS040841 BANK LEUMI USA TO 10/23/2013 0.130000 10,000,000.00 10,000,000.00 1.0000000000 10, 000,000.00 SYS040969 AMERICAN RIVER BANK TO 10/23/2013 0.080000 3,000,000.00 3,000,000.00 1.0000000000 3,000,000.00 SY$040971 EASTERN INTERNATIONAL BAN 10/23/2013 0.050000 1,900,000.00 1,900,000.00 1.0000000000 1,900,000.00 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page# 22 CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE SYS040805 BANK OF SACRAMENTO TO 10/24/2013 0.140000 4,000,000 . 00 4,000,000.00 1.0000000000 4,000,000.00 SYS040808 NEW OMNI BANK NA TO 10/24/2013 0.120000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040810 BANK OF SACRAMENTO TO 10/24/2013 0.140000 6,000,000.00 6,000,000.00 1.0000000000 6,000,000.00 SYS040973 1ST CAPITAL BANK TO 10/24/2013 0.070000 1,000,000.00 1,000,000.00 1.0000000000 1,000,000.00 SYS040974 FARMERS & MERCHANTS BANK 10/24/2013 0.050000 35,000,000.00 35,000,000.00 1.0000000000 35,000,000.00 SYS0 4097 6 MECHAN ICS BANK TO 10/24/2013 0.070000 20,000,000.00 20, 000,000 .00 1.0000000000 20,000,000 .00 SYS040979 STATE BANK OF INDIA (CALI 10/24/2013 0.070000 3,000,000.00 3,000,000.00 1.0000000000 3,000,000.00 SYS040980 UNION BANK NA TO 10/24/2013 0.080000 150,000,000.00 150,000,000.00 1.0000000000 150,000,000.00 SYS040814 EAST WEST BANK TO 10/25/2013 0.120000 50,000,000.00 50 ,000,000.00 1.0000000000 50,000,000.00 SYS040981 1ST CENTURY BANK NA TO 10/25/2013 0.050000 12,000,000.00 12,000,000.00 1.0000000000 12,000,000.00 SYS040982 CITIZENS BUSINESS BANK TO 10/25/2013 0.070000 30,000,000.00 30,000,000.00 1.0000000000 30,000,000.00 SYS040983 COMMONWEALTH BUSINESS BAN 10/2 5/20 13 0.030000 5,000 ,000 .00 5,000,000.00 1.0000000000 5,000,000.00 SYS040984 MALAGA BANK FSB TO 10/25/2013 0.050000 8,000,000.00 8,000,000.00 1.0000000000 8,000,000.00 SYS040986 TRANS PACIFIC NATIONAL BA 10/25/2013 0.010000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS0 4081 7 SAN DIEGO COUNTY CREDIT U 10/30/2013 0.120000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000.00 SYS0 40824 NEW OMNI BANK NA TO 10/31/2013 0. 110000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040989 CITIZENS BUSINESS BANK TO 10/31/2013 0.090000 30,000,000.00 30,000,000.00 1.0000000000 . 30, ooo, o·oo. oo SYS040826 1ST CENTURY BANK NA TO 11/01/2013 0.130000 16,000,000.00 16,000,000.00 1.0000000000 16,000,000.00 SYS0 40827 AMERICAN RIVER BANK TD 11/01/2013 0.140000 2,500,000.00 2,500,000.00 1.0000000000 2, 500,000.00 SYS040829 COMMONWEALTH BUSINESS BAN 11/01/2013 0.110000 ~.ooo,ooo.oo 5,000,000.00 1.0000000000 5,000,000.00 SYS040990 COMMERCEWEST BANK NA TO 11/01/2013 0.060000 2,500,000.00 2,500,000.00 1.0000000000 2,500,000.00 SYS 040992 FOLSOM LAKE BANK TO 11/01/2013 0.100000 3,500 ,000 .00 3,500 ,000.00 1.0000000000 3,500,000.00 SYS040993 MALAGA BANK FSB TO 11/01/2013 0.060000 9,000,000.00 9,000,000.00 1.0000000000 9,000,000.00 SYS040834 COMMUNITY BANK TO 11/06/2013 0.130000 30,000,000.00 30,000,000.00 1.0000000000 30,000,000.00 SYS0 408 35 MERCHANTS NATIONAL BANK 0 11/06/2013 0.110000 2,000 ,000 .00 2,000,000.00 1.0000000000 2,000,000.00 SYS040836 SUMMIT STATE BANK TO 11/06/2013 0.130000 8,000,000.00 8,000,000.00 1.0000000000 8,000,000.00 SYS040998 CITIZENS BUSINESS BANK TO 11/06/2013 0.090000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000.00 SYS041000 WESTAMERICA BANK TD 11/06/2013 0.090000 40,000,000.00 40,000,000.00 1.0000000000 40,000,000.00 SYS0 40844 AMERICAN RIVER BANK TO 11/07/2013 0.140000 2,500,000.00 2,500,000.00 1.0000000000 2,500,000.00 SYS040848 NEW OMNI BANK NA TO 11/07/2013 0.110000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS041003 BANK OF THE SIERRA TO 11/07/2013 0.100000 15,000,000.00 15,000,000.00 1.0000000000 15,000,000.00 SYS041004 COMMERCEWEST BANK NA TO 11/07/2013 0.070000 2,500, 000 .00 2,500,000.00 1.0000000000 2,500,000.00 SYS041006 MALAGA BANK FSB TO 11/07/2013 0.010000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000.00 SYS041007 STATE BANK OF INDIA (CALI 11/07/2013 0.090000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS0 41012 HSBC BANK USA NA TD 11/13/2013 0.110000 25,000,000.00 25,000,000.00 1.0000000000 25,000,000.00 SYS040850 MISSION COMMUNITY BANK TO 11/14/2013 0.140000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000.00 SYS040854 CALIFORNIA BANK OF COMMER 11/U/2013 0.110000 s.ooo.ooo.oo 5,000,000.00 1.0000000000 5,000,000.00 SYS040859 TORREY PI NES BANK TO 11/14/2013 0.120000 15,000 ,000.00 15,000,000.00 1.0000000000 15,000,000.00 SYS040860 UMPQUA BANK TO 11/14/2013 0.140000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000.00 SYS041018 BANK OF THE SIERRA TO 11/14/2013 0.110000 10,000,000.00 10,000,000.00 1.0000000000 10,000,000.00 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Page # 23 CUSIP SECURITY NAME MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE SYS040862 HERITAGE BANK OF COMMERCE ll/15/2013 0.130000 13,000,000.00 13,000,000 . 00 1.0000000000 13,000,000.00 SYS0408 63 NEW OMNI BANK NA TO 11/15/2013 0.110000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040864 RIVER CITY BANK TO 11/15/2013 0.110000 20,000,000.00 2 0,000,000.00 1.0000000000 20,000,000.00 SYS040865 SAN DIEGO COUNTY CREDIT U 11/15/2013 0.120000 50,000,000.00 50,000,000.00 1.0000000000 50,000,000 . 00 SYS041025 WILSHI RE STATE BANK TD 11/15/2013 0.080000 30,000,000.00 30,000,000 .00 1.0000000000 30,000,000.00 SYS040873 MERCHANTS NATIONAL BANK 0 11/20/2013 0.110000 2,000,000.00 2,000,000.00 1.0000000000 2,000,000.00 SYS040874 TORREY PINES BANK TO 11/20/2013 0.110000 25,000,000 . 00 25,000,000.00 1.000 0000000 25,000,000.00 SY$04 0876 AMER ICAN RIVER BANK TO 11/21/2013 0.140000 1,000,000 .00 1,000,000 .00 1.0000000000 1,000,000.00 SYS040877 PROVIDENT CREDIT UNION TO 11/21/2013 0.110000 20,000,000.00 20, 000 ,000 .00 1.0000000000 20,000,000.00 SYS040880 EVERTRUST BANK TO 11/22/2013 0.130000 20,000,000. 0 0 2 0,000, 0 00.00 1.0000000000 20,000 , 000.00 SYS04 0882 RIVER CITY BANK TD 11/22/2013 0.110000 20,000,000.00 2 0,000,000.00 1.0000000000 20 ,000,000 .00 SYS041039 COMMONWEALTH BUSINESS BAN 11/22/2013 0.040000 5,000,000.00 5, 000' 000 . . oo 1 .0000000000 5 , 000,000.00 SYS040886 FIRST NATIONAL BANK OF NO 12/04/2013 0.120000 4,000,000.00 4,000, 0 00 . 00 1 . 0000000000 4,000,000.00 SYS04 0888 MERCHANTS NATIONAL BANK 0 12/04/2013 0.100000 2,000,000.00 2, 000,000.00 1.0000000000 2,000,000 .00 SYS041045 BBCN BANK TD 12/04/2013 0.060000 60,000,000.00 60,000,000 .00 1.000000 000 0 60,000,000.00 SYS041047 FARMERS & MERCHANTS BANK 12/04/2013 0.060000 35,000,000.00 35,000,000 .00 1.0000000000 35,000,000.00 SYS041048 FOLSOM LAKE BANK TO 12/04/2013 0.100000 3,000,000.00 3,000,000.00 1.0000000000 3,000,000.00 SY$041055 COMMONWEALTH BUSINESS BAN 12/04/2013 0 . 030000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS0 41 057 BBCN BANK TO 12/04/2013 0.050000 30,000,000.00 30,000,000 .00 1 . 0000000000 30,000,000 . 00 SYS041059 COMMONWEALTH BUSINESS BAN 12/04/2013 0.030000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS041060 MALAGA BANK FSB TO 12/04/2013 0.050000 12,00 0,000.00 12,000,000 . 00 1.0000000000 12,000,000 . 00 SYS041 061 BANK OF THE SIERRA TO 12/05/2013 0.080000 25,000,000.00 25,000,000.00 1.0000000000 25,000,000.00 SYS041063 OAK VALLEY COMMUNITY BANK 12/05/2013 0.050000 3,500,000.00 3,500,000.00 1.0000000000 3,500,000 .00 SYS041064 UNION BANK NA TO 12/05/2013 0.08 0000 150,000,000.00 150 , 000,000.00 1.000 0000000 150,000,000 . 00 SYS04 0892 RIVER CITY BANK TO 12/06/2013 0. 110000 15,000,000.00 15, 000 ,000 .00 1.000000 0000 15,000,000.00 SYS041052 CITIZENS BUSINESS BANK TO 12/06/2013 0.080000 25,000,000.00 25, 000,000.00 1.0000000000 25,000,000.00 SY$041054 MALAGA BANK FSB TO 12/06/2013 0.060000 4,000 ,000.00 4,000 , 000 . 00 1 . 00 0 0000000 4,000 , 000.00 SYS04 1067 COMMUNITY BANK OF THE BAY 12/06/2013 0.070000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS041068 COMMERCE NATIONAL BANK TO 12/06/2013 0.070000 16,000,000.00 16,000,000.00 1.0000000000 16,000,000.00 SY$041070 PACIFIC ALLI ANCE BANK TD 12/06/2013 0.080000 1,500,000.00 1,500,000 . 00 1.0000000000 1,500,000.00 SY$040894 EVERTRUST BANK TO 1 2 /11/201 3 0.110000 20,000,000.00 20,000,000.00 1.0000000000 2 0,000,000.00 SY$040895 COMERICA BANK TD 12/11/2013 0.130000 25,000,000.00 25,000,000 .00 1.0000000000 25,000,000.00 SY$040896 COMMUNITY BANK TD 12/11/2013 0.130000 30, 000,000.00 30,000,000 .00 1 . 0000000000 30,000,000 .00 SYS040898 HERITAGE BANK OF COMMERCE 1 2 /11/2013 0.13 0000 20,000,000.00 20,000,000.00 1.0000000000 20,000,000.00 SY$041058 CITIZENS BUSINESS BANK TO 12/11/2013 0.070000 25,000,000.00 25,000,000 .00 1.0000000000 25,000,000.00 SYS04 1077 HERITAGE OAKS BANK TD 12/11/2013 0.070000 25,000,000.00 25 ,000, 000.00 1.0000000000 25,000,000.00 SYS041080 FARMERS & MERCHANTS BANK 12/11/20 13 0 .040000 20,000 , 000.00 2 0,000 ,000.00 1.0000000000 20;ooo .ooo. oo SY$04108 3 TRI COUNTIES BANK TO 12/11/2013 0.060000 5,000,000.00 5,000,000 . 00 1.0000000000 5,000,000.00 SYS041 084 WI LSHIRE STATE BANK TO 12 /11/2013 0.04 0000 39,000,000 .00 39,000,000.00 1.0000000000 39,000,000.00 SYS040902 AMERICAN RIVER BANK TO 12/12/2013 0.140000 1, 500,000.00 1,500 ,000 .00 1.0000000000 1,500,000.00 ATTACHMENT 3 .OF FICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 Pagel! 2 4 CUS IP SECURITY NAM E MATURIT Y RATE PAR VA.LUE BOOK VALUE PR I CE SO URCE FAIR VALUE S YS 040903 FIVE STAR BANK TD 12/12/2013 0. 110000 10, 500 ,000.00 10 ,500,000.00 1 .000000 0000 10 , 500 ,000.00 SYS040905 METROPOLITAN BANK TO 12/12/2013 0. 140000 4,500,000.00 4 ,500,000. 00 1 .000000 0000 4 ,500, 000 . 00 SYS041085 1ST CAPITAL BANK TD 1 2 /12/2013 0.070000 5,000,000 . 00 5, 00 0,000.00 1.0000000000 5, 000 ,000.00 S YS 041087 MANUFACTURERS BANK TD 12/12 /2013 0.070000 50,000,000.00 50,000,000 .00 1.0000000000 50,000,000 . 00 SYS040908 BANK OF THE WEST TD 12/13/2013 0.130000 100,000,000.00 100,000,000.00 1.0000000000 100,000,000.00 SYS04091 0 COMMERCE NATIONAL BANK TD 12/13/2013 0.130000 4 ,000, 00 0.00 4, 000,000. 00 1.0000000000 4,000,000 . 00 SYS040913 PROVIDENT CREDIT UNION TD 12/13/2013 0. 110000 20,000,000.00 2 0,000,000.00 1.0000000000 20,000,000.00 SYS041093 METRO UNITED BANK TD 12/13/2013 0.050000 10,000,000.00 10 ,000, 000 .00 1.0000000000 1 0, 000,000.00 SYS041096 COMMERCEWEST BANK NA TD 12/13/2013 0.050000 5 ,000,000.00 5,000,000.00 1.0000000000 5 ,000,000.00 SYS041098 PACIFIC CITY BANK TD 1 2/13/2013 0. 050000 4, 500,000.00 4, 5 00,000.00 1.0000000000 4 ,500,000.00 SYS040922 SAN DIEGO COUNTY CREDIT U 12/18/2013 0.110000 50,000,000.00 50,000,000 .00 1 .0000000000 50,000,000 . 00 SYS040916 TRANS PACIFIC NAT IONAL BA 12/20/2013 0 .130000 3, 000 , 000.00 3,000,000.00 1.0000000000 3,000,000 .00 SYS040919 TORREY PINES BANK TD 12/20/2013 0.110000 50,000,000 .00 50,000,000.00 1 .0000000000 50,000,000 . 00 SY$041107 PACIFIC CI TY BANK TD 12/20/2013 0 .040000 20,000 , 000.00 20,000,000.00 1.0000000000 20,000,000.00 SYS04092 7 OPEN BANK TD 01/08 /2014 0.110000 2, 000, 000.00 2,000,000.00 1 .0000000000 2, 000 ,000.00 $YS040928 CO MMUN ITY BU SI NES S BANK T 01/08 /2014 0.110000 3,000,000.00 3,000,000.00 1.0000000000 3,000,000.00 SYS040934 AMERICAN RIVE R BANK TD 01/08/2014 0. 140000 2,500,000.00 2,500,000. 00 1. 0000000000 2, 500, 000.00 SY$040935 COMER ICA BANK TD 01/08/2014 0.130000 50,000,000.00 50 ,000,000. 00 1. 0000000000 50,000,000.00 S YS0 411 08 PACIFIC CITY BANK TD 01/08/2014 0. 040000 10,000,000.00 10 ,000,000.00 1 .0000000000 10,000,000.00 SYS040939 STATE BANK OF INDIA (CALI 01/09 /2014 0. 130000 12,000,000.00 12,000,000.00 1.0000000000 12 ,000, 000 . 00 SY$040940 TO RRE Y PINES BANK TO 01/09/2014 0. 110000 25,000,000. 00 25,000,000. 00 1 .0000000000 25,000,000.00 SYS040941 TRAVIS CREDIT UN ION TD 01/09/2014 0. 110000 40, 000,000.00 40 ,000,000. 00 1 .0000000 00 0 40,000,000.00 S Y$040944 FIVE STAR BANK TD 01/10/201 4 0. 110000 14,500 , 000.00 14,500,000.00 1.0000000000 14,500,000 .00 SYS040946 METROPOL ITAN BANK TD 01/10/2014 0. 14 0000 1, 500,000. 00 1,500,000.00 1 . 0000000000 1,500, 00 0.00 SYS040947 PACIFIC WESTERN BANK TD 01/10/2014 0.130000 10,000,000.00 10,000,000.00 1.0000000000 1 0, 000,000.00 SYS040948 WESTAMERICA BANK TD 01/10/2014 0.130000 50, 000,000.00 50, 00 0,000. 00 1.0000000000 50,000,000.00 SYS040952 COMERICA BANK TD 01/15 /201 4 0 .120000 75,000,000.00 75,000,000.00 1.0000000000 7 5, 000,000.00 SYS040953 COMMUNITY BANK TD 01/15/2014 0.120000 25, 000,000.00 25,000, 000 .00 1.0000000000 25,000,000.00 SYS040954 FIVE STAR BANK TD 01/15 /2014 0.100000 2, 000, 00 0. 00 2,000,000. 00 1 .0000000000 2,000,000 . 00 SYS040956 MECHAN ICS BANK TO 01/15/2014 0.120000 20, 000 ,000.00 20 ,000,000.00 1.0000000000 20,000,000 .00 SYS040959 SAN DIEGO COUNTY CREDIT U 01/15/2014 0.100000 100, 000, 000 . 00 100 ' 000' 000. 00 1 .0000000000 1 00,000 ,000 .00 SY$040961 CALIFORNIA BANK OF COMMER 01/16/201 4 0.090000 5, 000 ,000.00 5,000,000.00 1.0000000000 5 ,000,000.00 SYS040963 EAST WEST BANK TO 01/16/2014 0 .110000 50,000,000.00 50,000,000. 00 1.0000000000 50,000,000.00 SYS040970 EAST WEST BANK TD 01/22 /2014 0.120000 125 ,000,000.00 125,000,000.00 1 .0000000000 125,000,000 . 00 SYS040972 PROVIDENT CREDIT UNION TO 01/23/2014 0.090000 40,000,000.00 40, 00 0,000 .00 1.0000000000 40, 000 ,000.00 $YS040975 HERITAGE BANK OF COMMERCE 01/23/2014 0.110000 50,000,000 .00 50 ,000,000.00 1. 0000 000000 50,000,000.00 SYS040978 NEW OMNI BANK NA TD 01/23/2014 0.090000 2,000,000 . 00 2,000 , 000.00 1 .0000000000 2 ,000,000 . 00 SYS040985 SUMMIT STATE BANK TD 01/24 /2014 0.110000 3 ,500,000.00 3,500,000.00 1 .0000000000 3, 500 ,000 . 00 SY$04098 7 SUMM IT STATE BANK TD 01/29/2014 0. 110000 4, 000,000.00 4, 000 , 000.00 1 .0000000000 4 ,000,000.00 SYS040988 BANK OF THE WEST TD 01/30/2014 0. 12000 0 134 ,000,000.00 134 ,000,000. 00 1 .0000000000 134,000,000 .00 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/3 0/2013 Page# 25 CUSIP SSCURITY NAM£ MATURITY RATE PAR VALUE BOOK VALUE PRICE SOURCE FAIR VALUE SY$040991 FIVE STAR BANK T O 0 1/31/2014 0.100000 3,000,000 .00 3,000,000.00 1.0000000000 3,000,000.00 $YS040994 METROPOLITAN BANK TO 01/31/2014 0 .130000 2,000,000 .00 2,000,000.00 1.0000000000 2, 000,000.00 SYS040995 OPUS BANK TO 01/3 1/2014 0.120000 10,000,000 .00 10,000,000.00 1.0000000000 10,000,000.00 SYS040997 BANK OF SACRAMENTO TO 02/05 /201 4 0. 120000 4, 000,000.00 4 ,000,000.00 1 .0000000000 4, 000 ,000.00 SYS040999 COMERICA BANK TO 02/05/2014 0. 120000 50, 000 ,000.00 50,000,000.00 1 .0000000000 50,000,000.00 S YS 041002 AMERICAN RIVER BANK TO 02/06/2014 0. 130000 7, 500,000.00 7 ,500,000.00 1 .000000 0000 7, 500,000 .00 SYS041005 HANMI BANK TO 02/06/2014 0.100000 30,000,000.00 30,ooo,ooo :oo 1 .0000000000 30,000,000.00 SYS041008 EAST WEST BANK TO 02/07/2014 0.120000 75,000,000.00 75,000,000.00 1 .0000000000 75, 000 ,000. 00 SYS041009 OPEN BANK TO 02/12/2014 0.100000 10,000,000.00 10,000,000.00 1.0000000000 1 0,000, 00 0.00 SYS041010 COMERICA BANK TO 02/12/2014 0.120000 25, 000,000.00 25,000,000.00 1 .00000 00000 25, 000 ,000.00 SYS041011 FIRST FOUNDATION BANK TO 02/12/2014 0.100000 12,000,000.00 12,000,000. 00 1 .0000000000 12,000,000.00 SYS041013 S TATE BANK OF IND I A (CALI 02/12/2014 0.120000 5,000,000.00 5,000,000.00 1.0000000000 5,000,000.00 SYS041016 AMERICAN PLUS BANK NA TO 02/13/2014 0.100000 2 40,000.00 240,000.00 1 . 0000000000 240,000.00 SY$041017 AMERICAN RIVER BANK TO 02/13/2014 0.130000 6,500,000.00 6,500,000.00 1 .0000000000 6,500,000 .00 SYS041020 CI TIZENS BUS INESS BANK TO 02/13/2014 0.120000 30 ,000,000.00 30,000,000.00 1 . 0000000000 30,000 ,000.00 SYS0 4102 1 FIVE STAR BANK TO 02/13/2014 0.100000 8,000,000.00 8,000,000 . 00 1.0000000000 8 ,000,000.00 SYS041022 MECHANICS BANK TO 02/13/2014 0. 12 0000 20,000,000 . 00 20,000,000.00 1.0000000000 20,000 ,000.00 SYS041023 1ST CENTURY BANK NA TO 02/14/2014 0.100000 4,000,000.00 4 ,000,000.00 1.0000000000 4 ,000,000.00 SYS0410 24 COMMUNITY BANK TO 0 2 /14/2014 0. 1 20000 25,000,000 . 00 25,000,000.00 1 .0000000000 25,000,000 .00 SYS041046 CENTRAL VALLEY COMMUNITY 02/26/2014 0.100000 5,000,000.00 5,000,000.00 1.000000000 0 5,000,000 . 00 SYS041049 COMER ICA BANK TD 0 2 /27/2 014 0. 110000 75 ,000 ,000.00 75 ,000, 000.00 1 .0000000000 7 5, 000,000.00 S Y$04105 0 METROPOLITAN BANK TO 02/27/2014 0. 120000 1,000,000 . 00 1,000,000.00 1 .0000000000 1,000,000 . 00 SYS04 1 051 NEW OMNI BANK NA TO 02/27/2014 0.090000 5,000,000 .00 5,000,000.00 1.0000000000 5 ,000,000.00 SYS041056 BANK OF THE WEST TO 03/05/2014 0.100000 66,000,000.00 66,000,000.00 1.0000000000 66,000,000.00 SYS041062 FIRST FOUNDATION BANK TO 03/06 /2014 0.070000 12,000,000.00 12,000,000.00 1 .0000000000 12,000,000 . 00 SYS041069 NEW OMNI BANK NA TO 03/07/20 14 . 0. 08 0000 1,000,000.00 1,000,000.00 1.0000000000 1,000,000.00 SYS041071 SAFE CRED I T UNION TO 03/07/2014 0.100000 5,000,000.00 5,000,000.00 1. 00 0000 000 0 5 ,000 ,000 . 00 SYS041072 S UMMI T STAT E BANK TO 0 3 /07/2014 0.100000 12, 000,000.00 12,000,000.00 1 .0000000000 12,000,000.00 SYS041081 FIRST NATIONAL BANK OF NO 03/12 /2014 0.080000 15,000,000.00 15 ,000,000.00 1 .0000000000 15,000,000.00 SYS041082 S TATE BANK OF INDIA (CA LI 03/12/2014 0.080000 5,000,000.00 5,000,000.00 1. 0000000000 5,000,000 .00 SYS041086 CENTRAL VALLEY COMMUNI TY 03/13/2014 0.080000 5,000,000 . 00 5,000,000.00 1 .0000000000 5,000,000.00 SYS041088 PROSPECTORS FEDERAL CREOI 03/13/2014 0.080000 4, 000,000.00 4, 000 ,000.00 1.0000000000 4 ,000,000.00 SYS041092 OPEN BANK TO 03/14/2014 0.070000 5,000,000 . 00 5,000;000.00 1 .0000000000 5,000,000 . 00 SYS041094 BB CN BANK TO 03/14 /2014 0.070000 75,000,000.00 75,000,000.00 1 .0000000000 7 5 ,000,000.00 SYS041095 CAL I FORN IA BANK OF COMMER 03/14/2014 0.070000 10,000,000 . 00 10,000,000.00 1 .0000000000 10 ,000,000.00 SY$041097 NEW OMNI BANK NA TO 03/14/2014 0.070000 2,000,000.00 2,000,000.00 1.0000000000 2, 000,000.00 SYS041101 CAPITALSOURCE BANK TO 03/19/ 2014 0 .050000 40, 000 ,000.00 40,000,000. 00 1. 0000000000 40, 000,000.00 SYS041102 COMMUNITY BANK TO 03/19/2014 0.070000 35,000,000.00 35,000,000 .00 1.0000000000 35,000,000 . 00 S YS041103 S uMMIT STATE BANK TO 03/21/2014 0. 090 000 7, 000 ,000.00 7,000,000.00 1.0000000000 7,000,000.00 S YS 041104 COMMONWEALTH BUSINESS BAN 03/21 /2014 0.050000 5, 000,000. 00 5,000,000.00 1 . 0000000000 5, 000,000.00 ATTACHMENT 3 -------- ---------------- CUSIP SECURITY NAME ---·----------------------------- SYS041105 COMMUNITY 1ST BANK TO SYS041106 OPEN BANK TO SYS041109 TRAVIS CREDIT UNION TO SYS041112 WESCOM CENTRAL CREDIT UNI SYS041111 COMMONWEALTH BUSINESS BAN SYS041113 HERITAGE BANK OF COMMERCE 057 Book v alue: 4,376,640,000.00 Al P 0.00 , Book+ AlP: 4,376,640,000.00 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR: 09/30/2013 MATURITY RATE PAR VALUE BOOK VALUE .......................... .. ....... .. ......... ..... ... ....................... ...... ... ----------·---- 03/21/2014 0 . 090000 2,000,000.00 2,000,000.00 03/21/2014 0.070000 2,000,000.00 2,000,000 .00 03/26/2014 0.070000 10,000,000.00 10,000,000.00 03/27/2014 0.110000 50,000,000.00 50 ,000,000.00 03/28/2014 0.060000 10,000,000.00 10,000,000.00 03/28/2014 0.090000 15,000,000 . 00 15,000,000.00 -----·---·----------·---------- -TIME DEPOSIT 206 4,376,640,000.00 4,376,640,000.00 PRICE ---------··-- 1.0000000000 1-0000000000 1.0000000000 1.0000000000 1.0000000000 1.0000000000 SOURCE Page# 26 fAIR VALUE ............................... . ..... 2,000,000.00 2,000,000.00 10,000,000 . 00 50,000,000.00 1 0,000,000.00 15,000,000.00 4,376,640,000.00 ATTACHMENT 3 OFFICE OF THE STATE TREASURER Page # 27 MARKET VALUATION REPORT FOR: 09/30/2013 S ECURITY NAME MATURITY RATE PAR/BOOK VALUE PRICE FAIR VALUE ------------------------------------------------------------------- AB55 1 230004 10/18/2013 0.32700000 1,310,000.00 1.00 1,310,000.00 AB55 1230005 10/18/2 013 0 .32700000 1,568,000.00 1.00 1. 5 68,000 .00 AB55 1 230008 10/18/2013 0.32700000 300,000 . 00 1.00 300,000.00 AB55 1 230009 11/15 /20 13 0 .32100000 900 ,000.00 1.00 900,000.00 AB55 1 230010 11/15/2013 0.32100000 2,223,000.00 1.00 2 ,223 ,000.00 AB55 1230011 11/15 /2013 0 .32100000 2 , 378,000.00 1.00 2,378,000.00 AB55 1230012 12/13/2013 0.33500000 27,970,000.00 1.00 27 , 970,000.00 AB55 1230013 12 /13 /2013 0.33500000 1,095,000.00 1.00 1,095,000.00 ABSS 1230014 12/13 /2013 0.33500000 2,495,000.00 1.00 2.49 5,000 .00 AB55 1230015 0 1/17/2 014 0 .29500000 1 ,6 51.000.00 1.00 1, 651, 000.00 AB55 1230016 01/17/201 4 0.29500000 2 ,943,000.00 1.00 2,943,000.00 AB55 1230017 0 2/21/2014 0. 2 8400000 1,125 , 000 .00 1.00 1,125,000.00 AB55 1230018 02/21/2014 0.28400000 1. 493.000.00 1.00 1.493,000.00 AB55 1230019 02/21/2014 0.28400000 1,401,000.00 1.00 1,401,000.00 AB55 1230020 02/2112014 0.28400000 1,341,000.00 1.00 1,3 41 ,000.00 AB55 1 230021 02/21/2014 0.28400000 57,564,000.00 1.00 57,564,000.00 AB55 0780113 03/19/2014 5.00000000 14,082,649.37 1.00 14,082 ,649 .37 AB55 1230022 03/21/2014 0.27900000 83,563,000.00 1.00 83 ,563 ,000 .00 AB55 1 230023 03/21/2014 0 .27900000 1,791,000.00 1.00 1,791,000.00 AB55 1 230024 03/21 /2014 0.27900000 3,042,000.00 1.00 3,042,000.00 AB55 1 230025 03/21/2014 0 .27 900000 2.818,000.00 1.00 2.818,000.00 AB55 1230026 04/18/2014 0.259 00000 2,381,000.00 1.00 2,381.000.00 AB55 1 230027 04/1 8/2014 0.25900000 1,837,000.00 1.00 1,837,000.00 AB55 1230028 04/18 /2014 0 .25900000 1. 770 , 000.00 1.00 1,770,000.00 AB55 1230029 06/20/2014 0 .24500000 521,000.00 1.00 5 21, 000.00 AB 55 1 230030 06/2 0/2014 0.24500000 2,380,000.00 1.00 2,380,000.00 AB55 1 230031 06/20/2014 0 .24500000 1,002,000.00 1.00 1,002,000.00 AB55 123003 2 06/20/2014 0.24500000 1.304,000 . 00 1.00 1.304 ,000.00 AB55 1 23003 3 06/20/2014 0 .24500000 2, 290,000.00 1.00 2.29 0,000.00 AB55 1340001 07/18/2014 0.2 6900000 26,465,000.00 1.00 26 , 465,000 .00 AB55 1340002 07/1 8/201 4 0 .2 6900000 6, 708,000.00 1.00 6,708,000. 00 AB55 1340003 08/2212014 0.26200000 15,085,000.00 1.00 15 , 085,000.00 AB55 1340005 08/221201 4 0 .2 6200000 1, 572 ,000.00 1.00 1,572,000.00 AB55 1340006 08/22/2014 0.26200000 850,000 .00 1.00 850,000.00 AB55 1340007 09/19/2014 0 .24900000 91. 887. 000.00 1.00 91,887,000.00 AB55 1340008 09/19/2014 0.24 900000 8. 533,000 .00 1.00 8,533 ,000.00 GF LOAN 01 --1--1----0 .24800000 2,792,700,000,00 1.00 2,792,700,000.00 ATTACHMENT 3 OFFICE OF THE ST ATE TREASURER Page # 28 MARKET VALUATION REPORT FOR: 09/30/2013 SECURITY NAME MATURITY RATE PAR/BOOK VALUE --------------- PRICE ------ FAIR VALUE ------------------------------ GF LOAN 02 --------- --1--1---0.24700000 182,300,000.00 1.00 182,300 ,000.00 3 ,3 52,638,649 . 37 3 , 352 , 638,649.37 ATTACHMENT 3 OFFICE OF THE STATE TREASURER MARKET VALUATION REPORT FOR : 09/30/2013 Page# 2..eJ ----------------------·----·-----· · ------------------------------------------------------------------------------------ Total II of Items 492 Par Value 57,552,074,931 .84 Book Value 56 ,616,4 16,8 05.20 Fair Value 56,661,603,231.15 Accrual 23,681,919 . 33 Total Book Value 56,616,416,805.20 AlP 1,080,386.97 Book + AIP 56, 617, 497,192.17 ATTACHMENT 3