board of supervisors agenda letter...the value of the treasurer' s investment pool at principal...
TRANSCRIPT
BOARD OF SUPERVISORS AGENDA LETTER
Clerk of the Board of Supervisors 105 E Anapamu Street Suite 407
Santa Barbara CA 93101 (805) 568-2240
Agenda Number
Department Name
Department No
For Agenda Of
Placement
Estimated Tme
Continued Item
If Yes date from
Vote Required
Treasurer - Tax Collector 065 51016 Administrative
No
Majority
TO Board of Supervisors
FROM Department
Director(s)
Contact Info
Harry E Hagen CPA CPFO ACPFIM CFIP Treasurer-Tax
Collector ~lt ) ~ 568-2490 Jennifer C Christ sen JD BA CPFO CFIP Investment and Debt Officer 568-2925
SUBJECT Treasurers Investment Pool FY 2015-2016 Third Quarter (Jan - Mar 2016)
County Counsel Concurrence Auditor-Controller Concurrence
As to form NIA As to form NIA
Other Concurrence As to form NIA
Recommended Actions
That the Board of Supervisors
A) Accept for filing the Fiscal Year 2015-2016 Third Quarter (January - March 2016) report on the Treasurers Investment Pool pursuant to Government Code section 53646(b)
Summary Text
The value of the Treasurer s Investment Pool at principal cost on March 31 2016 was $1283387558 Market value of the investment pool was $1285838118 The weighted average days-to-maturity (WAM) for the investment pool was 333 days
The Treasurers Investment Pool earned $1775295 for the quarter ending March 31 2016 an annualized return of 0578 The net yield earned over the past year is 0423 Per Government Code Section 536005 the Santa Barbara County Treasurer has a mandated responsibility to manage and invest public funds with the primary objective of safeguarding principal the secondary objective of meeting the liquidity needs of pool participants and thirdly the objective of attaining a market average rate of return consistent with the primary objectives of safety and liquidity
Page 2 of2
For the quarter ending March 31 2016 the Treasurers Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurer s Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurers Report affirming the ability of the Santa Barbara County Investment Pool to meet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurers Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending March 31 2016 net investment earnings achieved by the Treasurers Investment Pool were $1775295 with the County receiving 39 Schools 52 and Special Districts the balance of 9 The net yield earned for the quarter on an annualized basis is 0578 and over the past year is 0423
Attachments
1 Treasurers Third Quarter Investment Pool Report (January - March 20 16)
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRInvestingTIPQrtrlyReport2016-03-312016-3-31 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED March 31 2016
ECONOMIC TREND
The Federal Open Market Committee (Committee) decided to maintain the target federal funds rate at 025 to 050 at its March meeting
As summarized in the Beige Book issued April 13 2016 reports from the twelve Federal Reserve Districts suggest that national economic activity continued to expand in late February and March Most Districts said that economic growth was in the modest to moderate range and that contacts expected growth would remain in that range going forward
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 50 and ended the quarter at 50 Californiarsquos preliminary unemployment rate was 54 in March
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
Page 2 of2
For the quarter ending March 31 2016 the Treasurers Investment Pool anticipated and met all liquidity requirements precluding any need to sell holdings unexpectedly at a potential loss in order to meet cash flow demands
All investments purchased met or exceeded state and local policy requirements for credit quality Credit quality of assets held in the Treasurer s Investment Pool is monitored on an ongoing basis
The Santa Barbara County Treasurer conforms to all applicable State statutes and County resolutions that govern the investment of public funds
Background
This quarterly report is being submitted to you pursuant to California Government Code section 53646 (b) In addition California Government Code section 53646 (b) (3) requires the Treasurer-Tax Collector to include a statement in the Treasurers Report affirming the ability of the Santa Barbara County Investment Pool to meet expenditure requirements for the next six months
This report was reviewed and discussed by the Treasury Oversight Committee at its quarterly meeting The Treasury Oversight committee promotes the public interest and is governed by California Government Code sections 27130 through 27133
Performance Measure
To ensure the financial stability of the County monitor and project liquidity requirements as evidenced by zero securities sold at a loss to meet cash flow needs of pool participants Accomplished
To ensure the financial stability of the County and secure public agency funds all investments stay within compliance 100 of the time with the Government Code and the Treasurers Investment Policy Accomplished
Fiscal and Facilities Impacts
Budgeted Yes
Fiscal Analysis
For the quarter ending March 31 2016 net investment earnings achieved by the Treasurers Investment Pool were $1775295 with the County receiving 39 Schools 52 and Special Districts the balance of 9 The net yield earned for the quarter on an annualized basis is 0578 and over the past year is 0423
Attachments
1 Treasurers Third Quarter Investment Pool Report (January - March 20 16)
Authored by
Jennifer C Christensen JD MBA CPFO CFIP Investment and Debt Officer
GTRInvestingTIPQrtrlyReport2016-03-312016-3-31 TIPBoardAgendaLetterdoc BoardLetter2006dot v 1106c
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED March 31 2016
ECONOMIC TREND
The Federal Open Market Committee (Committee) decided to maintain the target federal funds rate at 025 to 050 at its March meeting
As summarized in the Beige Book issued April 13 2016 reports from the twelve Federal Reserve Districts suggest that national economic activity continued to expand in late February and March Most Districts said that economic growth was in the modest to moderate range and that contacts expected growth would remain in that range going forward
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 50 and ended the quarter at 50 Californiarsquos preliminary unemployment rate was 54 in March
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
SANTA BARBARA COUNTY
TREASURERrsquoS REPORT TO THE BOARD OF SUPERVISORS AND THE TREASURY OVERSIGHT COMMITTEE
FOR THE QUARTER ENDED March 31 2016
ECONOMIC TREND
The Federal Open Market Committee (Committee) decided to maintain the target federal funds rate at 025 to 050 at its March meeting
As summarized in the Beige Book issued April 13 2016 reports from the twelve Federal Reserve Districts suggest that national economic activity continued to expand in late February and March Most Districts said that economic growth was in the modest to moderate range and that contacts expected growth would remain in that range going forward
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 50 and ended the quarter at 50 Californiarsquos preliminary unemployment rate was 54 in March
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
ECONOMIC TREND
The Federal Open Market Committee (Committee) decided to maintain the target federal funds rate at 025 to 050 at its March meeting
As summarized in the Beige Book issued April 13 2016 reports from the twelve Federal Reserve Districts suggest that national economic activity continued to expand in late February and March Most Districts said that economic growth was in the modest to moderate range and that contacts expected growth would remain in that range going forward
INVESTMENT ACTIVITIES
The investment portfolio is in compliance with the Government Code and the Treasurerrsquos Investment Policy
The Treasurerrsquos Investment Pool has sufficient cash flow available to meet all budgeted expenditures for the next six months
2
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 50 and ended the quarter at 50 Californiarsquos preliminary unemployment rate was 54 in March
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
ECONOMIC TREND Unemployment Rate The unemployment rate represents the number of unemployed persons as a percent of the labor force The sampling used each month to calculate the rate is approximately 60000 households The national unemployment rate began the quarter at 50 and ended the quarter at 50 Californiarsquos preliminary unemployment rate was 54 in March
Source Bureau of Labor Statistics 3
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
ECONOMIC TREND Inflation
The Consumer Price Index (CPI) represents changes in prices of all goods and services purchased for consumption by urban households CPI was 09 at the end of March The Core CPI which excludes food and energy was 22 at the end of March
Source Bureau of Labor Statistics 4
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
ECONOMIC TREND Consumer Confidence
Consumer Confidence is the average of responses to current business and employment conditions and responses to six-month future expectations for business conditions employment conditions and total family income It began the quarter at 963 and ended at 962
Source Conference Board 5
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
ECONOMIC TREND GDP (Gross Domestic Product)
Gross domestic product is the value of all goods and services produced After eighteen consecutive quarters of growth the economy experienced its first quarter in negative territory ending March 2014 at -09 Subsequently the economy continued to recover For the most recent quarter ending December 2015 the economy reported GDP at 14
Source Bureau of Economic Analysis 6
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
Santa Barbara County Treasurers Investment Pool
Asset Description
Cash California Asset Management Program (CAMP) Local Agency Investment Fund (LAIF) US Treasuries Government Agency Bonds Government Agency Discount Notes Government Agency Bonds - Callable
Total
Cost
127672806 $ 50000000 65000000
301745020 198236850 344205941 196526941
$ 1283387558
Net Unrealized Holding
Gains(Losses) Fair Value 3312016
-$ 127672806 $ - 50000000 - 65000000
989856 302734876 543425 198780275 719144 344925085 198135 196725076
2450560 $ 1285838118 $
Statement of Assets As of March 31 2016
Percent of
Portfolio
993 389 506
2354 1546 2682 1530
10000
Yield to Maturity
0270 0450 0470 0779 0777 0460 1126
0667
Weighted Average Days to Maturity
1 1 1
456 432 139 797
333
$
$
Fair Value 12312015
166363456 15000000 50000000
353455750 214072430 337173785 125805572
1261870993
Net Change
(38690650) $ 35000000 15000000
(50720874) (15292155)
7751300 70919504
23967125 $
Provided by Union Bank
Treasurers Pool Earnings Summary Total Net Earnings on the Treasurers Pool Average Daily Balance on the Treasurers Pool Net Interest Rate on the Treasurers Pool
1775295 $ $ 1236146883
0578
7
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
TREASURERS INVESTMENT POOL ASSET DISTRIBUTION BY SECTOR (PAR VALUE)
3312016
Callable Securities 153 Cash on Deposit at
Bank 99
CAMP 39
LAIF - State Investment Pool 51 Government Agency
Notes 423
Treasuries 235
8
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
SampP CREDIT RATING AT TIME OF PURCHASE BY PERCENT OF BOOK VALUE
3312016
CA Local Agency Investment Fund
Cash on Deposit at Bank (Not Rated)
150
AA (Long Term Rating) 558
AAA (Long Term Rating) 292
Investment Policy Requirements-- US Treasuries NA-- Agency of the Federal GovernmentUS Government Sponsored NA-- Commercial Paper of US Corporations Assets Greater Than $500 million A1 P1 F1 (by two of the three rating agencies) -- State of California - LAIFManaged Investment Pools NA -- Negotiable CDs A1 P1 F1 (by two of the three rating agencies)-- Medium Term NotesCorporate Notes of US Corporations Up to three years AA-by at least two of the three rating agencies Greater than three years AA by at least two ofthe three rating agencies
9
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
TREASURERS INVESTMENT POOL MATURITY DISTRIBUTION
3312016
4 - 5 YEARS 08 3 - 4 YEARS 43
2 - 3 YEARS 87 OVERNIGHT 189
1 - 2 YEARS 213
1 - 90 DAYS 154
91 DAYS - 1 YEAR 306
10
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
TREASURERS INVESTMENT POOL AVERAGE DAILY CASH BALANCE amp INCOME DISTRIBUTION
FOR THE QUARTER ENDED 3312016
County 39
Schools 52
Special Districts 9
The average daily cash balance of all entities in the pool during the quarter was $1236146883 Aggregate interest earnings of $1775295 was distributed to pool participants
11
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
050 058
047 021
000
100
200
300
400
500
600
700
TREASURERS INVESTMENT POOL QUARTERLY PERFORMANCE VERSUS SELECTED BENCHMARKS
3312016
LAIF Treasurers Pool Federal Funds 3 mo T-Bill
12
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 1Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Cash
SYS5495 5495 BAC 12767280600 0270 1 1 12767280600 12767280600 12767280600
Cash Totals 12767280600 1 1 12767280600 000 12767280600 12767280600
CAMP
SYS5272 5272 CAMP 5000000000 0450 1 1 5000000000 5000000000 5000000000
CAMP Totals 5000000000 1 1 5000000000 000 5000000000 5000000000
Local Agency Investment Funds
SYS1009 1009 LAIF 6500000000 0470 1 1 6500000000 6500000000 6500000000
Local Agency Investment Funds Totals 6500000000 1 1 6500000000 000 6500000000 6500000000
Federal Agency Coupon Securities
3133EEDF4 3133EESZ4 3133EEC40 3133EFSH1 3133EE6A3 3133EFZN0 3133EFD87 3133834R9 3130A0C65 3130A3UR3 3130A57C7 3130A57D5 3130A5AA7 3130A5K57 313380EC7 3130A6UX3 3130A5EP0 313379DD8 3130A62S5 3130A7CX1 3137EADS5 3134G4XW3 3137EADK2
5864 5898 5909 5998 6021 6040 6046 5710 5746 5877 5922 5923 5924 5929 5975 6004 6010 6015 6016 6043 5731 5814 5971
FFCB FFCB FFCB FFCB FFCB FFCB FFCB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLB FHLMC FHLMC FHLMC
150000000 1000000000 1300000000
500000000 500000000 400000000 500000000 500000000 500000000
1000000000 1500000000 1500000000 1500000000
500000000 500000000 500000000 500000000
1000000000 1000000000
500000000 500000000 500000000 500000000
0850 07282017 0460 07122016 0350 06242016 1170 06142018 0590 02062017 1030 02122019 0875 06252018 0375 06242016 0625 12282016 0750 01062017 0530 01302017 0560 02272017 0360 08012016 0330 06302016 0750 09082017 1500 06282019 0625 05302017 1000 06212017 0750 08282017 0875 03192018 0875 10142016 0600 09262016 1250 08012019
12042014 03122015 04242015 12142015 01072016 02122016 02252016 05102013 11152013 01062015 04302015 04302015 05012015 06042015 11122015 12282015 12302015 12302015 12302015 02232016 08162013 04112014 11062015
967 488 427 913 396
1096 851
1141 1139
731 641 669 458 392 666
1278 517 539 607 755
1155 899
1364
483 102
84 804 311
1047 815
84 271 280 304 332 122
90 525
1183 424 446 514 717 196 178
1217
150253500 1000280000 1300507000
501845000 499820000 400352000 499730000 499995000 500435000
1001130000 1499430000 1500315000 1500255000
500015000 499740000 501835000 499685000
1003770000 1000440000
500850000 501210000 500420000 504060000
Received
Received
Received
260417 250000
Received Received
Received Received
149880000 1000000000 1300000000
499865000 498805000 400000000 499750000 499115000 498570000
1000000000 1500000000 1500000000 1500000000
499890000 498850000 500000000 497400000 999540000 994700000 499950000 499925000 499875000 496030000
149940000 1000000000 1300000000
499881050 499063046 400000000 499760714 499934649 499660009
1000000000 1500000000 1500000000 1500000000
499974637 499093674 500000000 497863922 999618832 995506522 499952547 499987280 499975282 496457993
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725 Report Ver 731
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 2Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon Securities
3137EADK2 5984 FHLMC 500000000 1250 08012019 12012015 1339 1217 504060000 Received 495285000 495713636 3137EADX4 5997 FHLMC 500000000 1000 12152017 12142015 732 623 501960000 41667 499850000 499872261 3137EADJ5 6017 FHLMC 1000000000 1000 07282017 12302015 576 483 1003610000 Received 999280000 999395352 3137EADM8 6030 FHLMC 500000000 1250 10022019 01272016 1344 1279 502155000 1996528 498850000 498905547 3135G0XP3 5711 FNMA 500000000 0375 07052016 05172013 1145 95 499870000 498275000 499856250
Federal Agency Coupon Securities Totals 19850000000 743 432 19878027500 2548612 19823685000 19830413203
Federal Agency Disc -Amortizing
313312WU0 5928 FCDN 500000000 0290 05132016 06022015 346 42 499850000 498606389 499830833 313312WK2 5946 FCDN 500000000 0320 05042016 09302015 217 33 499880000 499035556 499853333 313312ZZ6 5947 FCDN 1000000000 0400 07292016 09302015 303 119 998810000 996633333 998677778 313312A75 5949 FCDN 1000000000 0310 08042016 10052015 304 125 998610000 997382222 998923611 313312J35 5952 FCDN 500000000 0360 10032016 10052015 364 185 498845000 498180000 499075000 313312F62 5957 FCDN 500000000 0340 09122016 10142015 334 164 499045000 498422778 499225556 313312ZX1 5959 FCDN 500000000 0310 07272016 10192015 282 117 499415000 498785833 499496250 313312J43 5960 FCDN 500000000 0370 10042016 10202015 350 186 498840000 498201389 499044167 313312E22 5980 FCDN 700000000 0500 08312016 11252015 280 152 698817000 697277778 698522222 313312R69 5985 FCDN 500000000 0670 12012016 12022015 365 244 498340000 496603472 497729444 313312F62 5999 FCDN 500000000 0700 09122016 12152015 272 164 499045000 497355556 498405556 313312N71 6024 FCDN 500000000 0680 11082016 01142016 299 221 498560000 497176111 497912778 313312H78 5950 FFCBDN 500000000 0360 09292016 10052015 360 181 498945000 498200000 499095000 313312ZW3 5963 FFCBDN 500000000 0320 07262016 10232015 277 116 499420000 498768889 499484444 313312F21 6026 FFCBDN 500000000 0600 09082016 01192016 233 160 499065000 498058333 498666666 313312G61 6027 FFCBDN 500000000 0620 09202016 01192016 245 172 498995000 497890278 498518889 313384WD7 5915 FHDN 500000000 0280 04282016 04282015 366 27 499920000 498576667 499895000 313384XP9 5927 FHDN 1000000000 0290 06012016 06022015 365 61 999480000 997059722 999508611 313384YD5 5930 FHDN 500000000 0360 06152016 06152015 366 75 499675000 498170000 499625000 313384YV5 5935 FHDN 350000000 0340 07012016 07232015 344 91 349681500 348862889 349699194 313384YV5 5936 FHDN 1000000000 0360 07012016 09092015 296 91 999090000 997040000 999090000 313384WX3 5940 FHDN 500000000 0380 05162016 09152015 244 45 499840000 498712222 499762500 313384M89 5970 FHDN 500000000 0400 11012016 11022015 365 214 498605000 497972222 498811111 313384Q44 5981 FHDN 500000000 0650 11212016 11302015 357 234 498475000 496777083 497887500 313384WM7 5987 FHDN 500000000 0520 05062016 12082015 150 35 499875000 498916667 499747222 313384XE4 5990 FHDN 500000000 0550 05232016 12102015 165 52 499810000 498739583 499602778 313384XF1 5993 FHDN 500000000 0550 05242016 12112015 165 53 499810000 498739583 499595139
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 3Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
5994313384XH7 FHDN 500000000 0550 05262016 12112015 167 55 499800000 498724306 499579861 5995313384XQ7 FHDN 500000000 0550 06022016 12112015 174 62 499735000 498670833 499526389 6000313384T33 FHDN 500000000 0800 12142016 12162015 364 257 498250000 495955556 497144445 6020313384ZJ1 FHDN 500000000 0560 07142016 01062016 190 104 499480000 498522222 499191111 6039313385BH8 FHDN 500000000 0620 02012017 02022016 365 306 497790000 496856944 497365000 6050313385CM6 FHDN 500000000 0630 03012017 03012016 365 334 497540000 496806250 497077500 6051313385BB1 FHDN 500000000 0575 01262017 03022016 330 300 497915000 497364583 497604166 6052313385CT1 FHDN 500000000 0670 03072017 03072016 365 340 497495000 496603472 496836111 6054313385CV6 FHDN 500000000 0740 03092017 03142016 360 342 497485000 496300000 496485000 6022313385AD8 FHLB 1000000000 0750 01042017 01072016 363 278 996140000 992437500 994208333 5931313384YC7 FHLBDN 500000000 0360 06142016 06152015 365 74 499680000 498175000 499630000 5932313384YE3 FHLBDN 500000000 0350 06162016 06192015 363 76 499675000 498235417 499630556 5953313384H77 FHLBDN 500000000 0430 09292016 10062015 359 181 498945000 497855972 498919028 6019313384ZY8 FHLBDN 500000000 0560 07282016 01062016 204 118 499410000 498413333 499082222 5919313396VW0 FMCDN 500000000 0260 04212016 04292015 358 20 499940000 498707222 499927778 5926313396WL3 FMCDN 500000000 0275 05052016 05052015 366 34 499875000 498602083 499870139 5933313396XA6 FMCDN 1000000000 0270 05192016 06222015 332 48 999650000 997510000 999640000 5934313396YU1 FMCDN 500000000 0310 06302016 07232015 343 90 499615000 498523194 499612500 5942313396E82 FMCDN 500000000 0315 09062016 09282015 344 158 499080000 498495000 499308750 5943313396E25 FMCDN 500000000 0305 08312016 09282015 338 152 499155000 498568194 499356111 5944313396B69 FMCDN 500000000 0285 08112016 09282015 318 132 499265000 498741250 499477500 5945313396ZS5 FMCDN 500000000 0275 07222016 09282015 298 112 499440000 498861806 499572222 5991313396WC3 FMCDN 500000000 0510 04272016 12112015 138 26 499925000 499022500 499815833 5992313396WE9 FMCDN 500000000 0510 04292016 12112015 140 28 499920000 499008333 499801667 5996313396ZH9 FMCDN 500000000 0560 07132016 12112015 215 103 499485000 498327778 499198889 6028313397AK7 FMCDN 500000000 0600 01102017 01212016 355 284 498030000 497041667 497633334 6003313588D36 FNDN 500000000 0590 08242016 12232015 245 145 499195000 497992361 498811805 5937313588XA8 FNMA 500000000 0325 05192016 09092015 253 48 499825000 498857986 499783333 5938313588ZV0 FNMA 500000000 0370 07252016 09142015 315 115 499425000 498381250 499409028 5939313588ZY4 FNMA 500000000 0370 07282016 09142015 318 118 499410000 498365833 499393611 5941313588D44 FNMA 500000000 0400 08252016 09172015 343 146 499190000 498094444 499188889 5954313588B46 FNMA 500000000 0270 08092016 10072015 307 130 499280000 498848750 499512500 5955313588ZJ7 FNMA 500000000 0250 07142016 10072015 281 104 499480000 499024306 499638889 6002313588C94 FNMA 500000000 0590 08222016 12232015 243 143 499205000 498008750 498828194 6037313589AL7 FNMA 500000000 0570 01112017 02022016 344 285 498020000 497276667 497743750
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 4Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Disc -Amortizing
313589AM5 6038 FNMA 500000000 0570 01122017 02022016 345 286 498015000 497268750 497735833
Federal Agency Disc -Amortizing Totals 34550000000 302 139 34492508500 000 34420594067 34481225859
Treasury Coupon Securities
912828UR9 5803 USTR 250000000 0750 02282018 03062014 1455 698 250057500 Received 245986328 248074541 912828VC1 5821 USTR 1500000000 0250 05152016 04302014 746 44 1499925000 Received 1493906250 1499640583 912828B74 5825 USTR 1000000000 0625 02152017 06052014 986 320 1000160000 Received 997265625 999112576 912828VG2 5828 USTR 500000000 0500 06152016 06182014 728 75 500225000 Received 500039063 500004024 912828WQ9 5835 USTR 500000000 0500 06302016 07072014 724 90 500235000 Received 499921875 499990288 912828WM8 5836 USTR 500000000 0375 05312016 07072014 694 60 500080000 Received 499042969 499917260 912828SY7 5851 USTR 500000000 0625 05312017 11072014 936 425 499705000 Received 497460938 498847114 912828TB6 5852 USTR 1000000000 0750 06302017 11072014 966 455 1000940000 Received 997109375 998638474 912828WM8 5858 USTR 1000000000 0375 05312016 11252014 553 60 1000160000 Received 1001250000 1000135624 912828WQ9 5859 USTR 1000000000 0500 06302016 11252014 583 90 1000470000 Received 1002578125 1000397995 912828TM2 5861 USTR 1500000000 0625 08312017 12022014 1003 517 1498185000 Received 1490976563 1495348837 912828TB6 5862 USTR 1500000000 0750 06302017 12022014 941 455 1501410000 Received 1498593750 1499320039 912828SY7 5863 USTR 1500000000 0625 05312017 12022014 911 425 1499115000 Received 1495429688 1497867857 912828TM2 5888 USTR 1000000000 0625 08312017 03022015 913 517 998790000 Received 994218750 996726280 912828TB6 5889 USTR 1000000000 0750 06302017 03022015 851 455 1000940000 Received 999062500 999498751 912828WM8 5896 USTR 500000000 0375 05312016 03112015 447 60 500080000 Received 499882813 499984270 912828VC1 5897 USTR 1000000000 0250 05152016 03112015 431 44 999950000 Received 998593750 999856439 912828TG5 5948 USTR 500000000 0500 07312017 10022015 668 486 498770000 Received 499199219 499417396 912828UR9 5956 USTR 500000000 0750 02282018 10142015 868 698 500115000 Received 499921875 499937176 912828TS9 5961 USTR 500000000 0625 09302017 10212015 710 547 499355000 Received 499960938 499969906 912828TG5 5962 USTR 500000000 0500 07312017 10212015 649 486 498770000 Received 499316406 499488094 912828TC4 5964 USTR 500000000 1000 06302019 10282015 1341 1185 501350000 Received 498125000 498343121 912828TR1 5965 USTR 500000000 1000 09302019 10282015 1433 1277 500410000 Received 496484375 496867095 912828TH3 5966 USTR 500000000 0875 07312019 10282015 1372 1216 498810000 Received 495078125 495637755 912828J35 5967 USTR 500000000 0500 02282017 10292015 488 333 499475000 Received 499765625 499840068 912828L40 5968 USTR 500000000 1000 09152018 10302015 1051 897 502385000 Received 499843750 499866645 912828XK1 5969 USTR 500000000 0875 07152018 10302015 989 835 500920000 Received 498750000 498944641 912828XA3 5972 USTR 500000000 1000 05152018 11102015 917 774 502345000 Received 498515625 498747103 912828SD3 5973 USTR 500000000 1250 01312019 11102015 1178 1035 505565000 Received 498593750 498764458 912828K66 5977 USTR 500000000 0500 04302017 11202015 527 394 499260000 137363 498085938 498568993 912828VE7 5978 USTR 1000000000 1000 05312018 11202015 923 790 1004690000 Received 997812500 998127709
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 5Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Treasury Coupon Securities
912828XP0 5982 USTR 1000000000 0625 07312017 11302015 609 486 999140000 Received 996406250 997132081 912828WH9 5986 USTR 500000000 0875 05152017 12042015 528 409 501190000 228365 499921875 499939483 912828UJ7 6007 USTR 1000000000 0875 01312018 12292015 764 670 1002580000 Received 995390625 995957747 912828H78 6009 USTR 1000000000 0500 01312017 12292015 399 305 999260000 Received 996875000 997611216 912828WP1 6011 USTR 1000000000 0875 06152017 12302015 533 440 1002460000 358607 998906250 999097092 912828WT3 6012 USTR 500000000 0875 07152017 12302015 563 470 501210000 Received 499160156 499298887 912828D98 6013 USTR 500000000 1000 09152017 12302015 625 532 502150000 Received 499726563 499767250 912828D49 6014 USTR 500000000 0875 08152017 12302015 594 501 501190000 Received 498945313 499110441 912828H37 6023 USTR 500000000 0875 01152018 01112016 735 654 501270000 Received 498632813 498783483 912828WF3 6025 USTR 500000000 0625 11152016 01152016 305 228 500390000 523695 499765625 499824795
Treasury Coupon Securities Totals 30250000000 787 456 30273487500 1248030 30174501958 30202403587
Federal Agency Coupon - Callables
3133EC6S8 5656 FFCB 1000000000 0600 12122016 12122012 1461 255 1000030000 999250000 999869271 3133EDYQ9 5855 FFCB 50000000 0750 01202017 11142014 798 294 50000500 Received 50000000 50000000 3133EELR9 5880 FFCB 500000000 0625 01272017 01272015 731 301 499200000 500000000 500000000 3133EFWX1 6033 FFCB 500000000 1270 01282019 01282016 1096 1032 500140000 499625000 499646875 3133EFZX8 6041 FFCB 500000000 1700 08172020 02172016 1643 1599 497560000 500000000 500000000 3130A6VB0 6005 FHLB 500000000 1250 06292018 12292015 913 819 500435000 500000000 500000000 3130A6V79 6008 FHLB 500000000 1400 12282018 12292015 1095 1001 501805000 19444 500000000 500000000 3130A6XZ5 6018 FHLB 500000000 2000 07062020 01062016 1643 1557 500040000 500000000 500000000 3130A6ZD2 6029 FHLB 500000000 1375 10262018 01262016 1004 938 501895000 500000000 500000000 3134G3K82 5612 FHLMC 500000000 0750 03272017 09272012 1642 360 500310000 500000000 500000000 3134G3Y79 5643 FHLMC 500000000 1000 11282017 11282012 1826 606 500035000 500000000 500000000 3134G3Z37 5648 FHLMC 500000000 0625 12052016 12052012 1461 248 500010000 499750000 499957639 3134G34Y3 5701 FHLMC 500000000 1000 02142018 04092013 1772 684 500525000 Received 499875000 499951791 3134G42G2 5709 FHLMC 500000000 1050 04302018 04302013 1826 759 499220000 500000000 500000000 3134G4S90 5781 FHLMC 500000000 0800 12302016 12302013 1096 273 500520000 500000000 500000000 3134G4R91 5782 FHLMC 245000000 0750 12302016 12302013 1096 273 245137200 245000000 245000000 3134G4YA0 5811 FHLMC 525000000 0625 09262016 03262014 915 178 525724500 525000000 525000000 3134G6YM9 5912 FHLMC 500000000 0875 10272017 04272015 914 574 500175000 500000000 500000000 3134G84L0 5979 FHLMC 500000000 1050 05252018 11252015 912 784 500035000 500000000 500000000 3134G8EL9 6006 FHLMC 500000000 1410 03292019 12292015 1186 1092 500600000 500000000 500000000 3134G8HF9 6031 FHLMC 500000000 1200 07272018 01272016 912 847 500380000 500000000 500000000 3134G8HB8 6032 FHLMC 500000000 1000 01272020 01272016 1461 1396 500800000 500000000 500000000
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
County Pool 2015-2016 Portfolio Management
Page 6Investment Status Report - Investments March 31 2016
CUSIP Investment Issuer Par Value Stated
Rate Maturity
Date Purchase
Date Term Days to
Maturity Market Value Accrued Interest
At Purchase Current
Principal Book Value
Federal Agency Coupon - Callables
3134G8J91 6035 FHLMC 500000000 1180 01292019 01292016 1096 1033 500225000 500000000 500000000 3134G8JL4 6036 FHLMC 500000000 1000 01292018 01292016 731 668 500130000 500000000 500000000 3134G8KC2 6045 FHLMC 500000000 1100 08242018 02242016 912 875 500380000 500000000 500000000 3134G8L98 6048 FHLMC 500000000 1050 02262018 02262016 731 696 500070000 500000000 500000000 3134G8RG6 6055 FHLMC 500000000 1350 06282019 03282016 1187 1183 500295000 500000000 500000000 3134G8VN6 6056 FHLMC 100000000 1600 03292021 03312016 1824 1823 100059000 8889 100000000 100000000 3134G8TV1 6057 FHLMC 200000000 1220 03292019 03312016 1093 1092 200096000 13556 200000000 200000000 3135G0SH7 5654 FNMA 1000000000 1000 12122017 12122012 1826 620 1000070000 1000000000 1000000000 3135G0TV5 5677 FNMA 500000000 1030 01302018 01302013 1826 669 500040000 499875000 499954236 3135G0UE1 5685 FNMA 500000000 1000 02142018 02142013 1826 684 501605000 499375000 499766319 3136G0K83 5689 FNMA 955000000 1120 03272018 03272013 1826 725 954589350 954618000 954848049 3135G0UN1 5798 FNMA 500000000 1150 02282018 02132014 1476 698 500200000 Received 495100000 497686392 3136G2R33 6001 FNMA 589500000 1050 10292018 12232015 1041 941 589606110 928463 585226125 585634351 3136G2WV5 6034 FNMA 500000000 1220 01252019 01292016 1092 1029 500470000 500000000 500000000 3136G2X28 6042 FNMA 500000000 1375 08222019 02222016 1277 1238 500345000 500000000 500000000 3136G2YY7 6047 FNMA 500000000 1250 08262019 02262016 1277 1242 500030000 500000000 500000000 3135G0J38 6049 FNMA 500000000 1250 02262019 02262016 1096 1061 499720000 500000000 500000000
Federal Agency Coupon - Callables Totals 19664500000 1305 797 19672507660 970352 19652694125 19657314923
Investment Totals 128581780600 581 333 128583811760 4766994 128338755750 128438638172
Portfolio SB99 AP
Run Date 04202016 - 1308 PM (PRF_PMS) 725
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
Santa Barbara CountyTreasurers Investment Pool
Purchases Report Sorted by Fund - Fund
January 1 2016 - March 31 2016
Sec Original Purchase Principal Accrued Interest Rate at Maturity Ending CUSIP Investment Fund Type Issuer Par Value Date Payment Periods Purchased at Purchase Purchase Date YTM Book Value
Treasurers Pooled Investments
313384ZJ1 6020 1 AFD FHDN 500000000 01062016 0714 - At Maturity 498522222 0560 07142016 0569 499191111 3130A6XZ5 6018 1 MC1 FHLB 500000000 01062016 0406 - Final Pmt 500000000 2000 07062020 2000 500000000 313384ZY8 6019 1 AFD FHLBDN 500000000 01062016 0728 - At Maturity 498413333 0560 07282016 0569 499082222 3133EE6A3 6021 1 FAC FFCB 500000000 01072016 0206 - 0806 498805000 Received 0590 02062017 0813 499063046 313385AD8 6022 1 AFD FHLB 1000000000 01072016 0104 - At Maturity 992437500 0750 01042017 0765 994208333 912828H37 6023 1 TRC USTR 500000000 01112016 0115 - 0715 498632813 Received 0875 01152018 1013 498783483 313312N71 6024 1 AFD FCDN 500000000 01142016 1108 - At Maturity 497176111 0680 11082016 0692 497912778 912828WF3 6025 1 TRC USTR 500000000 01152016 0515 - 1115 499765625 523695 0625 11152016 0681 499824795 313312F21 6026 1 AFD FFCBDN 500000000 01192016 0908 - At Maturity 498058333 0600 09082016 0610 498666666 313312G61 6027 1 AFD FFCBDN 500000000 01192016 0920 - At Maturity 497890278 0620 09202016 0631 498518889 313397AK7 6028 1 AFD FMCDN 500000000 01212016 0110 - At Maturity 497041667 0600 01102017 0611 497633334 3130A6ZD2 6029 1 MC1 FHLB 500000000 01262016 0426 - 1026 500000000 1375 10262018 1375 500000000 3137EADM8 6030 1 FAC FHLMC 500000000 01272016 0402 - 1002 498850000 1996528 1250 10022019 1314 498905547 3134G8HF9 6031 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1200 07272018 1200 500000000 3134G8HB8 6032 1 MC1 FHLMC 500000000 01272016 0727 - 0127 500000000 1000 01272020 1743 500000000 3133EFWX1 6033 1 MC1 FFCB 500000000 01282016 0728 - 0128 499625000 1270 01282019 1296 499646875 3134G8J91 6035 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1180 01292019 1180 500000000 3134G8JL4 6036 1 MC1 FHLMC 500000000 01292016 0729 - 0129 500000000 1000 01292018 1000 500000000 3136G2WV5 6034 1 MC1 FNMA 500000000 01292016 0725 - 0125 500000000 1220 01252019 1220 500000000 313385BH8 6039 1 AFD FHDN 500000000 02022016 0201 - At Maturity 496856944 0620 02012017 0633 497365000 313589AL7 6037 1 AFD FNMA 500000000 02022016 0111 - At Maturity 497276667 0570 01112017 0580 497743750 313589AM5 6038 1 AFD FNMA 500000000 02022016 0112 - At Maturity 497268750 0570 01122017 0580 497735833 3133EFZN0 6040 1 FAC FFCB 400000000 02122016 0812 - 0212 400000000 1030 02122019 1030 400000000 3133EFZX8 6041 1 MC1 FFCB 500000000 02172016 0817 - 0217 500000000 1700 08172020 1700 500000000 3136G2X28 6042 1 MC1 FNMA 500000000 02222016 0822 - 0222 500000000 1375 08222019 1375 500000000 3130A7CX1 6043 1 FAC FHLB 500000000 02232016 0319 - 0919 499950000 Received 0875 03192018 0880 499952547 3134G8KC2 6045 1 MC1 FHLMC 500000000 02242016 0824 - 0224 500000000 1100 08242018 1100 500000000 3133EFD87 6046 1 FAC FFCB 500000000 02252016 0625 - 1225 499750000 0875 06252018 0897 499760714 3134G8L98 6048 1 MC1 FHLMC 500000000 02262016 0826 - 0226 500000000 1050 02262018 1050 500000000 3136G2YY7 6047 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 08262019 1250 500000000 3135G0J38 6049 1 MC1 FNMA 500000000 02262016 0826 - 0226 500000000 1250 02262019 1250 500000000 313385CM6 6050 1 AFD FHDN 500000000 03012016 0301 - At Maturity 496806250 0630 03012017 0642 497077500
Received = Accrued Interest at Purchase was received by report ending date
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
January 1 2016 - March 31 2016 Purchases Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Sec Type Issuer
Original Par Value
Purchase Date Payment Periods
Principal Purchased
Accrued Interest at Purchase
Rate at Purchase
Maturity Date YTM
Ending Book Value
Treasurers Pooled Investments
313385BB1 313385CT1 313385CV6 3134G8RG6 3134G8VN6 3134G8TV1
6051 6052 6054 6055 6056 6057
1 1 1 1 1 1
FHDNAFD FHDNAFD FHDNAFD FHLMCMC1 FHLMCMC1 FHLMCMC1
500000000 500000000 500000000 500000000 100000000 200000000
03022016 03072016 03142016 03282016 03312016 03312016
0126 - At Maturity 0307 - At Maturity 0309 - At Maturity 0928 - 0328 0929 - 0329 0929 - 0329
497364583 496603472 496300000 500000000 100000000 200000000
8889 13556
0575 0670 0740 1350 1600 1220
01262017 03072017 03092017 06282019 03292021 03292019
0585 0683 0754 1350 1600 1220
497604166 496836111 496485000 500000000 100000000 200000000
Subtotal 18700000000 18653394548 2542668 18661997700
Total Purchases 18700000000 18653394548 2542668 18661997700
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 PU (PRF_PU) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
Santa Barbara CountyTreasurers Investment Pool
Maturity Report Sorted by Maturity Date
Received or due during January 1 2016 - March 31 2016
Sec Maturity Purchase Rate Book Value Maturity Net CUSIP Investment Fund Type Issuer Par Value Date at MaturityDate at Maturity Interest Proceeds Income
3130A3PB4 5866 1 FAC FHLB 1500000000 01042016 12082014 0230 1500000000 1725000 1501725000 1725000 313588RJ6 5886 1 AFD FNMA 1000000000 01042016 02262015 0200 1000000000 000 1000000000 000 313384RU5 5907 1 AFD FHLBDN 250000000 01142016 04232015 0180 250000000 000 250000000 000 912828UG3 5850 1 TRC USTR 1000000000 01152016 11062014 0375 1000000000 1875000 1001875000 1875000 3133EEKU3 5879 1 FAC FFCB 500000000 01212016 01212015 0240 500000000 600000 500600000 600000 313384SB6 5908 1 AFD FHLBDN 1000000000 01212016 04242015 0195 1000000000 000 1000000000 000 313384SF7 5988 1 AFD FHDN 750000000 01252016 12092015 0310 750000000 000 750000000 000 313384SG5 5913 1 AFD FHLBDN 1000000000 01262016 04272015 0190 1000000000 000 1000000000 000 313396SJ3 5893 1 AFD FMCDN 500000000 01282016 03042015 0220 500000000 000 500000000 000 313396SK0 5894 1 AFD FMCDN 500000000 01292016 03042015 0220 500000000 000 500000000 000
3133ECE91 5679 1 FAC FFCB 1000000000 02012016 02012013 0400 1000000000 2000000 1002000000 2000000 313384SY6 5906 1 AFD FHLBDN 250000000 02112016 04232015 0210 250000000 000 250000000 000 3130A3GV0 5854 1 FAC FHLB 500000000 02252016 11102014 0290 500000000 725000 500725000 725000 912828B82 5802 1 TRC USTR 250000000 02292016 03062014 0250 250000000 312500 250312500 312500 912828B82 5806 1 TRC USTR 1000000000 02292016 03202014 0250 1000000000 1250000 1001250000 1250000 912828B82 5817 1 TRC USTR 1000000000 02292016 04252014 0250 1000000000 1250000 1001250000 1250000
313384TZ2 5989 1 AFD FHDN 500000000 03072016 12092015 0465 500000000 000 500000000 000 313396UC5 5920 1 AFD FMCDN 500000000 03102016 04292015 0190 500000000 000 500000000 000 3135G0AL7 5531 1 FAC FNMA 500000000 03152016 02102012 2250 500000000 5625000 505625000 5625000 313396US0 5921 1 AFD FMCDN 500000000 03242016 04292015 0215 500000000 000 500000000 000
Total Maturities 14000000000 14000000000 15362500 14015362500 15362500
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 MA (PRF_MA) 711
Report Ver 731
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
Santa Barbara CountyTreasurers Investment Pool
SalesCall Report Sorted by Maturity Date - Fund
January 1 2016 - March 31 2016
Issuer Purchase Redem Date Par Rate at Book Value Redemption Redemption Total CUSIP Investment Fund Sec Type Date Matur Date Value Redem at Redem Principal Interest Amount Net Income
05312017
912828SY7 5819 1 USTR 04292014 02112016 1000000000 0625 995756109 999492188 1246585 1000738773 4982664 TRC 05312017 Sale
Subtotal 1000000000 995756109 999492188 1246585 1000738773 4982664
01292018
3130A0NR7 5794 1 FHLB 01292014 01292016 250000000 1430 249968750 250000000 1787500 251787500 1818750 MC1 01292018 Call
Subtotal 250000000 249968750 250000000 1787500 251787500 1818750
02132018
3133ECFA7 5684 1 FFCB 02132013 02222016 500000000 1080 500000000 500000000 135000 500135000 135000 MC1 02132018 Call
Subtotal 500000000 500000000 500000000 135000 500135000 135000
10152018
912828L81 5958 1 USTR 10152015 02122016 500000000 0875 499373859 501679688 1434426 503114114 3740255 TRC 10152018 Sale
Subtotal 500000000 499373859 501679688 1434426 503114114 3740255
02282019
912828SH4 5974 1 USTR 11102015 03222016 500000000 1375 499965246 505117188 411005 505528193 5562947 TRC 02282019 Sale
Subtotal 500000000 499965246 505117188 411005 505528193 5562947
05312019
912828SX9 5976 1 USTR 11202015 03222016 500000000 1125 496608113 500566406 1736680 502303086 5694973 TRC 05312019 Sale
Subtotal 500000000 496608113 500566406 1736680 502303086 5694973
08312019
912828TN0 5983 1 USTR 12012015 03222016 500000000 1000 492683186 497656250 298913 497955163 5271977 TRC 08312019 Sale
Subtotal 500000000 492683186 497656250 298913 497955163 5271977
Total Sales 3750000000 3734355263 3754511720 7050109 3761561829 27206566
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-
January 1 2016 - March 31 2016 SalesCall Report
Treasurers Investment Pool Page 2
CUSIP Investment Fund Redem Date
Matur DateSec Type Issuer Purchase
Date Par
Value Rate at
Redem Book Value
at Redem Redemption
Principal Redemption
Interest Total
Amount Net Income
Portfolio SB99 Data Updated SET_1 04202016 1428 AP Run Date 04202016 - 1428 SA (PRF_SA) 711
Report Ver 731
- Board Agenda Letter Signed
- TIP Quarterly Report 2016-03-31
-
- Statement of Assetspdf
-
- 3-31-16
-