May 2017 Treasurer's Monthly Investment Report

Run Date: 08-Jun-2017 11:34 am ORANGE COUNTY TREASURER-TAX COLLECTOR Page 30 of 30
Print Date: 08-Jun-2017 User: JH
As at date: 08-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
Extended Fund, County and Educational Money Market Funds * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)

Issuer / Broker

Report Parameters 55

Deals [Settlement Date] <= 31-May-2017
Deals [Entity Name] include list County Money Mkt Fnd, Educational Money Mkt Fnd, Extended Fund
Bank Accounts [Account Name] include list GOLDMAN SACHS - COUNTY MMF, GOLDMAN SACHS - EDUCATIONAL MMF, INVESCO STIC...

Run Date: 02-Jun-2017 05:18 pm ORANGE COUNTY TREASURER-TAX COLLECTOR Page 1 of 5
Print Date: 02-Jun-2017 User: JH
As at date: 02-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Fund/Non-Pooled Investments * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)
0.00
Issuer / Broker 0.00

UNITED STATES DOLLAR 67,458,736.33
67,458,736.33
100-GF-Tax Ex-Non AMT 67,458,736.33
67,458,736.33
FUNDS AAAm Aaa-mf NR 0.00 0.4216 0.00 0.00 0.00 0.00 0.00
GS FIN TAX FREE-GF 100 0.00 1,045.35 0.00 0.00 0.00 0.00 0.00
57,034.20
2/20/17 2,572,582.20 0.00
2,630,661.75 0.00
Subtotal for FUNDS: 0.00
998,973.33 0.00
U. S. TREASURIES 1,498,364.58 1.000000
SLGS-CERT OF INDEBTEDNESS 1,597,866.67
1,997,288.89
US TREASURY /

892248 3/15/17 6/13/17 201604261 67,458,736.33 0.5900 0.5900 0.00 86,234.75 67,458,736.33 67,458,736.33
0.00 86,234.75 67,458,736.33 67,458,736.33
Subtotal for SLGS-CERT OF 67,458,736.33 0.5900 0.5900
INDEBTEDNESS: 0.00 86,234.75 67,458,736.33 67,458,736.33
Subtotal for U. S. TREASURIES: 67,458,736.33 0.5900 0.5900 0.00 86,234.75 67,458,736.33 67,458,736.33
Total 100-GF-Tax Ex-Non AMT : 67,458,736.33 0.5900 0.5900

Net Asset Value (NAV):

283-John Wayne Airport AAAm Aaa-mf NR 1,045.35 0.6840 0.00 0.00 1,045.35 1,045.35 0.00
AAAm Aaa-mf NR 57,034.20 0.6800 0.00 0.00 57,034.20 57,034.20 0.00
FUNDS AAAm Aaa-mf AAAmmf 2,572,582.20 0.7460 0.00 0.00 2,572,582.20 2,572,582.20 0.00
MORGAN STANLEY GOVT 8302-JWA MMF 2,630,661.75 0.7445 0.00 0.00 2,630,661.75 2,630,661.75 0.00

6/1/17 1,000,000.00 0.7700
GOLDMAN SACHS - JWA MMF 1,500,000.00 0.7850
1,600,000.00 0.8000
6/1/17 2,000,000.00 0.8000
INVESCO STIC GOVERNMENT & AGENCY

6/1/17

Subtotal for FUNDS:

GOVERNMENT AGENCY

DISCOUNT NOTES

FREDDIE DISCOUNT / UBS

897516 5/2/17 6/19/17 313397HB0 A-1+ P-1 F1+ 0.00 641.67 999,615.00 999,610.00 (5.00)
NR 0.00 1,013.96 1,499,378.54 1,499,370.00 (8.54)
FHLB DISC CORP / MORGAN STANLEY NR 0.00 1,244.44 1,599,111.11 1,599,120.00 8.89
NR 0.00 1,511.11 1,998,800.00 1,998,820.00 20.00
897270 5/1/17 6/20/17 313385HC3 A-1+ P-1
56
FHLB DISC CORP / CITIGROUP GLOBAL MARKETS

896802 4/27/17 6/26/17 313385HJ8 A-1+ P-1

FHLB DISC CORP / JEFFERIES & COMPANY

897079 4/28/17 6/28/17 313385HL3 A-1+ P-1

FHLB DISC CORP / MORGAN STANLEY

Run Date: 02-Jun-2017 05:18 pm ORANGE COUNTY TREASURER-TAX COLLECTOR Page 2 of 5
Print Date: 02-Jun-2017 User: JH
As at date: 02-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Fund/Non-Pooled Investments * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)
1,997,754.17
Issuer / Broker 1,996,805.00 0.00 1,008.33
1,362,503.76 0.00 1,575.00
UNITED STATES DOLLAR 0.00 1,102.24
283-John Wayne Airport 997,851.39 0.00 1,062.50
1,993,700.00 0.00 4,375.00
GOVERNMENT AGENCY 1,994,306.67 0.00 3,829.44
DISCOUNT NOTES 1,995,797.22 0.00 1,275.00
0.00 1,552.78
898557 5/10/17 6/28/17 313385HL3 A-1+ P-1 NR 2,000,000.00 0.8250 996,751.11 0.00 4,336.11 1,998,762.50 1,998,820.00 57.50
NR 993,272.22 0.00 2,425.00 1,998,380.00 1,998,160.00 (220.00)
FHLB DISC CORP / TD SECURITIES NR 1,989,276.11 0.00 1,252.78 1,363,606.00 1,363,499.87 (106.13)
NR 1,989,977.78 0.00 28,205.36
896803 4/27/17 7/7/17 313385HV1 A-1+ P-1 NR 2,000,000.00 0.8100 24,400,488.90 998,913.89 998,820.00 (93.89)
NR 6,798.00 0.00 1,998,075.00 1,997,188.00 (887.00)
FHLB DISC CORP / BARCLAYS CAPITAL F1+ 2,993,202.00 (35,171.02) 39,834.42 1,998,136.11 1,997,188.00 (948.11)
NR 2,044,079.90 1,997,072.22 1,996,760.00 (312.22)
897080 4/28/17 7/14/17 313385JC1 A-1+ P-1 NR 1,365,000.00 0.8550 1,002,470.00 (1,753.22) 3,386.11 (157.89)
NR 28.80 1,409.72 998,303.89 998,146.00 (988.33)
FHLB DISC CORP / CITIGROUP GLOBAL MARKETS F1+ 999,928.00 (52.59) 997,608.33 996,620.00 (521.11)
1,000,330.57 656.25 1,991,701.11 1,991,180.00
894928 4/17/17 7/17/17 313385JF4 A-1+ P-1 1,000,000.00 0.8500 1,991,230.56 1,991,180.00 (50.56)
24,428,694.26 24,424,481.87 (4,212.39)
FHLB DISC CORP / Mizuho Securities USA Inc
3,000,000.00
882528 1/27/17 7/26/17 313385JQ0 A-1+ P-1 2,000,000.00 0.6300 2,008,908.88
1,000,716.78
FHLB DISC CORP / MORGAN STANLEY
999,956.80
884326 2/8/17 7/26/17 313385JQ0 A-1+ P-1 2,000,000.00 0.6100 1,000,277.98

FNMA DISCOUNT / JP MORGAN CHASE & CO

898202 5/5/17 8/2/17 313589JX2 A-1+ P-1 2,000,000.00 0.8500

FHLB DISC CORP / Mizuho Securities USA Inc

891611 3/28/17 8/11/17 313385KG0 A-1+ P-1 1,000,000.00 0.8600

FHLB DISC CORP / CASTLE OAK SECURITIES

867456 10/21/16 10/2/17 313385ML7 A-1+ P-1 1,000,000.00 0.7000

FHLB DISC CORP / BARCLAYS CAPITAL

894934 4/17/17 11/2/17 313385NT9 A-1+ P-1 2,000,000.00 0.9700

FREDDIE DISCOUNT / DAIWA

898556 5/10/17 11/2/17 313397NT4 A-1+ P-1 2,000,000.00 1.0250

Subtotal for DISCOUNT NOTES: 24,465,000.00 0.0000 0.8111
GOVT AGENCY-FIX-30/360

FANNIE MAE / BNY Mellon Capital Market

880825 1/18/17 6/1/17 31359MEL3 AA+ Aaa AAA 3,000,000.00 0.6102 2,999,370.00 (630.00)
AAA 2,008,667.98 (240.90)
FANNIE MAE / BNY Mellon Capital Market NR 1,000,230.00 (486.78)
AAA (246.80)
880818 1/18/17 6/12/17 31398ADM1 AA+ Aaa AAA 2,006,000.00 5.3750 0.6101 999,710.00
1,000,260.00 (17.98)
FED HM LN BK BD / FTN FINANCIAL
57
873543 11/30/16 8/15/17 3133787H8 AA+ Aaa 1,000,000.00 1.1500 0.7992

FANNIE MAE / FTN FINANCIAL

892638 4/3/17 8/28/17 3135G0MZ3 AA+ Aaa 1,000,000.00 0.8750 0.8800

FED FARM CR BK / RBC

898559 5/10/17 9/22/17 3133EDVU3 AA+ Aaa 1,000,000.00 1.1250 1.0100

Run Date: 02-Jun-2017 05:18 pm ORANGE COUNTY TREASURER-TAX COLLECTOR Page 3 of 5
Print Date: 02-Jun-2017 User: JH
As at date: 02-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Fund/Non-Pooled Investments * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)
1,379,042.50
Issuer / Broker 9,419,052.97 (2,577.09) 2,444.44
33,819,541.87 (32,727.12) 47,730.94
UNITED STATES DOLLAR (32,727.12) 75,936.30
2,993,592.08
283-John Wayne Airport 2,993,592.08 0.00 1,971.67
0.00 1,971.67
GOVERNMENT AGENCY 1,001,015.63
2,498,437.50 (915.79) 3,149.17
GOVT AGENCY-FIX-30/360 1,999,218.75 1,156.66 5,222.72
1,997,187.50 3,125.00
FANNIE MAE / JP MORGAN CHASE BANK, NA 1,498,710.94 392.76 1,536.89
762.42
870226 11/7/16 9/27/17 3135G0ZL0 AA+ Aaa AAA 1,375,000.00 1.0000 0.6676 997,656.25 638.11 978.26 1,376,465.41 1,374,876.25 (1,589.16)
998,437.50 252.76 17.08 9,386,325.85 9,383,114.23 (3,211.62)
Subtotal for GOVT AGENCY-FIX-30/360: 9,381,000.00 1.6317 0.7101 10,990,664.07 33,815,020.11 33,807,596.10 (7,424.01)
33,846,000.00 0.4523 0.7831 13,984,256.15 43.65 271.74
Subtotal for GOVERNMENT AGENCY: 50,434,459.77 2,330.57 14,300.86
2,330.57 16,272.53
U. S. TREASURIES (30,396.55) 92,208.83

TREASURY BILL

US TREASURY N/B / BNY Mellon Capital Market

897812 5/4/17 8/3/17 912796LM9 AA+ Aaa AAA 3,000,000.00 0.8450 2,993,592.08 2,995,266.66 1,674.58
2,993,592.08 2,995,266.66 1,674.58
Subtotal for TREASURY BILL: 3,000,000.00 0.0000 0.8450
TREASURY BOND 1,000,099.84 999,941.41 (158.43)
2,499,594.16 2,498,730.48 (863.69)
US TREASURY N/B / GOLDMAN SACHS 1,999,611.51 1,998,281.26 (1,330.25)
1,997,949.92 1,997,382.82 (567.10)
860994 9/8/16 6/30/17 912828TB6 AA+ Aaa AAA 1,000,000.00 0.7500 0.6239 1,499,349.05 1,497,978.51 (1,370.54)
Aaa AAA (233.23)
US TREASURY N/B / Mizuho Securities USA Inc Aaa AAA 997,909.01 997,675.78 (297.56)
Aaa AAA 998,481.15 998,183.59 (4,820.80)
875371 12/12/16 7/31/17 912828XP0 AA+ Aaa AAA 2,500,000.00 0.6250 0.7235 10,992,994.64 10,988,173.85 (3,146.22)
Aaa AAA 13,986,586.72 13,983,440.51 (10,570.22)
US TREASURY N/B / JEFFERIES & COMPANY Aaa AAA 50,432,268.58 50,421,698.36 0.999790

887430 3/1/17 8/31/17 912828TM2 AA+ 2,000,000.00 0.6250 0.7038

US TREASURY N/B / BNY Mellon Capital Market

894927 4/17/17 9/30/17 912828TS9 AA+ 2,000,000.00 0.6250 0.9361

US TREASURY N/B / FTN FINANCIAL

878543 1/3/17 10/31/17 912828TW0 AA+ 1,500,000.00 0.7500 0.8548

US TREASURY N/B / JEFFERIES & COMPANY

898558 5/10/17 11/30/17 912828UA6 AA+ 1,000,000.00 0.6250 1.0474

US TREASURY N/B / CITIGROUP GLOBAL MARKETS

900469 5/22/17 5/15/18 912828XA3 AA+ 1,000,000.00 1.0000 1.1606

Subtotal for TREASURY BOND: 11,000,000.00 0.6875 0.8366
Subtotal for U. S. TREASURIES: 14,000,000.00
Total 283-John Wayne Airport : 50,476,661.75 0.5402 0.8384
Net Asset Value (NAV): 0.4531 0.7965

505-Foothill Rnch 87-4 DS

REPURCHASE AGREEMENTS
BAYERISCHE LANDESBK-REPO

58

Run Date: 02-Jun-2017 05:18 pm ORANGE COUNTY TREASURER-TAX COLLECTOR Page 4 of 5
Print Date: 02-Jun-2017 User: JH
As at date: 02-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Fund/Non-Pooled Investments * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)
1,081,500.00
Issuer / Broker 1,081,500.00 0.00 19,743.38
1,081,500.00 0.00 19,743.38
UNITED STATES DOLLAR 1,081,500.00 0.00 19,743.38
0.00 19,743.38
505-Foothill Rnch 87-4 DS 3,500,620.80
3,484,265.61 (572.31) 9,644.44
REPURCHASE AGREEMENTS 3,513,956.88 11,791.87 10,135.42
3,565,765.00 (8,828.23) 18,503.33
BAYERISCHE LANDESBK-REPO 3,520,986.46 (33,988.01) 18,593.75
3,320,996.00 (9,951.26) 26,383.68
BAYERISCHE LANDESBK GIRO / 3,508,150.38 19,481.94
3,480,120.00 (408.66) 21,705.83
26091 7/24/97 8/15/19 AA+ Aaa AAA 1,081,500.00 6.2000 0.0000 3,490,315.50 (2,994.66) 1,081,500.00 1,081,500.00 0.00
31,385,176.63 3,960.25 3,038.19 1,081,500.00 1,081,500.00 0.00
Subtotal for BAYERISCHE LANDESBK- 1,081,500.00 6.2000 0.0000 31,385,176.63 23,527.78
REPO: 660.18 151,014.36 1,081,500.00 1,081,500.00 0.00
Subtotal for REPURCHASE AGREEMENTS: 1,081,500.00 6.2000 0.0000 (40,330.83) 151,014.36 1,081,500.00 1,081,500.00 0.00
Total 505-Foothill Rnch 87-4 DS : 1,081,500.00 6.2000 0.0000 (40,330.83) 1.000000

Net Asset Value (NAV):

650-Fountain Valley SD40

GOVERNMENT AGENCY

GOVT AGENCY-FIX-30/360

FED HM LN BK BD / DAIWA CAPITAL MARKETS

794636 7/30/15 7/27/17 3130A5ZU6 AA+ Aaa NR 3,500,000.00 0.8000 0.7910 3,500,048.49 3,499,370.00 (678.49)
Aaa AAA 3,496,057.48 3,491,845.00 (4,212.48)
FREDDIE MAC / DAIWA CAPITAL MARKETS Aaa AAA 3,505,128.65 3,500,560.00 (4,568.65)
Aaa AAA 3,531,776.99 3,532,987.50 1,210.51
794637 7/30/15 1/12/18 3137EADN6 AA+ Aaa NR 3,500,000.00 0.7500 0.9360 3,511,035.20 3,515,330.00 4,294.80
Aaa AAA 3,320,587.34 3,336,068.80 15,481.46
FED FARM CR BK / DAIWA CAPITAL MARKETS Aaa NR 3,505,155.72 3,529,750.00 24,594.28
Aaa AAA 3,484,080.25 3,444,822.50 (39,257.75)
794630 7/30/15 6/25/18 3133EE2F6 AA+ Aaa AAA 3,500,000.00 1.2200 1.0800 3,490,975.68 3,527,632.50 36,656.82
31,344,845.80 31,378,366.30 33,520.50
FANNIE MAE / MORGAN STANLEY 31,344,845.80 31,378,366.30 33,520.50

794633 7/30/15 2/19/19 3135G0ZA4 AA+ 3,500,000.00 1.8750 1.3317 59

FED HM LN BK BD / DAIWA CAPITAL MARKETS

794631 7/30/15 6/14/19 313379EE5 AA+ 3,500,000.00 1.6250 1.4650

FANNIE MAE / MORGAN STANLEY

794635 7/30/15 1/21/20 3135G0A78 AA+ 3,320,000.00 1.6250 1.6180

FED HM LN BK BD / DAIWA CAPITAL MARKETS

794638 7/30/15 7/29/20 3130A5Z77 AA+ 3,500,000.00 1.8300 1.7810

FANNIE MAE / DEUTSCHE

846388 6/9/16 5/6/21 3135G0K69 AA+ 3,500,000.00 1.2500 1.3700

FANNIE MAE / TD SECURITIES

882763 1/30/17 1/5/22 3135G0S38 AA+ 3,500,000.00 2.0000 2.0592

Subtotal for GOVT AGENCY-FIX-30/360: 31,320,000.00 1.4406 1.3800
Subtotal for GOVERNMENT AGENCY: 31,320,000.00 1.4406 1.3800
U. S. TREASURIES

Run Date: 02-Jun-2017 05:18 pm ORANGE COUNTY TREASURER-TAX COLLECTOR Page 5 of 5
Print Date: 02-Jun-2017 User: JH
As at date: 02-Jun-2017 Investment Inventory with Market Value by Entity & Instrument
John Wayne Airport Investment Fund/Non-Pooled Investments * Market values provided by Bloomberg & Northern Trust

As of 31-May-2017

Deal Settle Maturity CUSIP S&P Moodys Fitch Face Coupon Purchase Capital Capital Interest Book Value Market Unrealized
No. Date Date Value Yield Accrual Accrual Value * Gain/(Loss)
3,479,680.47
Issuer / Broker 3,479,680.47 5,408.16 16,085.98
3,479,680.47 5,408.16 16,085.98
UNITED STATES DOLLAR 34,864,857.10 5,408.16 16,085.98
153,839,553.20 (34,922.67) 167,100.34
650-Fountain Valley SD40 (65,319.22) 365,287.30

U. S. TREASURIES
TREASURY BOND

US TREASURY N/B / CITIGROUP GLOBAL MARKETS

825557 2/1/16 1/31/21 912828N89 AA+ Aaa AAA 3,500,000.00 1.3750 1.4960 3,485,088.63 3,473,476.58 (11,612.05)
3,485,088.63 3,473,476.58 (11,612.05)
Subtotal for TREASURY BOND: 3,500,000.00 1.3750 1.4960 3,485,088.63 3,473,476.58 (11,612.05)
Subtotal for U. S. TREASURIES: 3,500,000.00 34,829,934.43 34,851,842.88
Total 650-Fountain Valley SD40 : 34,820,000.00 1.3750 1.4960 21,908.45
Net Asset Value (NAV): 1.4340 1.3916 153,802,439.34 153,813,777.57
1.000629
Total Investments: 153,836,898.08 0.7755 0.8350 11,338.23

Report Parameters 60

Deals [Settlement Date] <= 31-May-2017
Deals [Entity Name] include list 100-GF-Tax Ex-Non AMT, 283-John Wayne Airport, 505-Foothill Rnch 87-4 DS, 650-Fountain Valley SD40
Deals [Instrument Type] exclude list NT TREASURY SWEEP - GF100, NT TREASURY SWE...

Prepared by: Accountant
Date: 6/12/2017

COUNTY OF ORANGE
CEO / PUBLIC FINANCE DEPARTMENT
INVENTORY OF INVESTMENTS WITH TRUSTEES

May 31, 2017

TRUSTEE INVESTMENT TYPE PURCHASE MATURITY DESCRIPTION CUSIP # INTEREST BOOK VALUE MARKET VALUE ACCRUED
DATE DATE RATE INTEREST
U.S. BANK MONEY MARKET 60934N674 $ 101,220.65 $ 101,220.65
CERTIFICATES OF PARTICIPATION U.S. BANK US TR STRPD BOND 11/15/96 11/15/18 FEDERATED US TREASURY CASH RESERVES 912803AP8 0.41% 10,458.00 68,881.40 $ 18.85
1991 CIVIC CENTER PARKING U.S. BANK US TR STRPD BOND 06/01/95 11/15/18 U.S. TREASURY STRIPPED 912833KT6 0.00% 43,923.12 -
1991 CIVIC CENTER PARKING U.S. BANK US TREASURY BOND 06/01/95 11/15/18 U.S. TREASURY STRIPPED 912810EB0 0.00% 288,840.30 -
1991 CIVIC CENTER PARKING US TREASURY BOND 9.00% 2,558,237.10 2,502,979.57
1991 CIVIC CENTER PARKING 8,433.75

REDEVELOPMENT AGENCIES U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Y 31846V203 0.39% 1,006,929.87 1,006,929.87 320.93
2014 NDAPP 0.66% 3,642,934.92 3,642,934.92 1,996.45

2014 SANTA ANA HEIGHTS U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567

COMMUNITY FACILITIES DISTRICTS U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567 0.66% 9,745,050.49 9,745,050.49 5,340.61
1994C/2004A SOCPFA 0.24% 2,207,069.13 2,207,069.13 422.27
0.24% -
1999 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.66% 11.21 11.21
0.59% 6,661,575.62 6,661,575.62 3,650.78
2005 SOCPFA SERIES A U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 76,938,077.63 76,938,077.63 40,699.13

2014 SOCPFA SERIES A&B U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567

2016-1 VILLAGE OF ESENCIA U.S. Bank MONEY MARKET FIDELITY INSTl MM FDS GOVERNMENT I 316175108

ASSESSMENT DISTRICTS U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.24% 1,567,227.27 1,567,227.27 299.84
IRVINE COAST U.S. BANK MONEY MARKET INVESCO STIT TREASURY PORTFOLIO 825252570 0.64% 89,528.06 89,528.06 47.38
IRVINE COAST
0.24% 477,267.39 477,267.39 91.31
NEWPORT COAST - 2003B U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.24% 1,088,013.61 1,088,013.61 208.17
NEWPORT COAST - Group 1 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.24% 133.14
NEWPORT COAST - Group 2 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.24% 695,842.21 695,842.21 169.60
NEWPORT COAST - Group 3 U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 0.23% 886,455.91 886,455.91
NEWPORT COAST - Group 4 U.S. BANK MONEY MARKET FIRST AMERICAN TREAS OBLIGATION FUND CL D 31846V302 446,830.43 446,830.43 83.91
0.66%
1999 REASSESSMENT BONDS (RAD 99-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567 0.24% 84,800.94 84,800.94 46.64
1999 REASSESSMENT BONDS (RAD 99-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 1,361,638.87 1,361,638.87 260.52
0.66%
2001 REASSESSMENT BONDS (RAD 01-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567 0.24% 8,416.67 8,416.67 4.61
2001 REASSESSMENT BONDS (RAD 01-1R) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL D 31846V401 727,593.49 727,593.49 139.21

REVENUE BONDS U.S. BANK MONEY MARKET US BANK MMKT 5 - CT 9AMMF05B2 0.20% 9,219,367.71 9,219,367.71 846.75
2012 JUVENILE JUSTICE CENTER 0.24% 19,549,655.97 19,549,655.97 3,501.90
0.66% 2,452.56
2005 LEASE REVENUE REFUNDING BONDS BNY MELLON MONEY MARKET WELLS FARGO TRSRY PLUS MMKT A 453 94975H320 0.66% 5,748,157.07 5,748,157.07 16,167.57
27,215,199.92 27,215,199.92
2006 LEASE REVENUE BONDS (COGEN) U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z** 31846V567

2016 CUF LEASE REVENUE BONDS ZIONS BANK MONEY MARKET FED GOVT OBLI FD-IS 60934N104

PENSION OBLIGATION BONDS (POBs) BNY MELLON MONEY MARKET 06/22/00 09/01/21 FEDERATED GOVT OBLIGATIONS TAX MGD FUND* 608919494 0.26% 2,328.76 2,328.76 0.44
1997A TAXABLE REFUNDING POBs BNY MELLON GOVT SECURITY FED NATL MTG ASSN 30/360 31364KQH6 0.00% 28,132,177.96 61,417,957.97 -
1997A TAXABLE REFUNDING POBs
0.39% 3,875.01 3,875.01 1.20
2015-16 PREPAID POBs U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Y 31846V203
0.66% 1,030.38 1,030.38 1.41
2017A PREPAID POBs U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Z 31846V567

TEETER PLAN U.S. BANK MONEY MARKET FIRST AMERICAN GOVT OBLIGATION FUND CL Y 31846V203 0.39% 44,815.12 44,815.12 1.17
OBLIGATION NOTES $ 200,265,710.49 $ 233,799,573.55 $ 85,340.10

TOTAL OF INVESTMENTS WITH TRUSTEES
*Effective December 18, 2015, Federated Automated Government Cash Reserves-SS reorganized into Federated Government Obligations Tax-Managed Fund-AS new CUSIP# 608919494
**Effective September 9, 2016, First American Prime Obligation Funds were reivested in First American Government Obligation Funds CL Z new CUSIP# 31846V567

Note: Investment balances with trustee provided by County Executive Office - Public Finance Accounting 61 CEO Investments w Trustees May 2017

A1

61























Run Date: 05-Jun-2017 09:23 am County of Orange Page 8 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 15,000,000.00
(Gain) / Loss 25,000,000.00
20,000,000.00
Fund: County Money Mkt Fnd 50,000,000.00
(2,810,140.60)
893669 FHLB DISC CORP /FTN FINANCIAL AGDN 0.7600 / 0.7607 (49,996,875.00)
0.7600 / 0.7607
5/19/2017 5/19/2017 MAT (15,000,000.00) (14,986,700.00) 0.00 (13,300.00) (2,810,140.60)
5/19/2017 (25,000,000.00) (24,977,833.33) 0.00 (22,166.67) 39,375.00
893670 FHLB DISC CORP /BNY Mellon AGDN 5/19/2017 (20,000,000.00) (19,990,955.56) 0.00 (9,044.44)
Capital Market 5/19/2017 (50,000,000.00) (49,998,958.33) 0.00 (1,041.67) 5,906.25
5/19/2017 0.00 0.00 14,720.63
5/19/2017 5/19/2017 MAT 2,801,000.00 2,810,140.60 0.00 0.00
MAT 50,000,000.00 49,996,875.00 43,818.75
896804 FHLB DISC CORP /UBS AGDN 5/19/2017 0.7400 / 0.7403 12,503.75
5/21/2017 0.7500 / 0.7500 2,810,140.60 17,500.00
5/19/2017 0.00 73
5/21/2017
900110 FHLB DISC CORP /BARCLAY AGDN 5/21/2017 0.00
CAPITAL 0.00
5/21/2017
5/19/2017 5/21/2017 MAT 0.00
5/21/2017 1.0000 / 0.8902 0.00
900160 FREDDIE MAC /BNY Mellon AGNF1 0.00
Capital Market 7/28/2017

900162 FHLB DISC CORP /BNY Mellon AGDN PURC
Capital Market 0.7500 / 0.7500

5/22/2017 PURC
0.4169 / 0.4169
900657 U.S. TREAS MMF - / NTSWEEPMM
NT - COUNTY F
MMF
5/22/2017
PURC 2,810,140.60 0.00 0.00
869320 JOHNSON & /BNY Mellon MTN 1.1250 / 0.9302 0.00 0.00 (39,375.00)
JOHNSON Capital Market
INT
11/21/2017 1.1250 / 0.9297

869321 JOHNSON & /GREAT MTN
JOHNSON PACIFIC 11/21/2017
SECURITIES

874091 JOHNSON & /BNY Mellon MTN INT 0.00 0.00 (5,906.25)
JOHNSON Capital Market 1.1250 / 0.9716 0.00 0.00 (14,720.63)

11/21/2017 INT
1.1250 / 0.9818
874257 JOHNSON & /GREAT MTN
JOHNSON PACIFIC 11/21/2017
SECURITIES

897524 FANNIE MAE /FTN FINANCIAL AGNF1 INT 0.00 0.00 (43,818.75)
0.8750 / 1.1816 0.00 0.00 (12,503.75)
5/21/2018 0.00 0.00 (17,500.00)
INT
899213 FANNIE MAE /FTN FINANCIAL AGNF1 0.8750 / 1.2176

5/21/2018 INT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 9 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 25,625,000.00
(Gain) / Loss 50,000,000.00
(49,998,958.33)
Fund: County Money Mkt Fnd (9,999,791.67)
895122 FREDDIE (9,983,436.11)
/MORGAN AGDN 0.7500 / 0.7505
DISCOUNT 96.30
STANLEY 2,810,140.60
50,000,000.00
5/22/2017 5/22/2017 MAT (25,625,000.00) (25,606,848.96) 0.00 (18,151.04) 50,000,000.00
5/22/2017 0.7500 / 0.7500 (50,000,000.00) (49,996,875.00) 0.00 (3,125.00) 10,000,000.00
900162 FHLB DISC CORP /BNY Mellon AGDN 5/22/2017 50,000,000.00 49,998,958.35 0.00 0.00 (14,975,800.00)
Capital Market 5/22/2017 10,000,000.00 0.00 0.00 (49,998,958.33)
5/22/2017 10,000,000.00 9,999,791.67 0.00 0.00 (2,131,103.60)
5/22/2017 MAT 9,983,436.11 (3,442,569.73)
5/22/2017 0.7500 / 0.7500 0.00 0.00 (96.30) 74
900467 FHLB DISC CORP /BNY Mellon AGDN 5/22/2017 (2,810,140.60) 0.00 0.00 0.00
Capital Market 5/23/2017 (50,000,000.00) (2,810,140.60) 0.00 (45,986.11)
5/23/2017 (50,000,000.00) (49,954,013.89) 0.00 (1,041.67)
5/23/2017 5/23/2017 PURC (10,000,000.00) (49,998,958.33) 0.00 (208.33)
5/23/2017 0.7500 / 0.7500 15,000,000.00 (9,999,791.67) 0.00 0.00
900468 FED FARM CR BK /JEFFERIES & AGDN 5/23/2017 50,000,000.00 14,975,800.01 0.00 0.00
COMPANY 5/23/2017 2,124,000.00 49,998,958.35 0.00 0.00
5/23/2017 3,354,000.00 2,131,103.60 0.00 0.00
5/23/2017 PURC 3,442,569.73
PURC
900471 FHLB DISC CORP /FTN FINANCIAL AGDN 0.8900 / 0.8915
0.4169 / 0.4169
7/28/2017

900657 U.S. TREAS MMF - / NTSWEEPMM
NT - COUNTY F
MMF
5/22/2017
INT
5/22/2017 MAT

893838 FHLB DISC CORP /UBS AGDN MAT 0.7700 / 0.7707
0.7500 / 0.7500
5/23/2017

900467 FHLB DISC CORP /BNY Mellon AGDN
Capital Market

5/23/2017 MAT
0.7500 / 0.7500
900468 FED FARM CR BK /JEFFERIES & AGDN
COMPANY

5/23/2017 MAT
0.8800 / 0.8814
900639 FHLB DISC CORP /BNY Mellon AGDN
Capital Market

7/28/2017 PURC
PURC
900641 FHLB DISC CORP /FTN FINANCIAL AGDN 0.7500 / 0.7500
1.0000 / 0.9000
5/24/2017

900642 FREDDIE MAC /JP MORGAN AGNF1
CHASE & CO 7/28/2017

900643 FANNIE MAE /JP MORGAN AGNF1 PURC
CHASE & CO 6/12/2017 5.3750 / 0.8204

PURC

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 10 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 25,000,000.00
(Gain) / Loss 50,000,000.00
(49,998,958.33)
Fund: County Money Mkt Fnd (4,989,116.67)
896313 FREDDIE
/CITIGROUP AGDN 0.7500 / 0.7505 773.74
11,289,112.42
DISCOUNT GLOBAL 30,000,000.00
MARKETS 50,000,000.00
(4,994,954.17)
5/24/2017 5/24/2017 MAT (25,000,000.00) (24,984,895.83) 0.00 (15,104.17) (49,998,958.33)
5/24/2017 MAT (50,000,000.00) (49,998,958.33) 0.00 (1,041.67) (9,982,691.67)
900641 FHLB DISC CORP /FTN FINANCIAL AGDN 5/24/2017 0.7500 / 0.7500 50,000,000.00 49,998,958.35 0.00 0.00 50,000,000.00
5/24/2017 0.7500 / 0.7500 2,916.67 0.00
5/24/2017 5,000,000.00 4,986,200.00 75
5/24/2017
900832 FHLB DISC CORP /BARCLAYS AGDN 5/24/2017 0.00
CAPITAL 5/25/2017 (11,289,112.42)
5/25/2017 (30,000,000.00)
5/25/2017 PURC (50,000,000.00)
5/25/2017 1.0000 / 1.2957
900836 APPLE INC. /JP MORGAN MTN 5/25/2017 5,000,000.00
CHASE & CO 5/25/2017 50,000,000.00
5/26/2017 10,000,000.00
5/3/2018 PURC (50,000,000.00)
0.4169 / 0.4169
900856 U.S. TREAS MMF - / NTSWEEPMM

NT - COUNTY F
MMF 5/24/2017

5/24/2017 INT 0.00 0.00 (773.74)
MAT (11,289,112.42) 0.00 0.00

893069 US TREASURY N/B /BARCLAYS TBILL 0.7200 / 0.7207 (29,970,000.00) 0.00 (30,000.00)
CAPITAL
(49,998,958.33) 0.00 (1,041.67)
5/25/2017 MAT
0.7500 / 0.7500
900832 FHLB DISC CORP /BARCLAYS AGDN
CAPITAL

5/25/2017 MAT
0.8650 / 0.8659
901055 FHLB DISC CORP /UBS AGDN

FINANCIAL
SERVICES

7/6/2017 PURC 4,994,954.17 0.00 0.00
0.7500 / 0.7500 49,998,958.35 0.00 0.00
901058 FHLB DISC CORP /JP MORGAN AGDN 0.00 0.00
PURC 9,982,691.67 0.00 (1,041.67)
CHASE & CO 0.9300 / 0.9316 (49,998,958.33)

5/26/2017 PURC
0.7500 / 0.7500
901059 FHLB DISC CORP /CASTLE OAK AGDN
MAT
SECURITIES 0.7300 / 0.7301

7/31/2017

901058 FHLB DISC CORP /JP MORGAN AGDN
CHASE & CO

5/26/2017

901295 FHLB DISC CORP /DAIWA AGDN
CAPITAL
MARKETS

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 11 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (49,995,944.44)
(Gain) / Loss (31,943,377.78)

Fund: County Money Mkt Fnd 12,855.56

5/30/2017 5/26/2017 PURC 50,000,000.00 49,995,944.45 0.00 0.00 590.28
5/26/2017 0.9100 / 0.9116 32,000,000.00 14,453.13
902266 FHLB DISC CORP /BANK OF AGDN 4,625,000.00
AMERICA 5/28/2017 PURC 0.00 25,000,000.00
0.5400 / 0.5494 35,000,000.00
8/4/2017 5/30/2017 0.00 31,943,377.79 0.00 0.00
5/30/2017 0.00 50,000,000.00
854507 FED FARM CR BK /DAIWA AGN FLOAT1 5/30/2017 (4,625,000.00)
CAPITAL 8/28/2017 5/30/2017 (25,000,000.00) (24,983,083.33)
MARKETS 5/30/2017 (35,000,000.00) 15,000,000.00
(24,960,222.22)
5/30/2017 INT (50,000,000.00) 0.00 0.00 (12,855.56) 316,172,834.35
0.5400 / 0.5494
854507 FED FARM CR BK /DAIWA AGN FLOAT1 5/30/2017 25,000,000.00 76
CAPITAL 8/28/2017 5/31/2017 (15,000,000.00)
MARKETS 5/31/2017 25,000,000.00
(314,962,000.00)
879618 FED HM LN BK BD /BNY Mellon AGNF1 INT 0.00 0.00 (590.28)
Capital Market 5/30/2017 0.6250 / 0.6101
0.00 0.00 (14,453.13)
5/30/2017 INT (4,628,470.81) 0.00 3,470.81
MAT (24,970,833.33) 0.00 (29,166.67)
892825 FHLB DISC CORP /FTN FINANCIAL AGDN 0.7500 / 0.7509 (34,964,066.67) 0.00 (35,933.33)
MAT 0.7700 / 0.7708
5/30/2017 0.7300 / 0.7301
MAT
894257 FHLB DISC CORP /FTN FINANCIAL AGDN

5/30/2017

901295 FHLB DISC CORP /DAIWA AGDN
CAPITAL 5/30/2017
MARKETS

MAT (49,995,944.44) 0.00 (4,055.56)
0.8400 / 0.8406
901338 FREDDIE /DAIWA AGDN
DISCOUNT CAPITAL 6/28/2017
MARKETS

893074 FHLB DISC CORP /FTN FINANCIAL AGDN PURC 0.7750 / 0.7759 24,983,083.33 0.00 0.00
MAT 0.8950 / 0.8964 (14,981,916.67) 0.00 (18,083.33)
5/31/2017
0.00
901706 US TREASURY N/B /MORGAN TBILL (868,199.34)
STANLEY

8/3/2017 PURC 24,960,222.23 0.00
(315,326,819.40) 22,184.63
Sub Total:

Fund: Extended Fund STEPGOVAGY 0.8750 / 0.8750
778771 FREDDIE MAC /DAIWA
CAPITAL
MARKETS

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 12 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 50,000,000.00
(Gain) / Loss 218,750.00
148,500.00
Fund: Extended Fund
50,000,000.00
5/1/2018 5/1C/2A0L17L REPAY PRINCIPAL (50,000,000.00) (50,000,000.00) 0.00 0.00 16,156.80
5/1/2018 5/1/2017 INT 0.00 0.00 0.00 (218,750.00)
OCPOB2016 5,440,000.00
822663 COUNTY OF /JP MORGAN 1.1880 / 0.8592 0.00
ORANGE CHASE & CO (50,000,000.00) 50,000,000.00
218,750.00
5/1/2017 5/1/2017 INT 0.00 0.00 0.00 (148,500.00)
5/1/2017 5/1/2017 MAT (5,440,000.00) (50,000,000.00) 0.00 0.00 (50,047,077.79)
OCPOB2016 (39,877,451.66)
822664 COUNTY OF /JP MORGAN 1.1880 / 0.8592 (39,956,400.00)
ORANGE CHASE & CO (25,008,875.00)

5/1/2017 5/1/2017 INT 0.00 0.00 (16,156.80) 65,000.00
5/1/2017 5/1/2017 MAT (5,440,000.00) 0.00 0.00 125,000.00
STEPGOVAGY
896341 FREDDIE MAC /UBS 0.8750 / 0.8750 50,000.00
FINANCIAL 50,000.00
SERVICES 77

5/1/2018 5/1C/2A0L17L REPAY PRINCIPAL (50,000,000.00) (50,000,000.00) 0.00 0.00
5/1/2018 5/1/2017 INT 0.00 0.00 0.00 (218,750.00)

897275 US TREASURY N/B /MORGAN TRBD 1.2500 / 1.2561 50,000,000.00 0.00
STANLEY
40,000,000.00 0.00
3/31/2019 5/1/2017 PURC 40,000,000.00 49,994,140.60 52,937.19 0.00
1.0000 / 1.3008 25,000,000.00 0.00
897276 US TREASURY N/B /MORGAN TRBD
STANLEY 0.00 (65,000.00)

897277 FED FARM CR BK /DEUTSCHE AGNF1 6/30/2019 5/1/2017 PURC 1.4400 / 1.5016 0.00 39,743,750.00 133,701.66 (125,000.00)
AGNF1 10/21/2019 5/1/2017 PURC 1.5500 / 1.5645 39,956,400.00 0.00
897278 FED FARM CR BK /DEUTSCHE MTN 4/13/2020 5/1/2017 PURC 1.0000 / 1.2600 25,008,875.00 0.00

783479 APPLE INC. /MORGAN 5/3/2018 5/3/2017 INT 0.00 0.00
783480 APPLE INC. STANLEY 1.0000 / 1.2561
792446 APPLE INC. MTN
/MORGAN
797118 APPLE INC. STANLEY 5/3/2018 5/3/2017 INT 0.00 0.00
1.0000 / 1.3879
/DAIWA MTN
CAPITAL
MARKETS MTN 5/3/2018 5/3/2017 INT 0.00 0.00 0.00 (50,000.00)
5/3/2018 5/3/2017 1.0000 / 1.4609 0.00 0.00 0.00 (50,000.00)
/JEFFERIES &
COMPANY INT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 13 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 50,000.00
(Gain) / Loss 45,000.00
227,500.00
Fund: Extended Fund MTN 1.0000 / 1.3992 15,662.50
797355 APPLE INC. /DAIWA 3,000,000.00
CAPITAL MTN 70,255.50
MARKETS MTN 73,500.00
MTN 104,416.67
5/3/2018 5/3/2017 INT 0.00 0.00 0.00 (50,000.00) 52,500.00
MTN 1.0000 / 1.4102 0.00 0.00 0.00 (45,000.00) 54,747.00
797356 APPLE INC. /MORGAN MTN 0.00 0.00 0.00 (227,500.00)
STANLEY MTN 0.00 0.00 0.00 (15,662.50) 583.33
MTN (3,000,000.00) (3,016,770.00) 0.00 16,770.00 (49,972,550.00)
MTN 5/3/2018 5/3/2017 INT 0.00 0.00 0.00 (70,255.50)
MTN 1.3000 / 1.3341 0.00 0.00 0.00 (73,500.00) 312,500.00
811289 MICROSOFT CORP /JP MORGAN AGNF1 0.00 0.00 0.00 (104,416.67) 50,000,000.00
CHASE & CO AGNF1 0.00 0.00 0.00 (52,500.00)
0.00 0.00 0.00 (54,747.00) 78
11/3/2018 5/3/2017 INT 0.00 0.00 0.00 (583.33)
1.0500 / 0.7622 50,000,000.00 49,972,550.00 0.00 0.00
781653 APPLE INC. /MORGAN 0.00 0.00 0.00 (312,500.00)
STANLEY (50,000,000.00) (50,799,125.00) 0.00 799,125.00

5/5/2017 5/5/2017 INT
5/5/2017 5/5/2017 MAT

874437 APPLE INC. /BNY Mellon 2.1000 / 1.6876
880386 APPLE INC. Capital Market
885009 APPLE INC. 5/6/2019 5/6/2017 INT
889402 APPLE INC. /BNY Mellon 2.1000 / 1.6239
893147 APPLE INC. Capital Market
885009 APPLE INC. 5/6/2019 5/6/2017 INT
898356 FED FARM CR BK /BNY Mellon 2.1000 / 1.5517
763222 FREDDIE MAC Capital Market
5/6/2019 5/6/2017 INT
/JP MORGAN 2.1000 / 1.6824
CHASE & CO
5/6/2019 5/6/2017 INT
/TD SECURITIES 5/6/2019 5/6/2017 2.1000 / 1.5601

/BNY Mellon INT
Capital Market 2.1000 / 1.5517

/JP MORGAN 5/6/2019 5/8/2017 INT
CHASE & CO 1.5500 / 1.5688

/MORGAN 5/8/2020 5/8/2017 PURC
STANLEY 1.2500 / 0.6656

5/12/2017 5/12/2017 INT
5/12/2017 5/12/2017 MAT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 14 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 312,500.00
(Gain) / Loss 50,000,000.00
(35,931,960.00)
Fund: Extended Fund AGNF1 1.2500 / 0.7746
764151 FREDDIE MAC /MORGAN (7,984,880.00)
STANLEY 84,432.00

5/12/2017 5/12/2017 INT 0.00 0.00 0.00 (312,500.00) 10,554,000.00
5/12/2017 5/12/2017 MAT (50,000,000.00) (50,682,041.67) 0.00 682,041.67 28,776.00
36,000,000.00 35,931,960.00 0.00 0.00
899216 FED HM LN BK BD /BANK OF AGNF1 1.3750 / 1.4693 3,597,000.00
AMERICA NA 8,000,000.00 7,984,880.00 0.00 0.00 675,027.00
0.00 0.00 0.00 (84,432.00) 110,500.00
5/28/2019 5/12/2017 PURC 0.00 135,682.22 339,930.56
1.3750 / 1.4693 (10,554,000.00) (10,689,682.22) 0.00 (28,776.00) 339,930.56
899217 FED HM LN BK BD /GREAT AGNF1 0.00 0.00 0.00 56,976.48
PACIFIC 0.00 (675,027.00) 305,937.50
SECURITIES (3,597,000.00) (3,653,976.48) 0.00 (110,500.00) 61,768.13
0.00 0.00 0.00 (339,930.56)
5/28/2019 5/12/2017 PURC 0.00 0.00 0.00 (339,930.56) 79
1.6000 / 1.0639 0.00 0.00
753256 BERKSHIRE /JEFFERIES & MTN 0.00 0.00 0.00 (305,937.50)
HATHAWAY INC COMPANY 0.00 (61,768.13)
0.00 0.00
5/15/2017 5/15/2017 INT 0.00 0.00
5/15/2017 5/15/2017 MAT

762664 BERKSHIRE /MORGAN MTN 1.6000 / 0.8999
HATHAWAY INC STANLEY

5/15/2017 5/15/2017 INT
5/15/2017 5/15/2017 MAT

774634 BERKSHIRE /MORGAN MTN 5.4000 / 1.1030
HATHAWAY INC STANLEY

5/15/2018 5/15/2017 INT
1.3000 / 1.3510
792448 BERKSHIRE /MORGAN MTN
HATHAWAY INC STANLEY

5/15/2018 5/15/2017 INT
1.3750 / 1.3829
871866 FED HM LN BK BD /BANK OF AGNF1
AMERICA

11/15/2019 5/15/2017 INT
1.3750 / 1.3829
871867 FED HM LN BK BD /BANK OF AGNF1
AMERICA

11/15/2019 5/15/2017 INT
1.3750 / 1.4929
878363 FED HM LN BK BD /CITIGROUP AGNF1
GLOBAL
MARKETS

11/15/2019 5/15/2017 INT
1.1250 / 1.0828
789021 JOHNSON & /JP MORGAN MTN
JOHNSON CHASE & CO INT
1.6250 / 0.9323
11/21/2017 5/21/2017

866789 FANNIE MAE /TD SECURITIES AGNF1
Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 15 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 203,125.00
(Gain) / Loss 104,500.00
250,000.00
Fund: Extended Fund 250,000.00
250,000.00
11/27/2018 5/27/2017 INT 0.00 0.00 0.00 (203,125.00) 220,000.00
1.0000 / 0.7882 0.00 312,500.00
842106 US TREASURY N/B /JEFFERIES & TRBD 0.00 312,500.00
COMPANY 0.00
0.00 87,500.00
5/31/2018 5/31/2017 INT 0.00 0.00 0.00 (104,500.00) 281,250.00
1.0000 / 0.7882 0.00 30,240,804.10
842107 US TREASURY N/B /JEFFERIES & TRBD 0.00
COMPANY 0.00 10,000,000.00
0.00 20,890.00
5/31/2018 5/31/2017 INT (23,591,000.00) 0.00 0.00 (250,000.00)
1.0000 / 0.7893 (14,977,541.67)
842275 US TREASURY N/B /BARCLAYS TRBD (10,000,000.00) (14,987,575.00)
CAPITAL 0.00
80
5/31/2018 5/31/2017 INT 15,000,000.00 0.00 0.00 (250,000.00)
1.0000 / 0.7931 15,000,000.00
842276 US TREASURY N/B /JEFFERIES & TRBD
COMPANY

5/31/2018 5/31/2017 INT 0.00 0.00 (250,000.00)
1.0000 / 0.7912
842277 US TREASURY N/B /JEFFERIES & TRBD
COMPANY

5/31/2018 5/31/2017 INT 0.00 0.00 (220,000.00)
1.2500 / 0.9366
868926 US TREASURY N/B /CASTLE OAK TRBD
SECURITIES

868927 US TREASURY N/B /TD SECURITIES TRBD 11/30/2018 5/31/2017 INT 0.00 0.00 (312,500.00)
11/30/2018 5/31/2017 1.2500 / 0.9347 0.00 0.00 (312,500.00)
868928 US TREASURY N/B /TD SECURITIES TRBD 11/30/2018 5/31/2017 0.00 0.00 (87,500.00)
INT
882924 US TREASURY N/B /JEFFERIES & TRBD 1.2500 / 0.9385
COMPANY
INT
1.1250 / 1.3007

5/31/2019 5/31/2017 INT 0.00 0.00 (281,250.00)
Sub Total: (25,689,039.77) 186,638.85 (4,738,403.18)

Fund: Educational Money Mkt Fnd

894512 FNMA DISCOUNT /TD SECURITIES AGDN 0.7700 / 0.7703
1.0000 / 1.2196
5/1/2017 5/1/2017 MAT (9,996,150.00) 0.00 (3,850.00)
0.00 0.00 (20,890.00)
896149 MICROSOFT CORP /BNY Mellon MTN 0.00 0.00
897273 FNMA DISCOUNT Capital Market 14,977,541.67 0.00 0.00
14,987,575.01
/FTN FINANCIAL AGDN 5/1/2018 5/1/2017 INT 0.7700 / 0.7712
7/10/2017 5/1/2017 PURC 0.7100 / 0.7106

897274 FNMA DISCOUNT /BARCLAYS AGDN
CAPITAL

6/12/2017 5/1/2017 PURC

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 16 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (39,999,166.67)
(Gain) / Loss (2,119,147.95)
10,000,000.00
Fund: Educational Money Mkt Fnd 10,000,000.00
18,475.00
897523 FED FARM CR BK /BARCLAYS AGDN 0.7500 / 0.7500
25,000.00
CAPITAL 40,000,000.00
(39,999,161.11)
897526 FREDDIE MAC /FTN FINANCIAL AGNF1 5/3/2017 5/2/2017 PURC 0.8750 / 1.1375 40,000,000.00 39,999,166.68 0.00 0.00 (9,978,513.89)
3/7/2018 5/2/2017 PURC 0.5480 / 0.5488 2,121,000.00 2,119,147.95 0.00 0.00 (14,987,870.83)
5/3/2017 5/3/2017 (9,986,147.78) 0.00 (13,852.22) (9,952,425.00)
883204 FHLB DISC CORP /BARCLAYS AGDN 5/3/2017 5/3/2017 (10,000,000.00) (9,989,111.11) 0.00 (10,888.89) 11,000,000.00
888366 FHLB DISC CORP CAPITAL 5/3/2018 5/3/2017 (10,000,000.00) 0.00 0.00 (18,475.00) 40,000,000.00
893666 APPLE INC.
893859 APPLE INC. /BARCLAYS AGDN 5/3/2018 5/3/2017 MAT 0.00 0.00 0.00 (25,000.00) 81
CAPITAL 5/3/2017 5/3/2017 0.7000 / 0.7008 (39,999,166.67) 0.00 (833.33)
897523 FED FARM CR BK 5/4/2017 5/3/2017 0.00 39,999,161.12 0.00 0.00
897771 FHLB DISC CORP /BNY Mellon MTN 8/2/2017 5/3/2017 MAT (40,000,000.00) 0.00 0.00
Capital Market 6/13/2017 5/3/2017 1.0000 / 1.2617 40,000,000.00 9,978,513.89 0.00 0.00
10/23/2017 5/3/2017 10,000,000.00 14,987,870.84 0.00 0.00
/UBS MTN 5/4/2017 5/4/2017 INT 15,000,000.00 0.00 (11,165.00)
FINANCIAL 5/4/2017 5/4/2017 1.0000 / 1.2618 10,000,000.00 9,952,425.00 0.00 (838.89)
SERVICES (11,000,000.00) (10,988,835.00)
(40,000,000.00) (39,999,161.11)
/BARCLAYS AGDN INT
CAPITAL 0.7500 / 0.7500

/TD SECURITIES AGDN MAT 0.7550 / 0.7550
PURC 0.8500 / 0.8518

897773 FNMA DISCOUNT /JP MORGAN AGDN
CHASE & CO

897774 FNMA DISCOUNT /BARCLAYS AGDN PURC
CAPITAL 0.7100 / 0.7106

897776 FHLB DISC CORP /CASTLE OAK AGDN PURC
SECURITIES 0.9900 / 0.9947

888080 US TREASURY N/B /BARCLAYS TBILL PURC
CAPITAL 0.6300 / 0.6306

897771 FHLB DISC CORP /TD SECURITIES AGDN MAT 0.7550 / 0.7550
MAT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 17 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (4,991,562.50)
(Gain) / Loss
(4,991,675.00)
Fund: Educational Money Mkt Fnd (3,006,326.00)

897810 FNMA DISCOUNT /GREAT AGDN 0.8100 / 0.8114 20,626.07
7,645,000.00
PACIFIC
21,505.62
SECURITIES 7,971,000.00

7/18/2017 5/4/2017 PURC 5,000,000.00 4,991,562.50 0.00 0.00 8,353.33
0.8100 / 0.8114 1,600,000.00
897811 FNMA DISCOUNT /GREAT AGDN 5,000,000.00 4,991,675.00 0.00 0.00
PACIFIC 3,000,000.00 3,006,326.00 0.00 0.00 20,234.87
SECURITIES 0.00 (20,626.07) 7,500,000.00
0.00 0.00 0.00 3,570.22 40,000,000.00
7/17/2017 5/4/2017 PURC (7,645,000.00) (7,648,570.22) 0.00 (21,505.62)
0.00 4,304.34 59,877.74
897813 FREDDIE MAC /FTN FINANCIAL AGNF1 PURC 0.7500 / 0.8305 0.00 0.00 11,469,000.00
0.7041 / 0.6561 (7,971,000.00) (7,975,304.34) 0.00 (8,353.33)
7/14/2017 5/4/2017 INT 0.8576 / 0.7826 0.00 2,448.00 (29,998,125.00)
MAT 1.0500 / 0.8147 0.00 0.00
842983 APPLE INC. /DEUTSCHE MTNF (1,600,000.00) (1,602,448.00) 0.00 (20,234.87) (5,010,017.22)
INT 0.00 1,365.00 4,046.97
5/5/2017 5/5/2017 MAT 0.00 0.00 0.00 (13,333.33)
5/5/2017 5/5/2017 (7,500,000.00) (7,501,365.00) 82
(40,000,000.00) (39,986,666.67) 0.00 (59,877.74)
858057 APPLE INC. /DEUTSCHE MTNF 0.00 607.86
0.00 0.00
5/5/2017 5/5/2017 (11,469,000.00) (11,469,607.86) 0.00 0.00
5/5/2017 5/5/2017
30,000,000.00 29,998,125.00 0.00 0.00
860489 APPLE INC. /JP MORGAN MTN 0.00 (4,046.97)
CHASE & CO 5,000,000.00 5,010,017.22
0.00 0.00
5/5/2017 5/5/2017 INT
5/5/2017 5/5/2017 MAT

892822 APPLE INC. /CASTLE OAK MTNF 1.1037 / 0.9262
SECURITIES

5/5/2017 5/5/2017 INT
5/5/2017 5/5/2017 MAT

895411 FHLB DISC CORP /FTN FINANCIAL AGDN MAT 0.7500 / 0.7503
896150 APPLE INC. 1.0500 / 0.8722
5/5/2017 5/5/2017

/BNY Mellon MTN
Capital Market

5/5/2017 5/5/2017 INT
5/5/2017 5/5/2017 MAT

898200 FHLB DISC CORP /BNY Mellon AGDN 0.7500 / 0.7500
898203 FED FARM CR BK Capital Market AGNF1
898371 APPLE INC. MTNF 5/8/2017 5/5/2017 PURC
/BNY Mellon 0.6800 / 0.8504
Capital Market
7/3/2017 5/5/2017 PURC 0.8832 / 0.7983
/ 5/5/2017 5/5/2017 INT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 18 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date 1,500,000.00
(Gain) / Loss 20,000,000.00
30,000,000.00
Fund: Educational Money Mkt Fnd (9,981,819.44)
50,000,000.00
5/5/2017 5/5/2017 MAT (1,500,000.00) (1,500,720.00) 0.00 720.00 (9,986,069.44)
5/8/2017 5/8/2017 MAT (20,000,000.00) (49,998,958.33)
895417 FHLB DISC CORP /UBS AGDN 0.7600 / 0.7603 (30,000,000.00) (9,985,361.11)
0.7500 / 0.7500 10,000,000.00 25,000,000.00
(50,000,000.00) (19,991,977.78) 0.00 (8,022.22) 25,000,000.00
10,000,000.00 50,000,000.00
898200 FHLB DISC CORP /BNY Mellon AGDN 50,000,000.00 50,000,000.00
898354 FNMA DISCOUNT Capital Market 10,000,000.00 (49,998,958.33)
(25,000,000.00) 15,000,000.00
/FTN FINANCIAL AGDN 5/8/2017 5/8/2017 MAT 0.8500 / 0.8515 (25,000,000.00) (29,998,125.00) 0.00 (1,875.00) 50,000,000.00
7/24/2017 5/8/2017 PURC 0.7500 / 0.7502 (50,000,000.00) 9,981,819.44 0.00 0.00
(50,000,000.00) 83
897074 FREDDIE /BARCLAYS AGDN 50,000,000.00
DISCOUNT CAPITAL (15,000,000.00)
(50,000,000.00)
898399 FHLB DISC CORP 5/9/2017 5/9/2017 MAT (49,988,541.67) 0.00 (11,458.33)
0.8500 / 0.8512
898400 FHLB DISC CORP /CASTLE OAK AGDN
SECURITIES
898402 FHLB DISC CORP
7/7/2017 5/9/2017 PURC 9,986,069.44 0.00 0.00
0.7500 / 0.7500
/BARCLAYS AGDN
CAPITAL

/FTN FINANCIAL AGDN 5/10/2017 5/9/2017 PURC 0.8500 / 0.8512 49,998,958.35 0.00 0.00
7/10/2017 5/9/2017 PURC 0.7550 / 0.7558 9,985,361.11 0.00 0.00

890946 FHLB DISC CORP /BNY Mellon AGDN
890947 FHLB DISC CORP Capital Market

/FTN FINANCIAL AGDN 5/10/2017 5/10/2017 MAT 0.7550 / 0.7558 (24,974,833.33) 0.00 (25,166.67)
5/10/2017 5/10/2017 MAT 0.7300 / 0.7306 (24,974,833.33) 0.00 (25,166.67)

891960 FED FARM CR BK /BNY Mellon AGDN
898400 FHLB DISC CORP Capital Market
898560 FHLB DISC CORP
5/10/2017 5/10/2017 MAT (49,958,430.56) 0.00 (41,569.44)
0.7500 / 0.7500
/BARCLAYS AGDN
CAPITAL

/FTN FINANCIAL AGDN 5/10/2017 5/10/2017 MAT 0.7500 / 0.7500 (49,998,958.33) 0.00 (1,041.67)
5/11/2017 5/10/2017 PURC 0.5125 / 0.5132 49,998,958.35 0.00 0.00

884577 US TREASURY N/B /JEFFERIES & TBILL
COMPANY

898560 FHLB DISC CORP /FTN FINANCIAL AGDN 5/11/2017 5/11/2017 MAT 0.7500 / 0.7500 (14,980,567.71) 0.00 (19,432.29)
5/11/2017 5/11/2017 MAT 0.7500 / 0.7500 (49,998,958.33) 0.00 (1,041.67)

898979 FHLB DISC CORP /UBS AGDN
Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 19 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (6,999,854.17)
(Gain) / Loss
(5,963,875.75)
Fund: Educational Money Mkt Fnd (16,899,647.92)

5/12/2017 5/11/2017 PURC 7,000,000.00 6,999,854.17 0.00 0.00 19,868.20
0.7500 / 0.7500 7,500,000.00
898980 FHLB DISC CORP /CITIGROUP AGDN 5,964,000.00
GLOBAL 9,756.25
MARKETS 16,900,000.00 1,561,000.00
0.00
5/12/2017 5/11/2017 PURC 5,963,875.75 0.00 0.00 6,250.00
0.7500 / 0.7500 (7,500,000.00) 1,000,000.00
898981 FHLB DISC CORP /BARCLAYS AGDN 0.00 16,899,647.92 0.00 0.00
CAPITAL 11,187.50
(1,561,000.00) 0.00 0.00 (19,868.20) 2,500,000.00
841152 APPLE INC. /RBC MTNF 5/12/2017 5/11/2017 PURC 0.6672 / 0.6470 0.00 (7,501,527.30) 0.00 1,527.30
1.2500 / 0.5567 9,576.50
850601 FREDDIE MAC /DEUTSCHE AGNF1 5/12/2017 5/12/2017 INT 1.2500 / 0.6064 (1,000,000.00) 0.00 0.00 (9,756.25) 2,140,000.00
5/12/2017 5/12/2017 MAT 0.9000 / 0.8165 (1,573,064.93) 0.00 12,064.93 7,000,000.00
857121 FREDDIE MAC /FTN FINANCIAL AGNF1 0.00
5/12/2017 5/12/2017 INT (2,500,000.00) 0.00 0.00 (6,250.00) 5,964,000.00
5/12/2017 5/12/2017 MAT (1,007,982.17) 0.00 7,982.17 16,900,000.00
0.00
5/12/2017 5/12/2017 INT (2,140,000.00) 84
5/12/2017 5/12/2017 MAT (7,000,000.00)

861702 APPLE INC. /GREAT MTN (5,964,000.00)
PACIFIC
SECURITIES (16,900,000.00)

5/12/2017 5/12/2017 INT 0.00 0.00 (11,187.50)
5/12/2017 5/12/2017 MAT (2,501,375.00) 0.00 1,375.00

861704 APPLE INC. /GREAT MTN 0.9000 / 0.8165
PACIFIC
SECURITIES

898979 FHLB DISC CORP /UBS AGDN 5/12/2017 5/12/2017 INT 0.7500 / 0.7500 0.00 0.00 (9,576.50)
898980 FHLB DISC CORP AGDN 5/12/2017 5/12/2017 MAT 0.7500 / 0.7500 (2,141,177.00) 0.00 1,177.00
/CITIGROUP
898981 FHLB DISC CORP GLOBAL AGDN 5/12/2017 5/12/2017 MAT (6,999,854.17) 0.00 (145.83)
899207 FED FARM CR BK MARKETS AGDN
Deals [Transaction Type] = SE 5/12/2017 5/12/2017 MAT (5,963,875.75) 0.00 (124.25)
/BARCLAYS 0.7500 / 0.7500 (16,899,647.92) 0.00 (352.08)
CAPITAL
5/12/2017 5/12/2017 MAT
/JEFFERIES & 0.7500 / 0.7500
COMPANY

Run Date: 05-Jun-2017 09:23 am County of Orange Page 20 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (20,998,687.50)
(Gain) / Loss
(29,998,125.00)
Fund: Educational Money Mkt Fnd (2,005,479.67)

5/15/2017 5/12/2017 PURC 21,000,000.00 20,998,687.50 0.00 0.00 43,904.00
0.7500 / 0.7500 5,488,000.00
899214 FHLB DISC CORP /DAIWA AGDN 5/12/2017 30,000,000.00
5/12/2017 2,000,000.00 19,200.00
CAPITAL 2,400,000.00
5/15/2017 0.00
MARKETS 5/15/2017 (5,488,000.00) 19,720.00
2,465,000.00
5/15/2017 5/15/2017 PURC 0.00 29,998,125.00 0.00 0.00
5/15/2017 PURC (2,400,000.00) 2,005,479.67 0.00 0.00 3,567.85
899219 FANNIE MAE /FTN FINANCIAL CALLGOVAGY 1.0500 / 1.2576
5/15/2017 1.6000 / 0.8290 0.00 0.00 0.00 (43,904.00) 19,040.00
839803 BERKSHIRE /JP MORGAN MTN 5/25/2018 5/15/2017 (2,465,000.00) (5,531,904.00) 0.00 43,904.00 2,380,000.00
HATHAWAY INC CHASE & CO MTN
MTN 5/15/2017 5/15/2017 0.00 0.00 0.00 (19,200.00) 11,048.00
MTNF 5/15/2017 INT (2,418,240.00) 0.00 18,240.00 1,381,000.00
MTN 5/15/2017 MAT 0.00
5/15/2017 5/15/2017 (2,380,000.00) 0.00 0.00 (19,720.00) 8,000.00
843437 BERKSHIRE /JP MORGAN 5/15/2017 1.6000 / 0.8180 (2,482,033.15) 0.00 17,033.15 1,000,000.00
HATHAWAY INC CHASE & CO 5/15/2017 0.00
5/15/2017 5/15/2017 (1,381,000.00) 0.00 0.00 (3,567.85) 22,000.00
5/15/2017 INT 85
5/15/2017 MAT 0.00
8/14/2017 5/15/2017 (1,000,000.00)
845282 BERKSHIRE /JP MORGAN 1.6000 / 0.8700
HATHAWAY INC CHASE & CO 5/15/2017 0.00

INT
MAT

853320 BERKSHIRE /JP MORGAN 0.7511 / 0.7400
HATHAWAY INC CHASE & CO
INT
862371 BERKSHIRE /GREAT 1.6000 / 0.9270
HATHAWAY INC PACIFIC
SECURITIES

5/15/2017 INT 0.00 0.00 (19,040.00)
5/15/2017 MAT (2,390,566.89) 0.00 10,566.89

863717 BERKSHIRE /JP MORGAN MTN 5/15/2017 1.6000 / 1.0238 0.00 0.00 (11,048.00)
HATHAWAY INC CHASE & CO MTN 5/15/2017 (1,386,026.84) 0.00 5,026.84

INT
MAT

864704 BERKSHIRE /GREAT 1.6000 / 0.9782
HATHAWAY INC PACIFIC
SECURITIES

5/15/2017 INT 0.00 0.00 (8,000.00)
5/15/2017 MAT (1,003,810.11) 0.00 3,810.11

879861 BERKSHIRE /JP MORGAN MTN 5/15/2017 1.6000 / 1.0119 0.00 0.00 (22,000.00)
HATHAWAY INC CHASE & CO

INT

Deals [Transaction Type] = SE











Run Date: 05-Jun-2017 09:23 am County of Orange Page 26 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (19,968,168.06)
(Gain) / Loss (49,911,000.00)
(5,988,320.00)
Fund: Educational Money Mkt Fnd (49,999,027.78)
11,295,000.00
901340 US TREASURY N/B /MORGAN TBILL 0.8815 / 0.8829
156,250.00
STANLEY 50,000,000.00
50,000,000.00
8/3/2017 5/30/2017 PURC 20,000,000.00 19,968,168.06 0.00 0.00 50,000,000.00
0.8900 / 0.8916 50,000,000.00 49,911,000.00 0.00 0.00 50,000,000.00
901341 US TREASURY N/B /BARCLAYS TBILL 5,988,320.00 0.00 0.00 25,000,000.00
CAPITAL 6,000,000.00 49,999,027.80 0.00 0.00 50,000,000.00
50,000,000.00
901342 FHLB DISC CORP /TD SECURITIES AGDN 8/10/2017 5/30/2017 PURC 0.9600 / 0.9619 (11,279,500.75) 0.00 (15,499.25) 91
8/11/2017 5/30/2017 PURC 0.7000 / 0.7000 (11,295,000.00) 0.00 0.00 (156,250.00)
0.00 0.00 (9,765.65)
901343 FHLB DISC CORP /BNY Mellon AGDN (49,990,234.35)
Capital Market AGDN (50,000,000.00) 0.00 (44,194.44)
TRBD (49,955,805.56) 0.00 (44,194.44)
5/31/2017 5/30/2017 PURC (50,000,000.00) (49,955,805.56) 0.00 (44,194.44)
0.7600 / 0.7610 (50,000,000.00) (49,955,805.56)
891418 FHLB DISC CORP /CITIGROUP (50,000,000.00) 0.00 (22,097.22)
GLOBAL (24,977,902.78) 0.00 (972.22)
MARKETS (25,000,000.00) (49,999,027.78)
(50,000,000.00)
5/31/2017 5/31/2017 MAT
0.6250 / 0.7365
891918 US TREASURY N/B /BARCLAYS
CAPITAL

5/31/2017 5/31/2017 INT
5/31/2017 5/31/2017 MAT

895151 FNMA DISCOUNT /DAIWA AGDN 0.7400 / 0.7407
CAPITAL
895152 FNMA DISCOUNT MARKETS AGDN 5/31/2017 5/31/2017 MAT
895163 FNMA DISCOUNT AGDN 0.7400 / 0.7407
895167 FNMA DISCOUNT /JP MORGAN AGDN
CHASE & CO 5/31/2017 5/31/2017 MAT
901343 FHLB DISC CORP AGDN 0.7400 / 0.7407
901705 FHLB DISC CORP /JEFFERIES & AGDN
Deals [Transaction Type] = SE COMPANY 5/31/2017 5/31/2017 MAT
0.7400 / 0.7407
/CITIGROUP
GLOBAL 5/31/2017 5/31/2017 MAT
MARKETS 0.7000 / 0.7000

/BNY Mellon 5/31/2017 5/31/2017 MAT
Capital Market 0.9850 / 0.9873

/DAIWA
CAPITAL
MARKETS

Run Date: 05-Jun-2017 09:23 am County of Orange Page 27 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (11,143,716.37)
(Gain) / Loss (49,920,444.44)
(49,966,166.67)
Fund: Educational Money Mkt Fnd 217,777,607.60

8/25/2017 5/31/2017 PURC 11,170,000.00 11,143,716.36 0.00 0.00 (1,498,364.58)
0.8950 / 0.8964 (998,973.33)
901707 US TREASURY N/B /BARCLAYS TBILL
CAPITAL (3,999,916.67)
4,000,000.00
8/3/2017 5/31/2017 PURC 50,000,000.00 49,920,444.45 0.00 0.00 (3,999,916.11)
0.8400 / 0.8406 4,000,000.00
901708 US TREASURY N/B /JP MORGAN TBILL (2,993,592.08)
CHASE & CO
1,100,000.00
6/29/2017 5/31/2017 PURC 50,000,000.00 49,966,166.65 0.00 0.00 (1,995,797.22)
Sub Total: (216,319,000.00) (216,649,817.52) 9,475.42 (1,137,265.30) 5,000,000.00
92
Fund: 283-John Wayne Airport

897270 FHLB DISC CORP /MORGAN AGDN 0.7850 / 0.7859

STANLEY

6/20/2017 5/1/2017 PURC 1,500,000.00 1,498,364.58 0.00 0.00
0.7700 / 0.7708 1,000,000.00 998,973.33 0.00 0.00
897516 FREDDIE /UBS AGDN 4,000,000.00 0.00 0.00
DISCOUNT (4,000,000.00) 3,999,916.67 0.00 (83.33)
4,000,000.00 (3,999,916.67) 0.00 0.00
6/19/2017 5/2/2017 PURC (4,000,000.00) 3,999,916.11 0.00 (83.89)
0.7500 / 0.7500 3,000,000.00 (3,999,916.11) 0.00 0.00
897522 FED FARM CR BK /BARCLAYS AGDN 2,993,592.08
CAPITAL 0.00 (1,271.11)
(1,098,728.89) 0.00 0.00
5/3/2017 5/2/2017 PURC 1,995,797.22 0.00 (6,229.72)
0.7500 / 0.7500 (4,993,770.28)
897522 FED FARM CR BK /BARCLAYS AGDN
CAPITAL

897772 FHLB DISC CORP /TD SECURITIES AGDN 5/3/2017 5/3/2017 MAT 0.7550 / 0.7550
5/4/2017 5/3/2017 PURC 0.7550 / 0.7550
897772 FHLB DISC CORP /TD SECURITIES AGDN 5/4/2017 5/4/2017 MAT 0.8450 / 0.8468

897812 US TREASURY N/B /BNY Mellon TBILL
Capital Market AGDN

AGDN 8/3/2017 5/4/2017 PURC
AGDN 0.8000 / 0.8009
889401 FHLB DISC CORP /CITIGROUP
GLOBAL
MARKETS

5/5/2017 5/5/2017 MAT (1,100,000.00)
0.8500 / 0.8518 2,000,000.00
898202 FNMA DISCOUNT /JP MORGAN (5,000,000.00)
CHASE & CO

8/2/2017 5/5/2017 PURC
0.5470 / 0.5477
885636 FHLB DISC CORP /BARCLAYS
CAPITAL

5/10/2017 5/10/2017 MAT

Deals [Transaction Type] = SE

Run Date: 05-Jun-2017 09:23 am County of Orange Page 28 of 28
Print Date: 6/5/2017 Treasurer-Tax Collector's Office User: HE

Detail Transaction Report

Transaction Date From 01-May-2017 To 31-May-2017

Deal Issuer Broker Inst Maturity Trans Trans Coupon/ Par Value Cost Purchased (Interest) Settlement
Type Type Yield(%) Interest Amort / (Accret)
Date Date (1,989,977.78)
(Gain) / Loss (1,997,754.17)
(1,000,420.67)
Fund: 283-John Wayne Airport (1,001,830.57)
898556 FREDDIE 1,561,000.00
/DAIWA AGDN 1.0250 / 1.0302
DISCOUNT (998,627.72)
6,250.00
11/2/2017 5/10/2017 PURC 2,000,000.00 1,989,977.78 0.00 0.00
0.8250 / 0.8259 1,997,754.17 0.00 0.00 2,000,000.00
898557 FHLB DISC CORP /MORGAN AGDN 2,000,000.00 2,764.42 0.00 3,125.00
STANLEY 997,656.25 0.00 0.00
1,000,000.00 1,001,830.57 0.00 (1,824.42) (4,804,795.90)
6/28/2017 5/10/2017 PURC 1,000,000.00 (1,559,175.58) 21,875.00
0.6250 / 1.0474 21,875.00
898558 US TREASURY N/B /JEFFERIES & TRBD (1,561,000.00)
COMPANY
1,000,000.00
898559 FED FARM CR BK /RBC AGNF1 11/30/2017 5/10/2017 PURC 1.1250 / 1.0100
9/22/2017 5/10/2017 PURC 0.7650 / 0.7659 0.00
(2,000,000.00)
891616 FHLB DISC CORP /MORGAN AGDN
STANLEY TRBD 0.00
TRBD 4,839,000.00
5/22/2017 5/22/2017 MAT
1.0000 / 1.1606 0.00
900469 US TREASURY N/B /CITIGROUP 0.00
GLOBAL
MARKETS

5/15/2018 5/22/2017 PURC 998,437.50 190.22 0.00
0.6250 / 0.6334
876074 US TREASURY N/B /JEFFERIES & 0.00 0.00 (6,250.00)
COMPANY (1,999,921.87) 0.00 (78.13)

5/31/2017 5/31/2017 INT 0.00 0.00 (3,125.00)
5/31/2017 5/31/2017 MAT 4,820,786.85 2,954.64 (18,945.60)

898558 US TREASURY N/B /JEFFERIES & TRBD 0.6250 / 1.0474 (21,875.00)
COMPANY (21,875.00)

11/30/2017 5/31/2017 INT
Sub Total:

Fund: 650-Fountain Valley SD40
846388 FANNIE MAE
/DEUTSCHE AGNF1 1.2500 / 1.3700
INT
5/6/2021 5/6/2017 0.00 0.00
0.00 0.00
Sub Total:

Grand Total: (550,033,000.00) (552,844,889.84) 221,253.54 (6,784,688.41) 559,408,325.15
93
Deals [Transaction Type] = SE

6/12/2017 County of Orange
7:24:02 AM Treasurer-Tax Collector's Office

MONEY MARKET MUTUAL FUNDS AND LAIF TRANSACTIONS REPORT

For 01-May-2017 to 31-May-2017

Cashflow Transaction D.O. No. Instrument Amount Deposit Slip Counterparty Deal
Date D ii Code No
INVESCO STIC GOVERNMENT & AGENCY
AIM#51102-692 INVESCO STIC GOVERNMENT & AGENCY INVESCO STIC GOVERNMENT & AGENCY 897529
INVESCO STIC GOVERNMENT & AGENCY 897769
5/2/2017 ACTUAL CASHFLOW Money Market Mutual Fund (14,011,479.48) INVESCO STIC GOVERNMENT & AGENCY 897807
(38,060,153.84) INVESCO STIC GOVERNMENT & AGENCY 898183
5/3/2017 ACTUAL CASHFLOW Money Market Mutual Fund 46,106,301.73 INVESCO STIC GOVERNMENT & AGENCY 898351
(47,490,324.50) INVESCO STIC GOVERNMENT & AGENCY 898396
5/4/2017 ACTUAL CASHFLOW Money Market Mutual Fund (15,111,044.39) INVESCO STIC GOVERNMENT & AGENCY 898552
INVESCO STIC GOVERNMENT & AGENCY 898808
5/5/2017 ACTUAL CASHFLOW Money Market Mutual Fund 4,543,944.67 INVESCO STIC GOVERNMENT & AGENCY 899193
5/8/2017 ACTUAL CASHFLOW Money Market Mutual Fund 1,669,850.67 INVESCO STIC GOVERNMENT & AGENCY 899834
12,837,818.67 INVESCO STIC GOVERNMENT & AGENCY 900155
5/9/2017 ACTUAL CASHFLOW Money Market Mutual Fund 30,000,000.00 INVESCO STIC GOVERNMENT & AGENCY 900459
5/10/2017 ACTUAL CASHFLOW Money Market Mutual Fund (35,979,687.33) INVESCO STIC GOVERNMENT & AGENCY 900655
5/11/2017 ACTUAL CASHFLOW Money Market Mutual Fund 29,317,686.40 INVESCO STIC GOVERNMENT & AGENCY 900837
(9,266,717.98) INVESCO STIC GOVERNMENT & AGENCY 901062
5/12/2017 ACTUAL CASHFLOW Money Market Mutual Fund 16,036,000.00 INVESCO STIC GOVERNMENT & AGENCY 901303
5/17/2017 ACTUAL CASHFLOW Money Market Mutual Fund (2,874,605.00) 901335
5/19/2017 ACTUAL CASHFLOW Money Market Mutual Fund (19,925,237.17) INVESCO STIC GOVERNMENT & AGENCY
5/22/2017 ACTUAL CASHFLOW Money Market Mutual Fund 25,000,000.00 INVESCO STIC GOVERNMENT & AGENCY 897527
5/23/2017 ACTUAL CASHFLOW Money Market Mutual Fund (14,097,332.33) INVESCO STIC GOVERNMENT & AGENCY 897767
INVESCO STIC GOVERNMENT & AGENCY 897808
5/24/2017 ACTUAL CASHFLOW Money Market Mutual Fund (31,304,979.88) INVESCO STIC GOVERNMENT & AGENCY 898185
5/25/2017 ACTUAL CASHFLOW Money Market Mutual Fund INVESCO STIC GOVERNMENT & AGENCY 898352
5/26/2017 ACTUAL CASHFLOW Money Market Mutual Fund (47,850,692.55) INVESCO STIC GOVERNMENT & AGENCY 898397
(25,623,296.83) INVESCO STIC GOVERNMENT & AGENCY 898553
5/30/2017 ACTUAL CASHFLOW Money Market Mutual Fund 23,644,301.50 INVESCO STIC GOVERNMENT & AGENCY 898809
(20,505,805.22) INVESCO STIC GOVERNMENT & AGENCY 899195
Sub Total Amount Per Account: 30,799,426.56 INVESCO STIC GOVERNMENT & AGENCY 899632
(20,662,207.88) INVESCO STIC GOVERNMENT & AGENCY 899836
AIM#51103-694 INVESCO STIC GOVERNMENT & AGENCY INVESCO STIC GOVERNMENT & AGENCY 900104
1,645,061.67 INVESCO STIC GOVERNMENT & AGENCY 900156
5/2/2017 ACTUAL CASHFLOW Money Market Mutual Fund 26,269,682.16 INVESCO STIC GOVERNMENT & AGENCY 900460
(7,491,202.17) 900838
5/3/2017 ACTUAL CASHFLOW Money Market Mutual Fund (27,645,461.44)
(10,320,111.00) 94
5/4/2017 ACTUAL CASHFLOW Money Market Mutual Fund (17,896,749.33)
(7,537,061.11)
5/5/2017 ACTUAL CASHFLOW Money Market Mutual Fund
4,850,154.27
5/8/2017 ACTUAL CASHFLOW Money Market Mutual Fund 10,577,762.50

5/9/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/10/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/11/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/12/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/16/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/17/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/18/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/19/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/22/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/24/2017 ACTUAL CASHFLOW Money Market Mutual Fund

6/12/2017 County of Orange
7:24:02 AM Treasurer-Tax Collector's Office

MONEY MARKET MUTUAL FUNDS AND LAIF TRANSACTIONS REPORT

For 01-May-2017 to 31-May-2017

Cashflow Deposit Slip Deal
Code No
Date Transaction D.O. No. Instrument Amount Counterparty 901063
INVESCO STIC GOVERNMENT & AGENCY 901304
D ii Money Market Mutual Fund 51,060,937.11 INVESCO STIC GOVERNMENT & AGENCY 901703
5/25/2017 ACTUAL CASHFLOW Money Market Mutual Fund 50,000,000.00 INVESCO STIC GOVERNMENT & AGENCY
Money Market Mutual Fund (12,389,579.41) 897280
5/26/2017 ACTUAL CASHFLOW Sub Total Amount Per Account: INVESCO STIC GOVERNMENT & AGENCY 897528
925,158.83 INVESCO STIC GOVERNMENT & AGENCY 897768
5/31/2017 ACTUAL CASHFLOW INVESCO STIC GOVERNMENT & AGENCY 897809
INVESCO STIC GOVERNMENT & AGENCY 898186
AIM#51104-JWA INVESCO STIC GOVERNMENT & AGENCY INVESCO STIC GOVERNMENT & AGENCY 898554
INVESCO STIC GOVERNMENT & AGENCY 900461
5/1/2017 ACTUAL CASHFLOW Money Market Mutual Fund 1,514,760.42 INVESCO STIC GOVERNMENT & AGENCY 901704
(4,998,890.00) INVESCO STIC GOVERNMENT & AGENCY
5/2/2017 ACTUAL CASHFLOW Money Market Mutual Fund 898555
83.89 GOLDMAN SACHS FINL SQ GOVT
5/3/2017 ACTUAL CASHFLOW Money Market Mutual Fund 1,006,407.91 900635
(895,797.21) GOLDMAN SACHS FINL SQ GOVT 901305
5/4/2017 ACTUAL CASHFLOW Money Market Mutual Fund (477,000.00) GOLDMAN SACHS FINL SQ GOVT 901336
GOLDMAN SACHS FINL SQ GOVT
5/5/2017 ACTUAL CASHFLOW Money Market Mutual Fund 562,372.28 899397
2,009,375.00 GOLDMAN SACHS FINL SQ GOVT 900636
5/10/2017 ACTUAL CASHFLOW Money Market Mutual Fund GOLDMAN SACHS FINL SQ GOVT 901306
(1,278,687.71) GOLDMAN SACHS FINL SQ GOVT
5/22/2017 ACTUAL CASHFLOW Money Market Mutual Fund 897279
LOCAL AGENCY INVESTMENT FUND 897766
5/31/2017 ACTUAL CASHFLOW Money Market Mutual Fund LOCAL AGENCY INVESTMENT FUND 898184
LOCAL AGENCY INVESTMENT FUND 898350
Sub Total Amount Per Account: LOCAL AGENCY INVESTMENT FUND 899203
LOCAL AGENCY INVESTMENT FUND 95
GS283 GOLDMAN SACHS - JWA MMF
5/10/2017
ACTUAL CASHFLOW Money Market Mutual Fund (11,983.19)
(11,983.19)
Sub Total Amount Per Account:

GS692 GOLDMAN SACHS - COUNTY MMF
5/23/2017
5/26/2017 ACTUAL CASHFLOW Money Market Mutual Fund 18,417,429.37
5/30/2017 850,341.78
ACTUAL CASHFLOW Money Market Mutual Fund
(20,000,000.00)
ACTUAL CASHFLOW Money Market Mutual Fund
(732,228.85)
Sub Total Amount Per Account:

GS694 GOLDMAN SACHS - EDUCATIONAL MMF
5/15/2017
5/23/2017 ACTUAL CASHFLOW Money Market Mutual Fund (7,900,000.00)
5/26/2017 466,816.57
ACTUAL CASHFLOW Money Market Mutual Fund
63,082,631.78
ACTUAL CASHFLOW Money Market Mutual Fund
55,649,448.35
Sub Total Amount Per Account:

LAIF - EXTENDED FUND LAIF - EXTENDED FUND

5/1/2017 ACTUAL CASHFLOW Local Agency Investment Fund 2,053,000.00
612,000.00
5/3/2017 ACTUAL CASHFLOW Local Agency Investment Fund
3,015,000.00
5/5/2017 ACTUAL CASHFLOW Local Agency Investment Fund (12,824,000.00)
19,195,000.00
5/8/2017 ACTUAL CASHFLOW Local Agency Investment Fund

5/12/2017 ACTUAL CASHFLOW Local Agency Investment Fund

6/12/2017 County of Orange
7:24:02 AM Treasurer-Tax Collector's Office

MONEY MARKET MUTUAL FUNDS AND LAIF TRANSACTIONS REPORT

For 01-May-2017 to 31-May-2017

Cashflow Deposit Slip Deal
Code No
Date Transaction D.O. No. Instrument Amount Counterparty 899396
LOCAL AGENCY INVESTMENT FUND 901337
D ii Local Agency Investment Fund 16,036,000.00 LOCAL AGENCY INVESTMENT FUND
5/15/2017 ACTUAL CASHFLOW Local Agency Investment Fund 264,000.00 898550
MORGAN STANLEY INST LIQUIDITY FUND
5/30/2017 ACTUAL CASHFLOW Sub Total Amount Per Account: 28,351,000.00 897266
MORGAN STANLEY INST LIQUIDITY FUND 899189
MORGAN 283 MORGAN STANLEY GOVT 8302-JWA MMF MORGAN STANLEY INST LIQUIDITY FUND 899385
MORGAN STANLEY INST LIQUIDITY FUND 899415
5/10/2017 ACTUAL CASHFLOW Money Market Mutual Fund (501,000.00) 8551 MORGAN STANLEY INST LIQUIDITY FUND 899630
(501,000.00) MORGAN STANLEY INST LIQUIDITY FUND 899976
Sub Total Amount Per Account: MORGAN STANLEY INST LIQUIDITY FUND 901699
MORGAN STANLEY INST LIQUIDITY FUND
MORGAN 692 MORGAN STANLEY GOVT 8302-COUNTY MMF 897268
MORGAN STANLEY INST LIQUIDITY FUND 899387
5/1/2017 ACTUAL CASHFLOW Money Market Mutual Fund (32,005,292.19) 7267 MORGAN STANLEY INST LIQUIDITY FUND 901333
6,402,368.83 9190 MORGAN STANLEY INST LIQUIDITY FUND 901701
5/12/2017 ACTUAL CASHFLOW Money Market Mutual Fund 9386 MORGAN STANLEY INST LIQUIDITY FUND
27,828,895.65 9416
5/15/2017 ACTUAL CASHFLOW Money Market Mutual Fund 15,535,470.00 9631
(21,976,217.66) 9978
5/15/2017 ACTUAL CASHFLOW Money Market Mutual Fund (23,071,110.42) 1700

5/16/2017 ACTUAL CASHFLOW Money Market Mutual Fund 5,172,513.78
(22,113,372.01)
5/18/2017 ACTUAL CASHFLOW Money Market Mutual Fund

5/31/2017 ACTUAL CASHFLOW Money Market Mutual Fund

Sub Total Amount Per Account:

MORGAN 694 MORGAN STANLEY GOVT 8302-EDUCATIONAL MMF

5/1/2017 ACTUAL CASHFLOW Money Market Mutual Fund (13,503,121.67) 7269
(5,164,653.33) 9388
5/15/2017 ACTUAL CASHFLOW Money Market Mutual Fund 43,899,954.16 1334
1702
5/30/2017 ACTUAL CASHFLOW Money Market Mutual Fund (44,000,000.00)

5/31/2017 ACTUAL CASHFLOW Money Market Mutual Fund (18,767,820.84)

Sub Total Amount Per Account:

Total Amount : 10,215,534.70

96

Orange County Auditor-Controller

Internal Audit

Compliance Monitoring of the Audit Number 1617
Treasurer’s Investment Portfolio for the Report Date: May 15, 2017
Quarter Ended March 31, 2017

97

 

O R A N G E C O U N T Y

AUDITOR‐CONTROLLER

I N T E R N A L A U D I T








Eric H. Woolery, CPA



Orange County Auditor‐Controller








Toni Smart, CPA Director, Internal Audit

Scott Suzuki, CPA, CIA, CISA Assistant Director



Carol Swe, CPA, CIA, CISA Senior Audit Manager


Michael Steinhaus, CPA, CGMA Audit Manager I

Raquel Zubi, CPA Auditor II






12 Civic Center Plaza , Room 200
Santa Ana, CA 9 2701

Auditor‐Controller Web Site
www.ac.ocgov.com

98

ERIC H. WOOLERY, CPA

AUDITOR-CONTROLLER

Transmittal Letter

Audit No. 1617

May 15, 2017

TO: Members, Treasury Oversight Committee

SUBJECT: Compliance Monitoring of the Treasurer’s Investment Portfolio
For the Quarter Ended March 31, 2017

At the request of the Treasury Oversight Committee, we have completed the Compliance
Monitoring of the Treasurer’s Investment Portfolio for the Quarter Ended March 31, 2017.

I submit an Audit Status Report quarterly to the Audit Oversight Committee (AOC) and a
quarterly report to the Board of Supervisors (BOS) where I detail any critical or significant
findings released in reports during the prior quarter and the implementation status of
recommendations as disclosed by our Follow-Up Audits. Although there were no findings noted
during this engagement, the results will be included in future status reports to the AOC and
BOS.

Please feel free to call me should you wish to discuss any aspect of our report. Additionally, we
request the department to complete a Customer Survey of Audit Services that will be sent
shortly after the distribution of our final report.

Toni Smart, CPA, Director
Auditor-Controller Internal Audit Division

Attachment

Other recipients of this report:
Members, Board of Supervisors
Members, Audit Oversight Committee
Shari L. Freidenrich, Treasurer-Tax Collector
Eric H. Woolery, Auditor-Controller
Frank Kim, County Executive Officer
Mark Malbon, Assistant Treasurer-Tax Collector, Treasurer-Tax Collector – Treasury
Gary Nguyen, Director of Investments, Treasurer-Tax Collector – Treasury
JC Squires, Financial Manager, Treasurer-Tax Collector – Treasury
Jennifer Han, Accounting/Compliance Manager, Treasurer-Tax Collector – Treasury
Robin Stieler, Clerk of the Board of Supervisors
Foreperson, Grand Jury
Macias Gini & O’Connell LLP, County External Auditor

i

99

Table of Contents i
1
Compliance Monitoring of the
Treasurer’s Investment Portfolio
For the Quarter Ended March 31, 2017

Audit No. 1617

Transmittal Letter

Internal Auditor’s Report

100