clearwater
Account:
As of:
Currency:
CAISO-Unrestrlcted Portfolio
12/31/2012
USD
Securi!I 'f11!e
MMFUND
MMFUND
MMFUND
MMFUND
MMFUND
MMFUND
CASH
CORP
AGCYBOND
USGOV
US GO\'
AGCYBOND
USGOV
AGCYBOND
AGCYBONo
AGCYBOND
CORP
AGCYBOND
USGOV
AGCYBOND
USGOV
CORP
CORP
CORP
CORP
CORP
CORP
AGCYBOND
AGCYBOND
CORP
CORP
CORP
CORP
CORP
MUNI
CORP
CORP
CORP
AGCYBOND
AGCYBOND
USGOV
AGCYBOND
AGCYBOND
AGCYBOND
USGOV
AGCYBOND
USGOV
USGOV
USGOV
CORP
USGOV
USGOV
USGOV
AGCYBOND
CORP
MUNI
USGOV
AGCYBOND
CORP
CORP
YANKEE
CORP
USGOV
CASH
Descril!tion
STIT-UQ ASSETS-CORPORATE
FEDERATED !NV PRIME OBL!G-IS
GOWMAN SACHS FIN SQ MMK.T-FS
MORGAN STANLEY UQ PRIME-IN
FIDELITY PRIME MON MAR-I
JPMORGAN PRIME MMK.T-<:AP
Receivable
WISC ELEC POWER
FEDERAL HOME LOAN BANK.
US TREASURY NIB
US TREASURY NlB
FREDDIE MAC
US TREASURY N,B
FREDDIE MAC
FEDERAL FARM CRFDIT BANK.
FREDDIE MAC
TOYOTA MOTOR CRFDIT CORP
FEDERAL HOME LOAN BANK.
US TREASURY N.'B
FANNIE MAE
US TREASURY NIB
VERIZON COMMUNICATIONS
WEllS FARGO & COMPANY
PROCTER & GAMBLE CO.'THE
STATOR.ASA
GENERAL ELEC CAP CORP
RLDUPONTDENEMOURS
FANNIE MAE
FEDERAL HOME LOAN BANK.
PHIL!P MORRIS INTL INC
BG ENERGY CAPITAL PLC
COLGAT&PALMOLWECO
USBANCORP
SIMON PROPERTY GROUP LP
WIST GEN-REF-A
CAROLINA POWER & LIGHT
CONS EDISON CO OF NY
HEWLETT-PACKARD CO
FANNIE MAE
FEDERAL HOME LOAN BANK.
US TREASURY NlB
FEDERAL FARM CREDIT BANK.
FEDERAL HOME LOAN BANK.
FEDERAL HOME LOAN BANK.
US TREASURY NlB
FANNIE MAE
US TREASURY N. B
US TREASURY N•B
US TREASURY N.B
DUKE ENERGY OHIO INC
US TREASURY N.'B
US TREASURY NlB
US TREASURY N.'B
FREDDIE MAC
COCA-<:OLA REFRESH USA
IRVINE RANCH WTR DIST
US TREASURY NlB
FANNIE MAE
NEW YORK. LIFE GLOBAL FDG
ANDREW W MELLON FOUNDATI
ONTARIO ELECTRICITY FIN
BOTTLING GROUP LLC
US TRE... SURY NlB
Cash
ATTACHMENT 2- Page 1 of 5
lndast!l SubG!DUI!
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Elecbic-lnlegTated
Sovereign Agency
Sovereign
Sovereign
Sovereign Agency
Sovereign
Sovereign Agency
Sovoreign Agency
Sovereign Agency
Finance-Auto Loans
Sovereign Agency
Sovereign
Sov.mgn Agency
Sovereign
Telephone-Integrated
Super-Regional Banks-US
Cosmetics&Toiletries
Oil Comp-lntegra~M
Diversified Finan Serv
Chemicals-Diversified
Sovereign Agency
Sovereign Agency
Tobacco
Oil Comp-Integrated
Cosmetics&Toiletries
Super-Regional Banks-US
REITS-Regiooal Malls
Other
Elecbic-Integrated
Elecbic-Integrated
Compute<s
Sovereign Agencr
Soverei&n Agency
Sovereign
Sovereign Agency
Sovereign Agency
Sovoreign Agency
Sovereign
Sovereign Agency
Sovereign
Sovereign
Sovereill"
Electric-Integrated
Sovereign
Sovereign
Sovereign
Sovemgn Agency
Beverages-Non-alcollolic
Utilities
Sovereign
Sovemgn Agency
Mutual Insurance
Non-Profit Charity
Finance-Other Sen•ices
Beveral:,es-Non-alcoholic
Sovereign
Cash
Yield
0.110
0.100
0.130
0.130
0.090
0.110
0.000
0.497
0.337
0.272
0.282
0.301
0.528
0.171
0.152
0.181
1.!78
0.563
0.155
0.201
0.487
1.063
0.800
0.917
1.058
1.035
0.904
0.450
0.186
0.511
0.979
0.875
1.196
1.223
0.541
0.401
0.813
1.671
0.953
0.828
0.202
0.306
0.391
0.192
0.343
0.386
0.091
0.275
0.207
0.485
0.361
0.2'!9
0.385
0.396
0.561
0.439
0.250
0.590
0.697
0.484
0.589
0.668
0265
0.000
0.314
' Weighted B}: Market Value+ Accrued
Face Value
0.15
52.45
59.12
62.94
76.68
141.81
D57.l8
605,000.00
l ,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
I ,000,000.00
I ,000,000.00
1,000,000.00
1,000,000.00
I ,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
I ,000,000.00
1,000,000.00
1,000,000.00
1,000,000.00
I ,000,000.00
I ,000,000.00
1,200,000.00
1,056,000.00
1,270,000.00
I ,250,000.00
1,500,000.00
I ,500,000.00
I ,500,000.00
1,500,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
2,000,000.00
1,950,000.00
2,245,000.00
2,500,000.00
2,500,000.00
2,500,000.00
2,500,000.00
3,000,000.00
3,000,000.00
4,000,000.00
61,317,706.81
CODJ!OD
I50,894,957.I4 -
0.090
0.080
0.110
0.100
0.040
0.110
0.000
4.500
0.375
0.250
0.375
0.625
0.?.75
0.300
0.280
0.375
2.050
1.000
0.750
1.000
1.000
2.000
1.500
1.450
1.800
2.375
1.950
2.125
4.000
6.875
2.500
5.200
1.650
5.250
4.319
5.125
5.550
6.125
0.000
0.750
0.250
0.250
1.000
0.375
0.375
0.500
0.625
1.375
1.750
2.100
1.375
2.250
2.000
5.150
7.375
2.605
0.375
1.375
4.650
3.950
7.450
6.950
0.250
0.000
Duration
Final Maturi!l:
12.'31/2012
0.000
12"3112012
0.000
12.31i2012
0.000
12-31;2012
0.000
12/31/2012
0.000
l2l3L'2012
0.000
12/3112012
0.000
05,"15.2013
0.374
03/D/2015
2.189
0211512015
2.118
2.194
03.'1512015
12'2912014
1.982
12'31/2016
3.930
1.220
03/2112014
01;'2M013
0.019
10/15,'2013
0.78~
01.112.2017
3.~69
0~,"1112016
3.144
0.704
0911 512013
0.727
09.23.'20\3
09.'30.'2016
3.679
llUI/2016
3.693
07,"0112015
2.454
0&'1512016
3.527
1112312016
3.761
06..'30.'2015
2.431
2.954
01.'15/2016
10121/2015
2.722
0910612013
0.679
03,"17-2014
1.183
12,"09,"2015
2.840
11/07/2016
3.551
05.115.'2017
4.186
12.01/2016
3.382
05.01.'2014
1.308
09 '1512013
0.702
04!01.'2014
1.222
03.0112014
1.136
06.0112017
4.273
12.08/2017
4.835
0212~ 2014
1.161
12.24.'2014
1.974
11.'09.2017
1.732
01129.'2014
1.076
11."1512015
2.855
09/28/2015
2.721
0413012013
0.332
01/15.'2013
0.041
01/31!2014
1.078
0611512013
0.455
II,'JM015
2.863
01"31.2015
2.046
01.3112016
3.003
0.' 01.'2015
2.080
0~ '03/2014
1.144
03/1512014
1.193
!(,'15/2014
1.866
11/1512016
3.775
051092013
0.357
08.'01<'2014
1.548
03131,2013
0.254
03/15!2014
1.176
01/15!'2015
2.034
12/31 .12012
0.000
03/30/l014
1.172
Original Cost
0.15
52.45
59.12
62.94
76.68
141.81
85?.18
635,492.00
994,900.00
995,781.25
996,171.88
997,270.00
998,281.25
998,600.00
999,250.00
1,001,480.00
1,005,170.00
1,006,670.00
1,008,125.00
1,009,850.00
1,010,937.50
1,011,590.00
1,017,200.00
1,020,470.00
1,027,060.00
I ,028,720.00
1,037,000.00
1,044,460.00
1,053,720.00
1,159,880.00
1,226,556.00
I ,252,153.92
1,298,219.40
1,422,850.00
1,605,180.00
1,633,785.00
1,672,035.00
1,703,280.00
1,929,580.00
1,995,160.00
1,997,343.75
1,998,800.00
2,000,000.00
2,002,540.00
2,003,125.00
2,006,380.00
2,008,593. 75
2,029,687.50
2,045,625.00
2,050,400.00
2,063,740.00
2,0il2,450.00
2, I06,562.50
2,220,480.00
2,314,786.50
2,320,319.75
2,498,242.19
2,506,675.00
2,511,000.00
2,716,975.00
3,478,950.00
3,513,180.00
3,995,625.00
61,317,706.31
154,587,916.27
2,061 ,096.14
2,082,341.66
2,081,719.71
2,208,333.80
2,049,232.82
2,269,870.39
2,498,889.38
2,505,213.81
2,500,779.97
2,587,993.52
3,043,737.95
3,135,747.23
3,996,963.62
61,317,706.SI
Market Value
0.15
52.45
59.12
62.94
76.68
141.81
857.18
613,990.64
l ,000,826.04
999,532.88
1,002,031. 79
l ,006,440.01
1,013,726.51
1,001,575.00
1,000,021.36
l ,001,524.59
1,034,238.00
1,013,819.00
1,004,184.62
1,005,804.04
1,019,026.08
1,035,109.66
1,017,304.18
1,018,954.58
1,028,239.93
1,032,986.49
1,031,268.98
1,046,643.37
I ,025,924.19
1,076,731.44
1,252,761.37
1,228,545.78
1,294,037.40
1,430,083.15
1,575,183.75
1,549,866.30
1,588,163.95
1,576,828.80
1,917,721.60
1,992,468.00
2,001 ,102.73
I ,997,794.60
2,004,318.31
2,003,929.62
2,001 ,827.12
2,006,226.25
2,003,538. 74
2,000,892.62
2,033,407.54
2,014,677.80
2,058,748. 78
2,081,875.23
2,098,905.1 ~
2,204,891.66
2,105,005.13
2,303,402.65
2,505,852.44
2,575,030.30
2,535,007.81
2,636,503.37
3,051,300.00
3,225,859.32
3,998,775.86
6!,317,706.Sl
152,481,916.42
153,203,395.16
Book Value
0.15
52.45
59.12
62.94
76.68
141.81
857.18
608,022.51
996,355.86
997,011.40
997,192.71
998,210.32
998,608.22
999,193.85
999,767.30
1,000,689.25
1,004,195.20
1,005,286.63
1,003,581.69
1,004,679.97
1,008,832.64
1,009,317.44
1,016,005.31
1,016,439.05
1,023,222.28
1,021,177.61
1,028,712.29
1,032,373.23
1,024,636.04
1,053,116.24
1,219,430.29
1,21 5,886.79
1,295,483.76
1,403,491.72
1,574,253.71
1,523,270.16
1,547,983.64
1,555,107.71
1,929,623.66
I,995,162.68
1,998,439.86
1,998,801.66
2,000,000.00
2,001,383.91
2,002,993.60
2,006,099.43
2,002,488.21
2,000,541.18
2,015,684.83
2,00 ~,285.44
Market Value+
Accrued
0.15
52.45
59.12
62.94
76.68
141.81
857.18
6!7,469.39
1,001,951.04
l,000,47J.l7
1,003,150.57
1,006,474.73
1,013,750.68
1,002,408.33
1,000,106.91
1,002,316.26
1,043,861.61
1,016,874.56
1,006,422.19
1,008,526.27
1,021,581.02
1,03S,443.00
1,024,970.85
1,024,432.36
1,030,139.93
1,033,052.47
1,040,260.65
1,050,175.31
1,038,701.97
1,096,592.55
1,254,595.21
1,236,782.58
1,296,714.98
1,435,551.90
1,585,981.25
1,572,502.21
1,608,976.45
1,607,453.80
1,917,721.60
1,994,676.33
2,002,801.63
1,997,391.82
2,007,207.20
2,007,096.29
2,002,800.88
2,008,809.58
2,005,679.62
2,013,596.42
2,048,054.27
2,016,544.47
2,061,166.37
2,1 00,706.75
2,115,644.30
2,239,224.99
2,1 52,143.67
2,320,622.43
2,507,069.64
2,579,422.66
2,551,799.4g
2,677,649.21
3,107,795.83
3,287,251.48
4,003,395.43
61,317,706.~1
153,767,027.67
Net Uareallud
Gain/Loss
S&P
Rating
0.00 AAAm
0.00 AAAm
0.00 AAAm
0.00 AAA
0.00 AAAm
0.00 AAAm
0.00 AAA
5,968.14 A4,470.18 AA+
2,521.48 AA+
4,839.08 AA+
8,229.69 AA+
15,118.29 AA+
2,381.15 AA+
254.05 AA+
835.35 AA+
30,042.80 AAC,532.37 AA+
602.93 AA+
1,124.07 AA+
10,193.43 AA+
25,792.23 A1,298.87 A+
2,515.53 AA5,017.65 AA11,808.88 AA+
2,556.69 A
14,270.13 AA+
1,28~.15 AA+
23,615.19 A
33,331.59 A
12,658.99 AA(1,446.37) A+
26,591.43 A930.04 AA26,596.64 A
40,180.31 A21,721.09 BBB+
(11,902.06) AA+
(2,694.69) AA+
2,662.87 AA+
(1,001.06) AA+
4,318.31 AA+
2,545.71 AA+
(1,166.48) AA+
126.82 AA+
1,050.52 AA+
351.44 AA+
17,122.70 AA+
6,392.36 A
(2,347.36) AA+
(466.42) AA+
17,185.46 AA+
(3,442.14) AA+
55,m.31 AA33,532.27 AA+
6,963.07 AA+
69,316.49 AA+
34,227.84 AA+
48,509.85 AAA
7,562.05 AA90,112.59 A
1,812.24 AA+
0.00 AAA
721,478.74 AA
Moodys
Fitch
Rating
Rattns
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
A2
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
AAA
AAA
NA
AAA
AAA
AAA
AAA
A+
AAA
AAA
AAA
AAA
AAA
AAA
AAA
Aa3
Aaa
Aaa
Aaa
Aaa
Aaa
Aa2
AaJ
Aaa
Aaa
A
AAA
AAA
AAA
AAA
A
AANA
NA
NR
A
AAA
AAA
A
A
AAAAA·
AAA+
AAAAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
AAA
A
AAA
AAA
AAA
AAA
A+
NA
AAA
AAA
AAA
NA
NR
A
AAA
AAA
Aa2
AA
Aaa
Aaa
Aaa
Aaa
A3
A2
Aa3
Aa2
AI
A2
Aaa
Aaa
A2
A2
AaJ
AI
A3
AaJ
AI
A3
Baal
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
A2
Aaa
Aaa
Aaa
Aaa
WR
AAA
clearwater
Account:
As of:
Currency:
Seeurity Type
CASH
AGCY BOND
.\GCYBOND
US GOV
MtAFUND
ATTACHMENT 2 · Page 2 of 5
CAIS0-1280021-2009 Bond Constr (26857)
12/31/2012
USD
Description
Receivable
FREDDIE MAC
FEDERALHOMELOANBANK
US TREASURY NiB
FIDELITYP:\UMEMONMAR-SEL
• Weighted By: Market Value+ Accrued
Industry Subgroup
Cash
Sovereign Agency
SovereignAgency
Sovereign
Cash
Yield
0.000
0.139
0.140
0.144
0.040
Faee Value
145.57
2,000,000.00
2,000,000.00
5,000,000.00
8,241 ,909.92
0.094
17,242,055.49
Coupon
0.000
1.625
1.875
1.375
0.010
Final Maturity
Duration
12/31/2012
0.000
04/15/2013
0.290
06/21/2013
0.472
02/15/2013
0.126
12/31.<2012
0.000
OZ/15/2013
0.125
Original Cost
145.57
2,036,340.00
2,047,240.00
5,076,757.81
8,241,909.92
Book Value
145.57
2,008,223.43
2,015,340.13
5,006,935.95
8,241 ,909.92
Market Value
145.57
2,008,517.45
2,016,378.53
5,007,685.10
8,241,909.92
Market Value+
Acerued
145.57
2,015,438.56
2,0 11,420.19
5,033,653 .17
8,241,909.92
17,402,393.30
17,272,555.00
17,274,696.57
17,308,567.42
Net Unrealized
Gain/Loss
0.00
354.02
1,038.39
749.15
0.00
S&P
Rating
AAA
AA+
A.\+
AA+
AAAm
2,141.57 AA+
Moodys
Rating
Aaa
Aaa
Aaa
Aaa
Aaa
Flteh
Rating
AAA
AAA
AAA
AAA
AAA
All
AAA
clearwater
Account:
As of:
Currency:
ATIACHMENT 2 ·Page 3 of 5
CAISO-LGIP Funds
12/3112012
USD
Market Value+
Securi!l' T~J!e
CASH
CASH
MMF1JND
MMFUND
MMFUND
MMFUND
MMFUND
MMFUND
MMF1JND
MMFUND
MMFUND
MMF1JND
MMFUND
Descri!!tlon
Receivable
Cash
PRIME MONEY MARICET·RBC IS l
FEDERATED !NV PRM CSH OBL-IS
tlDELITY PRIME MON MAR·I
JPMORGAN PRIME MMK.T·CAP
DREYFUS INS CASH ADV-1
DWS MONEY MARICET SERIES-INST
FEDERATED !NV PRIME OBLICHS
GOLDMAN SACHS FIN SQ MMK.T-FS
STIT-LIQ ASSETS-CORPORATE
MORGAN STANLEY LIQ PRIME-IN
BLACKROCK LJQ FD TEMPFUND·IN
Industrv Subgroul!
Casb
Cash
Cash
Casb
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Cash
Yield
0.000
0.000
0.090
0.100
0.090
0.1!0
0.100
0.120
0.100
0.130
0.110
0.130
0.110
0.111
• Weighted By: Market Value+ Accrued
Face Value
8,172.50
41,914.22
2,262,299.01
4,210,296.10
5,196,017.60
5,879,451.24
6,127,470.65
6,503,036.54
7,807,012.73
8,352,211.51
8,354,022.78
8,364,130.51
13,025,838.96
76,131,874.35 -
COUI!OR
0.000
0.000
0.060
0.090
0.040
0.110
0.070
0.110
0.080
0.1!0
0.090
0.100
0.100
Duration
Final Maturi!I
0.000
12/31/2012
12131/2012
0.000
12/31/2012
0.000
12/31/2012
0.000
12/31/2012
0.000
12131.12012
0.000
12/31/2012
0.000
12/3112012
0.000
12/31/2012
0.000
1213112012
0.000
12/31/2012
0.000
0.000
12131/2012
12131/2012
0.000
1l/31/2012
0.000
Original Cost
8,172.50
41,914.22
2,262,299.01
4,210,296.10
5,196,017.60
5,8i 9,451.24
6,127,470.65
6,503,036.54
7,807,012.73
8,351,21l.S 1
8,354,022. 78
8,364,130.51
13,025,838.96
Book Value
8,172.50
41,914.22
2,262,299.01
4,210,296.10
5,196,017.60
5,879,451.24
6,127,470.65
6,503,036.54
7,807,012.73
8,352,211.51
8,354,022.78
8,364,130.51
13,025,838.96
Market Value
8,172.50
41,914.22
2,262,299.0 l
4,210,296.10
5,196,017.60
5,879,451.24
6,127,470.65
6,503,036.54
7,807,012.73
8,352,21l.S1
8,354,022.78
8,364,130.51
13,025,838.96
76,131,874.35
76,131,874.35
76,131,874.35
Accrued
8,172.50
41,914.22
2,262,299.01
4,210,296.10
5,196,017.60
5,879,451.24
6,127,470.65
6,503,036.54
7,807,012.73
8,352,211.51
8,354,022.78
8,364,130.51
13,025,838.96
76,131,874.35
Net Unrealized
Gain/Loss
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
0.00
S&P
RatinG
AAA
AAA
AAAm
AAAm
AAAm
AAAm
AAAm
AAAm
AAAm
AAAm
AAAm
AAA
AAAm
0.00 AAA
Moodys
Rating
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Fitch
Rating
AAA
AAA
NA
AAA
AAA
AAA
AAA
AAA
AAA
NA
AAA
AAA
AAA
Aaa
AAA
clearwater
Account:
As of:
u/Jlnou
Currency:
USD
Security Type
CASH
CASH
MMFUND
MMFUND
MMFUND
MMFUND
ATIACHMENT 2- Page 4 of 5
CAISO- Market Collateral
Description
Receivable
Cash
DREYFUS INS CASHADV-1
FIDELITYPRIMEMONMAR-1
BlACKROCK LIQFDTEMPFUND-IN
FEDERATEDINVPRJMEOBLIG-lS
• Weighted By: Market Value+ Accrued
Industry Subgroup
Cash
Cash
Cash
Cash
Cash
Cash
Yield
0.000
0.000
0.100
0.090
0.110
0.100
Face Value
11,952.95
600,000.00
22,338,331.18
30,017,493.27
32,794,413.63
37,256,744.61
0.100
12.3,018,935.64
Coupon
0.000
0.000
0.070
0.040
0.100
0.080
Final Maturity
Duration
12/3112012
0.000
12/3112012
0.000
12131/2012
0.000
12/3112012
0.000
12!31.'2012
0.000
12'31,'2012
0.000
U/31/2012
0.000
Original Cost
11,952.95
600,000.00
22,338,331.18
30,017.493.27
32,794,413.63
3-:',256,744.61
Book Value
11,952.95
600,000.00
22,338,331.18
30,017.493.2?
32,794.413.63
37.256,744.61
Market Value
11,952.95
600,000.00
22,338,331.18
30,017,493.27
32,794,413.63
37,256,744.61
Market Value+
Accrued
11,952.95
600,000.00
22,338,331.18
30,011,493.27
32.?94,413.63
37,256,744.61
123,018,935.64
12.3,018,935.64
123,018,935.64
IZ3,018,935.64
Net Unreall7.<d
Gain/Loss
0.00
0.00
0.00
0.00
0.00
0.00
S&P
Rating
AAA
AAA
AAAm
AAAm
AAAm
AAAm
0.00 AAA
Moodys
Rating
Aaa
Aaa
Aaa
Aaa
Aaa
Aaa
Fitch
Ratln;
A.:-.A
AAA
AAA
AAA
AA.\
AAA
Aaa
AAA
clearwater
Account:
As of:
Currency:
CAlSO-VEBA Trust
12/3112012
USD
Securi!l• Tll!•
CORP
CORP
CORP
CORP
CORP
CORP
AGCYBOND
USGOV
MUNI
USGOV
AGCYBOND
USGOV
MUNI
CORP
CORP
AGCYBOND
AGCYBOND
USGOV
USGOV
MMFUND
DestrlJ!tion
COLGATE-PALMOLIVE CO
IBM CORP
CAMPBELL SOUP CO
GENERAL ELEC CAP CORP
E.l. DUPONT DE NEMOURS
WACHOVIACORP
FREDDIE MAC
US TREASURY NIB
CALLEGUAS WTR DIST-A
US TREASURY NIB
FEDERAL HOME WAN BANK
US TREASURY NIB
WI ST GEN-REF-A
SIMON PROPERTY GROUP LP
TARGET CORP
FREDDIE MAC
FREDDIE MAC
US TREASURY NIB
US TREASURY NIB
WFB COLLATERALIZED MIM ACCT
ATIACHMENT 2 • Page 5 of 5
Market Value+
lndusl!l Subgroul!
Cosmetics&Toiletries
Computer Services
Food-Mis~·Divcrsified
Diversified Finan Serv
Chemkals-Diversified
Super-Regional Banks-US
Sovcreign .\gcncy
Sovereign
Utilities
Sovereign
Sovereign Agency
Sovereign
Other
REITS-Regional Malls
Retail-Discount
Sovereign Agency
Sovereign Agency
Sov:reign
Sovcreign
Cash
Yield
0.875
0.372
1.212
0.621
1.999
0.492
0.182
0.185
0.555
0.229
0.440
O.S35
0.541
1.223
3.350
0.617
0.181
1.318
0.393
0.000
0.685
0
Weighted By: Market Value+ Accrued
Face Value
145,000.00
200,000.00
200,000.00
200.000.00
200.000.00
230,000.00
250,000.00
250,000.00
250,000.00
250,000.00
250,000.00
250,000.00
250,000.00
250,000.00
200,000.00
250,000.00
300,000.00
500.000.00
500,000.00
1,214,913.70
Coueon
6,142,913. 70 -
5.200
1.250
3.050
5.900
5.750
5.500
0.375
0.250
0.467
0.500
1.625
2.250
4.319
5.250
8.800
5.000
0.375
2.625
2.625
0.000
Duration
Final Maturill
I 1.'07,2016
3.551
os;tmot4
1.354
07.'15.2017
4.260
05/1312014
1.331
03/15/2019
5.354
05/0112013
0.336
11 .'2712013
0.904
11.'3012013
0.914
07,'01i2013
0.499
08.'15 i2014
1.619
2.882
12'11.2015
07.1112018
5.271
05,'01.2014
1.308
1210112016
3.382
05.'15i2022
6.966
02116/2017
3.800
10.'15.'2013
0.788
11/1512020
7.157
021912016
3.055
12/31t2012
0.000
11111/2015
%.581
Orlg!nal Cost
174,170.84
202,600.00
210,484.00
226,664.00
238,400.00
248,954.30
249,777.50
250,000.00
250,000.00
250,820.31
255,277.50
261,562.50
267,530.00
284,570.00
291,000.00
296,100.00
300,444.00
472,850.00
514,260.00
1,214,913.70
Book Value
164.228.85
20\,452.28
206,898.40
209,163.56
227.823.71
232,963.49
249,898.92
250,000.00
250,000.00
250,446.41
253,613.45
259.302.06
262,375.62
280,698.34
272,706.76
287,542.29
300,206.77
478.467.24
508,642.83
1,214,913.70
Market Value
172,182.55
202,387.17
216,190.43
214:343.18
243,573.96
233,829.73
250,436.81
250,148.96
249,890.00
251 ,098.73
258,659.14
269,261.27
262,530.63
286,016.63
287,044.63
294.555.0?
300,457.38
548,698.72
535,042.?7
1,214,913.70
6,460,378.65
6~1,944.72
6,541,261.45
Accrued
173,336.95
202,727.44
219,003.21
215,916.51
246,960.07
235,938.06
250,525.35
250,203.90
250.509.42
251 ,570.88
25~.884.84
271,615.21
264,330.21
287,110.38
289,293.52
299,2t2.57
300,694.88
550,402.30
539,502.37
1,214,913.70
6,571,682.17
Net Unreallud
Gain/Loss
7.953.70
934.89
9,292.04
4,579.61
15,750.25
866.24
537.90
148.96
(110.00)
652.32
5,045.69
9,959.21
155.01
5,318.29
14,337.87
7,012.78
250.60
70,231.48
26.399.89
0.00
S&P
Rating
MMBBB+
AA+
A
A+
M+
AA+
AAA
M+
M+
AA+
AAAA+
AA+
/\A+
M+
M+
NA
179,316.72 AA-
Moodys
Rating
Aa3
Aa3
A2
AI
A2
A2
Aaa
Aaa
Aa2
Aaa
Aaa
Aaa
Aa3
A3
A2
Aaa
Aaa
Aaa
Aaa
NA
Filth
Raling
MA+
ANR
A
AAAAA
AAA
NA
AAA
AAA
AAA
AAAAAAA
AAA
AAA
AAA
NA
Aa3
AA-