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Los Ange les County Metropolitan Transportation Authority
BOARD OF DIRECTORS
ARTHUR T. LEAHYk~ / CHIEF EXECUTIVE OT TERRY MATSUMOTO CHIEF FINANCIAL SER
One Gateway Plaza Los Angeles, CA 90012-2952
213.922.2000 Tel metro. net
October 30, 2012
INVESTMENT REPORT FOR QUARTER ENDING SEPTEMBER 30, 2012
The purpose of this quarterly report on investments is to certify that the ca'sh and investment portfolios are in compliance with our Investment Policy approved January 26, 2012.
DISCUSSION
1. On a consolidated portfol io basis, the securities in the portfolio were in compliance for the quarter ending September 30, 2012.
2. L.A. County Pool
>- Non-Compliance with L.A. County Investment Policy
See Attachment VII- County of Los Angeles Treasurer and Tax Collector Report of Investments for July, August and September 2012.
INVESTMENT RETURNS
Treasury staff continues to emphasize portfolio safety, liquidity and enhancing returns. The externally managed portfolio strategies are designed to enhance total return , subject to the objectives of safety and liquidity, by targeting the benchmark BofA Merrill Lynch 1-3 year Government/Corporate Bond Index. Investment returns and the weighted average duration for the internal portfolio and the externally managed portfolios are summarized below in Table I, and are shown in Attachment I, pages four and five.
For the quarter ended September 30, 2012, the externally managed portfolios had a combined gain of 0.47% compared to a gain of 0.58% for the benchmark. For the period, the combined weighted average duration of the external portfolios was 1.8 years versus 1.8 years for the benchmark.
Table 1- Investment Returns for the Quarter Ending September 30, 2012
% Weighted Average Investment Manager I Benchmark Return Duration (years) Internal Managed Investments 0.02 0.1 91 day T-Billlndex 0.03 0.2 Managed Investments L.M. Capital 0.69 2.0 PIMCO 0.38 1.7 RBCGiobal 0.62 2.0 Wells Capital 0.46 1.7 External Manager Composite 0.47 1.8 SofA Merrill Lynch 1-3 yr Govt/Corp 0.58 1.8 Bond Index
During the quarter, the external managers had realized gains net of losses in the amount of $3.1 million on securities sold prior to their maturity date (See Attachment Ill Quarterly Gain/Loss Report). Treasury staff monitors the performance of the external managers relative to the respective benchmark over a market cycle (3 to 5 years), and meets quarterly with the external managers to review performance and to discuss managers' strategies.
NEXT STEPS
The next update will report transactions for the month ending October 31, 2012.
Attachment 1: September 30, 2012 Quarterly Report on Cash & Investments Attachment II: September 2012 Transactions Report Attachment Ill: Quarterly Gain/Loss Report for the quarter ended September 30, 2012 Attachment IV: Quarterly Certification of Liquidity Attachment V: Schedule of Proposed Financings Attachment VI: US Bank Institutional Trust and Custody statements, and Local
Agency Investment Fund Asset Statements Attachment VII: L.A. County Treasurer's and Tax Collector Report of Investments
Prepared by:
for July, August and September 2012 -Attachment II
Marshall M. Liu, Principal Financial Analyst Donna R. Mills, Assistant Treasurer
ATTACHMENT I
LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
QUARTERLY REPORT ON CASH & INVESTMENTS
September 30, 2012
Los Angeles County Metropolitan Transportation Authority
CASH AND INVESTMENT REPORT OVERVIEW September 30,2012
(In Dollars)
The LACMTA's Treasury Department is responsible for various funds in the following major categories:
September 30,2012 June 30,2012
Operating Funds (a) $ 1,988,017,617 $ 1 ,924, 710,155
Debt Funds: Bond Principal and Interest 89,152,367 213,924,590 Debt Service Reserves and Other Debt 244,167,001 246,256,153 Refunding Escrows 164,986 164,884 Bond Construction Funds 316,518,932 378,617,210
Pension Assets 970,849,481 921,493,714 Other Post Employment Benefit Fund 212,036,180 199,514,169 HOV, STA, TDA and SAFE Funds 362,037,533 293,639,048 Other (See Schedule of Other Funds) 12,420,930 12,287,405
TOTAL$ 4,195,365,028 $ 4,190,607,329
a - Operating Funds are reported at book value. All other funds are reported at market value. b - Current quarter increase due to monthly funding in excess of payroll and other disbursements. c- Current quarter decrease due to July 1 scheduled payment of principal and interest. d - Current quarter decrease due to lower debt service reserve requirements following refunding. e - Current quarter decrease due to payment of Measure R construction costs. f - Current quarter increase due to favorable market conditions net of contributions. g- Current quarter increase due to favorable market conditions. h - Current quarter increase due to eligible agencies accumulating claims for FY 2013 TDA funds.
1
$
$
Change Note
63,307,462 b
(124,772,223) c (2,089, 152) d
102 (62,098,278) e
49,355,767 f
12,522,011 g
68,398,485 h
133,525
4,757,699
Los Angeles County Metropolitan Transportation Authority
Schedule of Other Funds September 30, 2012
(In Dollars)
Fund Name September 30,2012 June 30, 2012 Change
ATU Health and Welfare Trust Fund (a) TCU Health and Welfare Trust Fund (b)
TOTAL
5,847,309 6,573,621
12,420,930
5,716,863 6,570,543
12,287,406
(a)- The ATU funds in this account are administered by the LACMTA. It is comprised of a checking account to handle normal expense disbursements, and securities held in an investment account managed in accordance with the ATU's Investment Policy.
(b) - The TCU funds in this account are managed by the LACMT A. The custody account holds securities purchased for the TCU H&W Trust Fund in accordance with the Trust's Investment Policy.
Page 1 - Other
130,446 3,078
133,524
Los Angeles County Metropolitan Transportation Authority
SUMMARY and COMPARISON DISCRETIONARY I OPERATING FUNDS
September 30, 2012
Description
Yield to Maturity (at market)
Bank Deposits Local Agency Investment Fund (*) Managed Investments
Total Wtd Avg Yield (at market)
Wtd Avg. Maturity (days)
Balances Bank Deposits Local Agency Investment Fund (*) Managed Investments Total Book Value
Total Market Value
Total Par Value
Quarterly Interest - Earned Quarterly Interest - Received
(*) - Includes $ 49 million held in a PTSC account.
$
$
$
$
$ $
2
September 30, 2012
0.35% 0.35% 0.47%
0.36%
471
54,372,324 98,861,648
1 ,834, 783,645 1 ,988,017,617
1 ,987 '790,236
1 ,972, 782,292
4,093,454 4,091,390
June 30, 2012
0.35% 0.36% 0.68%
0.49%
449
$ 52,389,622 98,773,914
1 1773,546,619
$ 1 ,924, 710,155
$ 1,925,472,291
$ 1 ,906,468,466
$ 4,470,955 $ 5,442,668
Los Angeles County Metropolitan Transportation Authority
CASH and INVESTMENT SUMMARY DISCRETIONARY I OPERATING FUNDS
September 30,2012
Description Balance at cost Average yield at Average
Percentage market maturity in days
Bank Deposits $ 54,372,324 0.35% 1 2.7%
Local Agency Investment Fund (*) 98,861,648 0.35% 242 5.0%
Managed Investments: Money Market Funds 79,749,282 0.01% 1 4.0% Commercial Paper 169,068,881 0.11% 41 8.5% U.S. Treasuries 585,852,553 0.23% 578 29.5% Federal Agencies 622,342,835 0.39% 509 31.3% Corporate Notes 295,765,379 0.74% 644 14.9% Asset Back Securities 11,124,425 0.35% 753 0.6% Municipals 70,880,290 0.72% 728 3.6%
Subtotal - Managed Investments 1,834, 783,645 0.47% 537 92.4%
Total Cash & Investments $ 1 ,988,017,616 0.36% (****) 471 100.00%
1 - Earnings on bank deposits include earnings credits gross of service fees. 2 -The source of the ratings is Standard and Poor's rating agency. (*) - Includes $ 49 million held in a PTSC account. (**) - Deposits are collateralized at 110% by U.S. Treasuries. (***) -The Local Agency Investment Fund (LAIF) is administered by the California State Treasurer's office per Section 16429.1 et seq. of the California
Government Code. The LAIF is not rated. (****)-Weighted average yield at market
3
Ratings-(Low- High) (2)
**
***
Aaa A-1/P-1 - A-1 +/P1
Aa A1-Aa
Baa1- Aaa AAA-Aaa Aa2 -Aaa
Los Angeles County Metropolitan Transportation Authority
DISCRETIONARY I OPERATING FUNDS September 30, 2012
Performance (in percentages, gross of fees)
Investment Manager
Short Duration
Internal Managed Investments
Benchmark- 91 day T-Bill (**)
Intermediate Duration
LM Capital
PIMCO
RBCGiobal
Wells Capital
External Managers Composite
BofA Merrill Lynch U.S. Govt/Corp 1-3 year Bond Index
* Cost balance includes accrued income
Balance at market in Balance at cost in dollars dollars *
776,181,560 776,150,358
122,860,652 123,195,707
425,232,417 426,450,702
123,176,617 122,490,303
387,105,017 386,496,575
1,058,37 4, 703 1,058,633,287
Yield to Maturity at
market
0.09%
0.50%
0.39%
0.52%
0.41%
0.43%
0.50%
Average maturity in
days
28
717
598
729
622
636
656
Duration in years
0.08
0.20
1.99
1.66
2.03
1.73
1.77
1.82
Fiscal Returns since 09/30/12
Year Inception ***
0.02% 0.02% 3.40%
0.03% 0.03%
0.69% 0.69% 4.74%
0.38% 0.38% 4.72%
0.62% 0.62% 3.44%
0.46% 0.46% 3.05%
0.47% 0.47%
0.58% 0.58%
** Inception dates; Internal 9/30/93; LM Capita11/29/90; PIMCO 1/31/97; Voyageur and Wells Capital 01/02/08. Short duration benchmark return- 91 day T-Bill plus 20 basis points throught 12/31/1997 and 91 day T-Bill from 01/01/1998 forward.
Benchmark since
Inception**
3.25%
4.72%
4.46%
2.90%
2.90%
*** Intermediate Duration benchmark returns are a composite of the BofA Merrill Lynch 1-3 yr GovUCorp Bond Index from 06/30/2001 forward, and the Lehman Brothers 1-3 yr GovUCorp Index prior to 06/30/2001.
4
0.800%
0.600%
0.400%
Los Angeles County Metropolitan Transportation Authority Intermediate Duration Managers vs. B of A Merrill Lynch 1-3 Yr. Govt./Credit Index
For the quarter and fiscal year ended September 30, 2012
BofA Merrill Lynch U.S. Govt/Corp 1-3 year Bond In 0.58%
LM Capital PIMCO RBC Global
5
Wells Capital
Los Angeles County Metropolitan Transportation Authority
LIQUIDITY SCHEDULE DISCRETIONARY I OPERATING FUNDS
September 30, 2012
Bank Deposits Money Market Funds Local Agency Investment Fund(*)
Investments Maturing:
Total Cash & Investments
Availability
Immediate Immediate Immediate
less than 31 days 31 days to 60 days 61 days to 90 days 91 days to 364 days 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years
(*) -Includes$ 49 million held in a PTSC account. (**) -Weighted average yield at market
$
6
Balance at Cost
54,372,324 79,749,282 98,861,648
394,281,411 258,317,528
97,330,897 239,748,917 396,889,799 254,783,103
30,088,092 83,594,615
1,988,017,616
Average yield at market
0.35% 0.01% 0.35%
0.23% 0.28% 0.11% 0.54% 0.46% 0.63% 0.72% 0.73%
0.36% (**)
Cumulative Availability
54,372,324 134,121,606 232,983,254
627,264,665 885,582,193 982,913,090
1 ,222,662,007 1,619,551,806 1,874,334,909 1 ,904,423,001 1,988,017,616
Los Angeles County Metropolitan Transportation Authority
LA COUNTY TREASURER'S INVESTMENT POOL September 30, 2012
The LACMTA is the administrator of various funds that are invested with the Los Angeles County Treasurer Investment Pool. As of September 30, 2012, the funds totaled $362 million.
The earnings rate for June was not available for inclusion in this report.
High Occupancy Vehicle Project Funds State Transit Assistance Bus Funds State Transit Assistance Rail Funds Transportation Development Act Local Transportation Account Service Authority Freeway Emergency Funds
Total Administered Funds
7
in thousands $ 95.0
15,328.6 9,408.1
336,512.0 693.8
$ 362,037.5
Los Angeles County Metropolitan Transportation Authority
GLOSSARY September 30, 2012
Book Value : The original cost of the investment, plus accrued interest and amortization of any discount or premium.
Duration : The approximate percentage change in the price of a bond or portfolio for a 1 00 basis point shift in the yield curve.
Market Value : The current market price of the investment including accrued interest.
Par or Face Value : The principal amount paid at maturity.
Yield to Maturity : The single rate of return earned on an investment considering all cash flows and timing factors.
8
ATTACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
PURCHASE DETAIL REPORT 09/01/12 TO 09/30/12
Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Yield Broker/Dealer
09/04/2012 9AMRRHE05 BARCLAYS BANK PLC LONDON REPO 09/05/2012 0.240% 2,200,000.00 2,200,000.00 0.00 0.240% BARCLAYS CAPITAL INC FIXED INC 09/04/2012 9AMRRHD89 JP MORGAN CHASE & CO REPO 09/05/2012 0.220% 4,500,000.00 4,500,000.00 0.00 0.220% JP MORGAN SECURITIES LIMITED 09/04/2012 9AMRRHD97 CITIGROUP GLOBAL MARKETS REPO 09/05/2012 0.230% 5,500,000.00 5,500,000.00 0.00 0.230% CITIGROUP GLOBAL MARKETS INC. 09/04/2012 9AMRRHD71 DEUTSCHE BANK SECURITIES REPO 09/05/2012 0.200% 10,000,000.00 10,000,000.00 0.00 0.200% DEUTSCHE BANK SECURITIES, INC. 09/04/2012 36959HJB4 General Electric Capital Corporation 09/11/2012 0.000% 15,000,000.00 14,999,708.33 0.00 0.100% MERRILL LYNCH INC FIXED INCOME 09/05/2012 313384N62 FED HOME LN DISCOUNT NT 11/07/2012 0.000% 1,700,000.00 1,699,628.13 0.00 0.125% NOMURA SECURITIES/FIXED INCOME 09/05/2012 13508TM37 Canada, Government of 12/03/2012 0.000% 1,850,000.00 1,849.451.17 0.00 0.120% CREDIT SUISSE SECURITIES (USA) 09/05/2012 9AMRRHE47 BARCLAYS BANK PLC LONDON REPO 09/06/2012 0.220% 2,200,000.00 2,200,000.00 0.00 0.220% BARCLAYS CAPITAL INC FIXED INC 09/05/2012 9AMRRHE54 JP MORGAN CHASE & CO REPO 09/06/2012 0.220% 4,500,000.00 4,500,000.00 0.00 0.220% JP MORGAN SECURITIES LIMITED 09/05/2012 9AMRRHE62 CITIGROUP GLOBAL MARKETS REPO 09/06/2012 0.230% 5,500,000.00 5,500,000.00 0.00 0.230% CITIGROUP GLOBAL MARKETS INC. 09/05/2012 313384K73 FED HOME LN DISCOUNT NT 10/15/2012 0.000% 8,100,000.00 8,099,280.00 0.00 0.080% BARCLAYS CAPITAL INC FIXED INC 09/05/2012 9AMRRHE39 MORGAN STANLEY & CO REPO 09/06/2012 0.220% 10,000,000.00 10,000,000.00 0.00 0.220% Morgan Stanley 09/05/2012 313588K79 FANNIE DISCOUNT NOTE 10/15/2012 0.000% 11,000,000.00 10,999,144.44 0.00 0.070% MERRILL LYNCH INC FIXED INCOME 09/06/2012 313588R31 FANNIE DISCOUNT NOTE 11/28/2012 0.000% 1,200,000.00 1,199,654.17 0.00 0.125% CREDIT SUISSE SECURITIES (USA) 09f06f2012 9AMRRHE96 BARCLAYS BANK PLC LONDON REPO 09f07f2012 0.260% 2,200,000.00 2,200,000.00 0.00 0.260% BARCLA YS CAPITAL INC FIXED INC 09/06/2012 30215GLF7 Export Development Canada 11/15/2012 0.000% 2,600,000.00 2,599,443.89 0.00 0.110% RBC CAPITAL MARKETS 09J06f2012 313384N62 FED HOME LN DISCOUNT NT 11f07f2012 0.000% 3,600,000.00 3,599,287.00 0.00 0.115% MERRILL LYNCH INC FIXED INCOME 09/06/2012 9AMRRHF12 JP MORGAN CHASE & CO REPO 09/07/2012 0.250% 4,500,000.00 4,500,000.00 0.00 0.250% JP MORGAN SECURITIES LIMITED 09J06f2012 9AMRRHF04 CITIGROUP GLOBAL MARKETS REPO 09/07/2012 0.250% 5,500,000.00 5,500,000.00 0.00 0.250% CITIGROUP GLOBAL MARKETS INC. 09f06f2012 9AMRRHF20 MORGAN STANLEY & CO REPO 09/07/2012 0.250% 10,000,000.00 10,000,000.00 0.00 0.250% Morgan Stanley 09/07/2012 912828TL4 US TREASURY NJB 08/31/2014 0.250% 100,000.00 100,023.30 4.83 0.250% Morgan Stanley 09f07f2012 24422ERV3 JOHN DEERE CAPITAL CORP 09/04/2015 0.700% 600,000.00 599,592.00 0.00 0.700% DEUTSCHE BANK SECURITIES, INC. 09/07/2012 9AMRRHF53 CRED SUISSE FIR BOS INC REPO 09/10/2012 0.240% 900,000.00 900,000.00 0.00 0.240% CREDIT SUISSE SECURITIES (USA) 09f07f2012 9127955G2 US TREASURY BILL 10f18f2012 0.000% 4,700,000.00 4,699,531.63 0.00 0.088% NOMURA SECURITIES/FIXED INCOME 09f07f2012 36962G5Z3 GENERAL ELEC CAP CORP 07/02/2015 1.625% 4,850,000.00 4,919,646.00 14,230.03 1.625% CITIGROUP GLOBAL MARKETS INC. 09/07/2012 30215GKV3 Export Development Canada 10/29/2012 0.000% 6,132,000.00 6,131,114.27 0.00 0.100% RBC CAPITAL MARKETS 09/07/2012 313384L64 FED HOME LN DISCOUNT NT 10/22/2012 0.000% 10,000,000.00 9,999,000.00 0.00 0.080% CITIGROUP GLOBAL MARKETS INC.
09/07/2012 9127955G2 US TREASURY BILL 10/18/2012 0.000% 15,000,000.00 14,998,633.33 0.00 0.080% NOMURA SECURITIES/FIXED INCOME
09J07f2012 912828TL4 US TREASURY NfB 08/31/2014 0.250% 21,200,000.00 21,206,572.00 1,024.86 0.250% CREDIT SUISSE SECURITIES (USA)
09/10/2012 605581BUO MISSISSIPPI ST TXBL REF E 12/01/2015 0.789% 425,000.00 426,054.00 111.78 0.789% Southwest Securities
09/10/2012 9AMRRHG37 CRED SUISSE FIR BOS INC REPO 09/11/2012 0.230% 900,000.00 900,000.00 0.00 0.230% CREDIT SUISSE SECURITIES (USA)
09/10/2012 9127956LO US TREASURY BILL 05/02/2013 0.000% 10,100,000.00 10,090,973.13 0.00 0.137% RBS SECURITIES INC
09/11/2012 677521HV1 OHIO ST BABS SERIES E 08/01/2017 3.328% 500,000.00 551,370.00 1,848.89 3.328% Southwest Securities
09/11/2012 9AMRRHH51 CRED SUISSE FIR BOS INC REPO 09/12/2012 0.230% 900,000.00 900,000.00 0.00 0.230% CREDIT SUISSE SECURITIES (USA)
09/11/2012 313384N88 FED HOME LN DISCOUNT NT 11/09/2012 0.000% 1,450,000.00 1,449,702.95 0.00 0.125% NOMURA SECURITIES/FIXED INCOME
09/11/2012 13508TM37 Canada, Government of 12/03/2012 0.000% 2,000,000.00 1,999,446.67 0.00 0.120% CREDIT SUISSE SECURITIES (USA)
09/11/2012 06416JKQ5 The Bank of Nova Scotia 10/24/2012 0.000% 15,000,000.00 14,997,670.80 0.00 0.130% CITIGROUP GLOBAL MARKETS INC.
09/12/2012 59087ALD9 Metlife Funding, Inc. 11/13/2012 0.000% 900,000.00 899,767.50 0.00 0.150% CREDIT SUISSE SECURITIES (USA)
09/12/2012 9AMRRHH93 CRED SUISSE FIR BOS INC REPO 09/13/2012 0.250% 900,000.00 900,000.00 0.00 0.250% CREDIT SUISSE SECURITIES (USA)
09/12/2012 313396Q97 FREDDIE MAC DISCOUNT NT 11/26/2012 0.000% 3,110,000.00 3,109,157.71 0.00 0.130% HSBC SECURITIES
09/12/2012 313384L98 FED HOME LN DISCOUNT NT 10/25/2012 0.000% 18,000,000.00 17,998,495.00 0.00 0.070% CITIGROUP GLOBAL MARKETS INC.
09/13/2012 9AMRRH)75 CRED SUISSE FIR BOS INC REPO 09/14/2012 0.260% 100,000.00 100,000.00 0.00 0.260% CREDIT SUISSE SECURITIES (USA)
09/13/2012 9127957L9 US TREASURY BILL 03/14/2013 0.000% 900,000.00 899,408.50 0.00 0.130% CITIGROUP GLOBAL MARKETS INC. 09/14/2012 9AMRRHK32 CRED SUISSE FIR BOS INC REPO 09f17f2012 0.280% 100,000.00 100,000.00 0.00 0.280% CREDIT SUISSE SECURITIES (USA) 09/14/2012 313384G52 FED HOME LN DISCOUNT NT 09/19/2012 0.000% 4,000,000.00 3,999,927.78 0.00 0.130% JP MORGAN SECURITIES LIMITED 09/14/2012 313588G58 FANNIE DISCOUNT NOTE 09/19/2012 0.000% 5,000,000.00 4,999,930.56 0.00 0.100% HSBC SECURITIES 09/14/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 7,000,000.00 6,998.425.00 0.00 0.090% BARCLAYS CAPITAL INC FIXED INC
Report date: 10/11/2012 1/4
ATIACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
PURCHASE DETAIL REPORT 09/01/12 TO 09/30/12
Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Yield Broker /Dealer
09/17/2012 9AMRRHL07 CRED SUISSE FIR BOS INC REPO 09/18/2012 0.240% 100,000.00 100,000.00 0.00 0.240% CREDIT SUISSE SECURITIES (USA) 09/17/2012 30229AKW8 Exxon Mobil Corporation 10f30f2012 0.000% 12,000,000.00 11,999,570.00 0.00 0.030% MERRILL LYNCH INC FIXED INCOME 09/18/2012 9127957D7 US TREASURY BILL 01/31/2013 0.000% 2,000,000.00 1,999,246.24 0.00 0.101% CIT! GROUP GLOBAL MARKETS INC. 09/18/2012 9127956Y2 US TREASURY BILL 12/27/2012 0.000% 2,000,000.00 1,999,458.33 0.00 0.098% HSBC SECURITIES 09/18/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 7,700,000.00 7,667,816.41 2,392.96 0.625% CREDIT SUISSE SECURITIES (USA) 09/19/2012 9AMRRHM14 CRED SUISSE FIR BOS INC REPO 09/20/2012 0.220% 100,000.00 100,000.00 0.00 0.220% CREDIT SUISSE SECURITIES (USA) 09/19/2012 06416JKS1 The Bank of Nova Scotia 10/26/2012 0.000% 13,000,000.00 12,998,263.06 0.00 0.130% MERRILL LYNCH INC FIXED INCOME 09f20f2012 313396Q97 FREDDIE MAC DISCOUNT NT 11/26/2012 0.000% 1,000,000.00 999,776.67 0.00 0.120% BARCLAYS CAPITAL INC FIXED INC 09f20f2012 30215GMD1 Export Development Canada 12/13/2012 0.000% 1,300,000.00 1,299,575.33 0.00 0.140% RBC CAPITAL MARKETS 09/20/2012 313588T88 FANNIE DISCOUNT NOTE 12/19/2012 0.000% 4,700,000.00 4,698,472.50 0.00 0.130% CREDIT SUISSE SECURITIES (USA) 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 4,850,000.00 4,835,412.11 1,674.72 0.625% BARCLAYS CAPITAL INC FIXED INC 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 4,850,000.00 4,834,654.30 1,674.72 0.625% CITIGROUP GLOBAL MARKETS INC. 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% CIT! GROUP GLOBAL MARKETS INC. 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% JP MORGAN SECURITIES LIMITED 09/20/2012 912828TM2 US TREASURY NfB 08/31/2017 0.625% 8,700,000.00 8,675,871.09 3,004.14 0.625% JP MORGAN SECURITIES LIMITED 09f20f2012 9127956P1 US TREASURY BILL 11/01/2012 0.000% 13,000,000.00 12,999,090.00 0.00 0.060% BARCLAYS CAPITAL INC FIXED INC 09/21/2012 0258MODCO AMERICAN EXPRESS CREDIT 09/19/2016 2.800% 1,500,000.00 1,594,605.00 233.33 2.800% CREDIT SUISSE SECURITIES (USA) 09/21/2012 3135GOMV2 FANNIE MAE 07/24/2015 0.600% 1,500,000.00 1,501,500.00 1,425.00 0.600% MERRILL LYNCH INC FIXED INCOME 09/21/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 4,000,000.00 3,999,146.94 0.00 0.093% CREDIT SUISSE SECURITIES (USA) 09/21/2012 13508TKS4 Canada, Government of 10/26/2012 0.000% 12,000,000.00 11,999,650.00 0.00 0.030% CREDIT SUISSE SECURITIES (USA) 09/24/2012 36959HK97 General Electric Capital Corporation 10/09/2012 0.000% 5,000,000.00 4,999,875.00 0.00 0.060% MERRILL LYNCH INC FIXED INCOME 09/24/2012 9127956Y2 US TREASURY BILL 12/27/2012 0.000% 10,000,000.00 9,997,375.83 0.00 0.101% CREDIT SUISSE SECURITIES (USA) 09/24/2012 9127955QO US TREASURY BILL 12/13/2012 0.000% 10,000,000.00 9,997,944.44 0.00 0.093% NOMURA SECURITIES/FIXED INCOME 09/25/2012 313384K99 FED HOME LN DISCOUNT NT 10/17/2012 0.000% 4,000,000.00 3,999,902.22 0.00 0.040% NOMURA SECURITIESfFIXED INCOME 09/25/2012 30215GK19 Export Development Canada 10/01/2012 0.000% 6,461,000.00 6,460,892.32 0.00 0.100% RBC CAPITAL MARKETS 09/25/2012 313384P60 FED HOME LN DISCOUNT NT 11/15/2012 0.000% 9,400,000.00 9,399,467.33 0.00 0.040% JP MORGAN SECURITIES LIMITED 09/25/2012 313588K20 FANNIE DISCOUNT NOTE 10/10/2012 0.000% 10,000,000.00 9,999,895.83 0.00 0.025% CIT! GROUP GLOBAL MARKETS INC.
09/25/2012 0556NOJUO BNP Paribas Finance Inc. 09/28/2012 0.000% 20,000,000.00 19,999,783.33 0.00 0.130% JP MORGAN SECURITIES LIMITED 09/26/2012 313384R35 FED HOME LN DISCOUNT NT 11/28/2012 0.000% 6,700,000.00 6,699,413.75 0.00 0.050% JP MORGAN SECURITIES LIMITED
09/26/2012 3135GONV1 FANNIE MAE 09/28/2015 0.500% 12,000,000.00 12,020,520.00 6,500.00 0.500% SG AMERICAS SECURITIES, LLC
09/26/2012 313396P56 FREDDIE MAC DISCOUNT NT 11/14/2012 0.000% 12,000,000.00 11,999,183.33 0.00 0.050% NOMURA SECURITIES/FIXED INCOME
09/26/2012 11070JMK3 Govt of the Province of Brit Colum 12/19/2012 0.000% 20,000,000.00 19,995,566.67 0.00 0.095% BARCLAYS CAPITAL INC FIXED INC
09/26/2012 9127956T3 US TREASURY BILL 11/23/2012 0.000% 20,000,000.00 19,998,550.00 0.00 0.045% BARCLA YS CAPITAL INC FIXED INC
09/26/2012 313384R35 FED HOME LN DISCOUNT NT 11/28/2012 0.000% 20,000,000.00 19,996,850.00 0.00 0.090% NOMURA SECURITIES/FIXED INCOME
09/26/2012 313384R50 FED HOME LN DISCOUNT NT 11/30/2012 0.000% 23,000,000.00 22,996,262.50 0.00 0.090% CIT! GROUP GLOBAL MARKETS INC.
09/26/2012 06416JL50 The Bank of Nova Scotia 11/05/2012 0.000% 28,000,000.00 27,995,800.00 0.00 0.135% JP MORGAN SECURITIES LIMITED 09/27/2012 13066KW21 CALIF ST DEPT OF WATER 12/01/2016 0.991% 900,000.00 900,000.00 0.00 0.991% Morgan Stanley
09/27/2012 9127955Ll US TREASURY BILL 11/15/2012 0.000% 20,000,000.00 19,998,775.00 0.00 0.045% NOMURA SECURITIESJFIXED INCOME
09/27/2012 313384Q93 FED HOME LN DISCOUNT NT 11/26/2012 0.000% 25,000,000.00 24,997,083.33 0.00 0.070% NOMURA SECURITIESJFIXED INCOME 09/28/2012 313589AJ2 FANNIE DISCOUNT NOTE 01/09/2013 0.000% 1,000,000.00 999,656.67 0.00 0.120% NOMURA SECURITIES/FIXED INCOME 09f28f2012 11070JMM9 Govt of the Province of Brit Colum 12/21/2012 0.000% 1,500,000.00 1,499,650.00 0.00 0.100% BARCLAYS CAPITAL INC FIXED INC
09/28/2012 313384U98 FED HOME LN DISCOUNT NT 12/28/2012 0.000% 2,600,000.00 2,599,224.48 0.00 0.118% CREDIT SUISSE SECURITIES (USA)
09/28/2012 313384U98 FED HOME LN DISCOUNT NT 12/28/2012 0.000% 3,500,000.00 3,498,960.45 0.00 0.118% RBC CAPITAL MARKETS o9L28[2012 13508TKX3 Canada, Government of 10[31L2012 0.000% 25,000,000.00 24,999,312.50 0.00 0.030% CREDIT SUISSE SECURITIES (USA)
$654,178,000.00 $654,223,834.40 $40,133.54
Report date: 10/11/2012 2/4
ATIACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
SALES DETAIL REPORT 09/01/12 TO 09/30/12
Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain I (Loss) Broker {Dealer
09{05{2012 3137EACJ6 FREDDIE MAC 04{15{2013 1.625% $300,000.00 $299,437.50 $1,895.83 $3,190.50 SG AMERICAS SECURITIES, LLC 09{06{2012 912828RAO US TREASURY NfB 06{30{2013 0.375% $50,000.00 $49,966.80 $34.65 $119.14 Morgan Stanley 09{07{2012 91159HGW4 USBANCORP 06{14{2013 2.000% $3,850,000.00 $3,861,821.00 $17,752.78 $37,151.00 BNY CAPITAL MARKETS, INC. 09{10{2012 25468PCQ7 WALT DISNEY COMPANY {THE 12{01{2014 0.875% $500,000.00 $498,365.00 $1,203.13 $6,490.00 Wells Fargo 09{10{2012 191216AX8 COCA-COLA CO {THE 03/13/2015 0.750% $525,000.00 $524,412.00 $1,925.00 $4,315.50 U.S. Bank 09{10{2012 58013MEP5 MCDONALD'S CORP 05{29{2015 0.750% $600,000.00 $598,350.00 $1,262.50 $7,632.00 Goldman Sachs 09{10{2012 9127956F3 US TREASURY BILL 04{04/2013 0.000% $10,100,000.00 $10,090,875.25 $0.00 $2,189.42 RBS SECURITIES INC 09{18{2012 9127957C9 US TREASURY BILL 01{24{2013 0.000% $1,500,000.00 $1,499,220.00 $0.00 $273.33 JP Morgan Chase 09{18{2012 9127957GO US TREASURY BILL 02{21{2013 0.000% $6,100,000.00 $6,095,682.56 $0.00 $1,409.77 MLPFS INC FIXED INCOME 09{20/2012 9127957L9 US TREASURY BILL 03{14{2013 0.000% $900,000.00 $899,408.50 $0.00 $49.00 MLPFS INC FIXED INCOME 09{20/2012 9127956R7 US TREASURY BILL 05{30{2013 0.000% $9,600,000.00 $9,582,285.33 $0.00 $8,172.27 DEUTSCHE BANK SECURITIES, INC. 09{20{2012 9127956LO US TREASURY BILL 05{02/2013 0.000% $10,100,000.00 $10,090,973.13 $0.00 $385.76 DEUTSCHE BANK SECURITIES, INC. 09/20/2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $15,100,000.00 $15,089,312.56 $0.00 $3,129.89 MHSCJPJT MIZUHO SEC LTD TOKYO 09/26/2012 31331JPK3 FEDERAL FARM CREDIT BANK 06/25/2013 1.375% $650,000.00 $647,972.00 $2,259.20 $7,774.00 SG AMERICAS SECURITIES, LLC 09/26/2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $2,750,000.00 $2,744,843.75 $19,985.24 $27,101.25 SG AMERICAS SECURITIES, LLC 09[26[2012 912828RAO US TREASURY N[B 06[30[2013 0.375% $8,300,000.00 $8,294,488.28 $7,442.93 $17,507.81 BONY[TORONTO DOMINION SECURITI
$70,925,000.00 $70,867,413.65 $53,761.26 $126,890.65
Report date: 10/11/2012 3/4
Settle Date
09/14/2012
Cusip
00206RAQS
Report date: 10/11/2012
ATTACHMENT II LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
CALL DETAIL REPORT
Description
AT&T INC
Maturity Date
02/15/2014
09f01f12 TO 09f30f12
Face Rate
4.850%
Par Value
$2,000,000.00
Accrued Book Value Income Gain f (Loss) BrokerfDealer
$2,004,180.00 $7,814.00 $113,473.80 not applicable
4/4
ATIACHMENT III LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
QUARTERLY GAIN/ (LOSS) REPORT 07/01/12 TO 09/30/12
Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain I (Loss) Broker/Dealer
09/14/2012 00206RAQ5 AT&T INC 02[15[2014 4.850% $2,000,000.00 $2,004,180.00 $7,814.00 $113,473.80 not applicable
Subtotal Quarterly Calls $2,000,000.00 $2,004,180.00 $7,814.00 $113,473.80
07/16/2012 68389XAD7 ORACLE CORP 04/15/2013 4.950% $1,300,000.00 $1,377,753.00 $16,266.25 ($33,605.00) Wells Fargo 07/23/2012 377372AA5 GLAXOSMITHKLINE CAP INC 04/15/2014 4.375% $1,000,000.00 $1,083,850.00 $11,909.72 ($15,910.00) JP MORGAN CLEARING CORP 07/24/2012 594918ABO MICROSOFT CORP 06/01/2014 2.950% $500,000.00 $528,115.00 $2,171.53 ($4,005.00) CREDIT SUISSE SECURITIES (USA) 07/30/2012 589331AHO MERCK & CO INC 02/15/2013 4.375% $2,500,000.00 $2,690,725.00 $50,130.21 ($136,025.00) U.S. Bank 07/30/2012 084664BD2 BERKSHIRE HATHAWAY FIN 05/15/2013 4.600% $5,333,000.00 $5,780,972.00 $51,107.92 ($269,636.48) U.S. Bank 07/30/2012 912828HY9 US TREASURY NfB 04/30/2013 3.125% $1,200,000.00 $1,262,156.25 $9,273.10 ($35,671.87) CITIGROUP GLOBAL MARKETS INC. 07/30/2012 912828JG6 US TREASURY NfB 07/31/2013 3.375% $4,700,000.00 $4,980,889.52 $78,876.72 ($131,444.21) DEUTSCHE BANK SECURITIES, INC. 08/08/2012 31339X2M5 FEDERAL HOME LOAN BANK 06/14/2013 3.875% $1,800,000.00 $1,928,414.00 $10,462.50 ($72,470.00) CITIGROUP GLOBAL MARKETS INC. 08/09/2012 9127956LO US TREASURY BILL 05/02/2013 0.000% $5,200,000.00 $5,194,142.49 $0.00 ($193.99) CITIGROUP GLOBAL MARKETS INC. 08/27/2012 912828TG5 US TREASURY NfB 07/31/2017 0.500% $30,600,000.00 $30,316,710.94 $11,225.54 ($3,585.94) BARCLAYS CAPITAL INC FIXED INC 08/28/2012 452308AH2 ILLINOIS TOOL WORKS INC 04[01[2014 5.150% $815,000.00 $903,730.90 $17,138.77 ($28,820.25) Stifel Nicolaus & Co.
Subtotal Quarterly Losses $54,948,000.00 $56,047,459.10 $258,562.26 {$731,367.74)
07/09/2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $4,300,000.00 $4,293,134.78 $0.00 $1,403.03 Goldman Sachs 07/16/2012 742718DUO PROCTER & GAMBLE CO 08/15/2014 0.700% $500,000.00 $499,055.00 $1,468.06 $3,385.00 MERRILL LYNCH FIXED INCOME 07/16/2012 912828QM5 US TREASURY NfB 05/15/2014 1.000% $25,300,000.00 $25,378,142.34 $42,625.00 $261,826.41 RBS SECURITIES INC 07/16/2012 912828QM5 US TREASURY N/B 05/15/2014 1.000% $25,500,000.00 $25,630,118.61 $42,961.96 $212,537.64 CREDIT SUISSE SECURITIES (USA) 07/16/2012 912828QM5 US TREASURY NfB 05/15/2014 1.000% $25,300,000.00 $25,480,455.03 $42,625.00 $159,513.72 JP Morgan Chase 07/16/2012 459200GW5 IBM CORP 05/12/2014 1.250% $2,000,000.00 $1,998,120.00 $4,444.44 $32,460.00 CREDIT SUISSE SECURITIES (USA) 07/18/2012 9127956H9 US TREASURY BILL 09/13/2012 0.000% $6,100,000.00 $6,095,528.37 $0.00 $3,679.65 DEUTSCHE BANK SECURITIES, INC. 07/20/2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $1,000,000.00 $998,456.25 $0.00 $536.83 NOMURA SECURITIES/FIXED INCOME 07/30/2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $1,500,000.00 $1,499,003.91 $458.56 $3,574.22 Morgan Stanley 08/02/2012 3137EACJ6 FREDDIE MAC 04/15/2013 1.625% $2,050,000.00 $2,046,156.25 $9,901.22 $24,323.25 Morgan Stanley 08/06/2012 3137EACJ6 FREDDIE MAC 04/15/2013 1.625% $1,900,000.00 $1,896,437.50 $9,519.79 $22,182.50 Morgan Stanley 08/06/2012 9127956M8 US TREASURY BILL 10/11/2012 0.000% $700,000.00 $699,859.51 $0.00 $63.49 JP Morgan Chase 08/07/2012 912828RAO US TREASURY N/B 06/30/2013 0.375% $2,000,000.00 $1,998,671.88 $774.46 $4,921.87 Morgan Stanley 08/15/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $7,650,000.00 $7,569,531.25 $14,343.75 $362,861.33 CREDIT SUISSE SECURITIES (USA) 08/15/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $7,650,000.00 $7,572,304.69 $14,343.75 $360,087.89 Morgan Stanley 08/15/2012 912828SJO US TREASURY N/B 02/28/2017 0.875% $25,000,000.00 $25,054,128.00 $99,864.13 $180,247.00 JP MORGAN SECURITIES LIMITED 08/15/2012 912828RU6 US TREASURY NfB 11/30/2016 0.875% $16,950,000.00 $16,960,987.33 $30,797.13 $174,403.30 JP MORGAN SECURITIES LIMITED 08/15/2012 912828RU6 US TREASURY NfB 11/30/2016 0.875% $16,950,000.00 $17,015,394.11 $30,797.13 $119,334.41 DEUTSCHE BANK SECURITIES, INC. 08/16/2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $2,900,000.00 $2,898,074.22 $1,388.93 $6,230.47 Morgan Stanley 08/17/2012 3135GOFY 4 FANNIE MAE 12/19/2014 0.750% $2,000,000.00 $1,999,940.00 $2,416.67 $17,788.00 DEUTSCHE BANK SECURITIES, INC. 08/17/2012 3135GOKM4 FANNIE MAE 05/27/2015 0.500% $2,000,000.00 $1,994,220.00 $2,222.22 $7,276.00 BARCLAYS CAPITAL INC FIXED INC 08/23/2012 3133762C8 FEDERAL HOME LOAN BANK 11/27/2013 0.375% $4,000,000.00 $3,992,308.00 $3,583.33 $13,148.00 DEUTSCHE BANK SECURITIES, INC.
page 1 of2
ATTACHMENT III LOS ANGELES COUNTY METROPOLITAN TRANSPORTATION AUTHORITY
QUARTERLY GAIN/ (LOSS) REPORT 07/01/12 TO 09f30f12
Settle Maturity Face Accrued Date Cusip Description Date Rate Par Value Book Value Income Gain f (Loss) Broker /Dealer
08/24/2012 912828QP8 US TREASURY NfB 05/31/2016 1.750% $30,200,000.00 $30,388,155.20 $122,739.07 $1,258,141.68 JP MORGAN SECURITIES LIMITED 08/24/2012 912828QR4 US TREASURY NfB 06/30/2016 1.500% $8,300,000.00 $8,212,460.94 $18,607.34 $409,488.28 DEUTSCHE BANK SECURITIES, INC. 08f28f2012 912828TG5 US TREASURY NfB 07f31f2017 0.500% $30,600,000.00 $30,312,675.49 $11,641.30 $19,574.51 BARCLAYS CAPITAL INC FIXED INC 08f30f2012 912828TG5 US TREASURY NfB 07/31/2017 0.500% $30,600,000.00 $30,331,690.94 $12,472.83 $10,121.56 BARCLAYS CAPITAL INC FIXED INC 08/31/2012 91412GFC4 UNIV CA TAXABLE 07/01/2013 0.887% $1,000,000.00 $1,000,000.00 $1,502.97 $3,770.00 Loop Capital Markets 09f05f2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $300,000.00 $299,437.50 $1,895.83 $3,190.50 SG AMERICAS SECURITIES, LLC 09f06f2012 912828RAO US TREASURY NfB 06/30/2013 0.375% $50,000.00 $49,966.80 $34.65 $119.14 Morgan Stanley 09/07/2012 91159HGW4 USBANCORP 06/14/2013 2.000% $3,850,000.00 $3,861,821.00 $17,752.78 $37,151.00 BNY CAPITAL MARKETS, INC. 09/10/2012 58013MEP5 MCDONALD'S CORP 05/29/2015 0.750% $600,000.00 $598,350.00 $1,262.50 $7,632.00 Goldman Sachs 09f10f2012 25468PCQ7 WALT DISNEY COMPANY/THE 12/01/2014 0.875% $500,000.00 $498,365.00 $1,203.13 $6,490.00 Wells Fargo 09/10/2012 191216AX8 COCA-COLA CO/THE 03/13/2015 0.750% $525,000.00 $524,412.00 $1,925.00 $4,315.50 U.S. Bank 09f10f2012 9127956F3 US TREASURY BILL 04/04/2013 0.000% $10,100,000.00 $10,090,875.25 $0.00 $2,189.42 RBS SECURITIES INC 09f18f2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $6,100,000.00 $6,095,682.56 $0.00 $1,409.77 MLPFS INC FIXED INCOME 09/18/2012 9127957C9 US TREASURY BILL 01/24/2013 0.000% $1,500,000.00 $1,499,220.00 $0.00 $273.33 JP Morgan Chase 09f20f2012 9127956R7 US TREASURY BILL 05/30/2013 0.000% $9,600,000.00 $9,582,285.33 $0.00 $8,172.27 DEUTSCHE BANK SECURITIES, INC. 09f20f2012 9127957GO US TREASURY BILL 02/21/2013 0.000% $15,100,000.00 $15,089,312.56 $0.00 $3,129.89 MHSCJPJT MIZUHO SEC LTD TOKYO 09/20/2012 9127956LO US TREASURY BILL 05f02f2013 0.000% $10,100,000.00 $10,090,973.13 $0.00 $385.76 DEUTSCHE BANK SECURITIES, INC. 09f20f2012 9127957L9 US TREASURY BILL 03/14/2013 0.000% $900,000.00 $899,408.50 $0.00 $49.00 MLPFS INC FIXED INCOME 09/26/2012 3137EACJ6 FREDDIE MAC 04f15f2013 1.625% $2,750,000.00 $2,744,843.75 $19,985.24 $27,101.25 SG AMERICAS SECURITIES, LLC 09f26f2012 912828RAO US TREASURY NfB 06f30f2013 0.375% $8,300,000.00 $8,294,488.28 $7,442.93 $17,507.81 BONYfTORONTO DOMINION SECURITI 09/26/2012 31331JPK3 FEDERAL FARM CREDIT BANK 06/25[2013 1.375% $650,000.00 $647,972.00 $2,259.20 $7,774.00 SG AMERICAS SECURITIES, LLC
Subtotal Quarterly Gains $354,875,000.00 $354,682,423.24 $575,260.30 $3,799,770.70
Total Quarterl~ Net Gains $411,823,000.00 $412,734,062.34 $841,636.56 $3,181,876.76
page 2 of2
One Gateway Plaza Los Angeles, CA 90012-2952
ATTACHMENT IV Quarterly Certification of Liquidity
As of September 30, 2012
213-922.2000 Tel metro. net
In accordance with section 53646 (b)(3) of the California Government Code, I certify that there is sufficient liquidity to meet the LACMTA's budgeted expenditure requirements for the next six months.
ATTACHMENT V Los Angeles County Metropolitan Transportation Authority
Schedule of Proposed and Recent Financings -as of September 30, 2012 (Amounts in Millions)
Purpose of Financing Total New To Refund To Refund
Bond Issue Security Issuance Money Commercial Long-Term Amount Financino Paoer Bonds
Refund Prop C 2009-C and 1999-A Prop C $89.5 $0.0 $89.5
Refund Prop A 2003-AB Refunding Prop A $330.4 $0.0 $330.4
Timing (Fiscal Year)
Completed 1st Qtr FY2013
Completed 1st Qtr FY2013
05789301 61-D-0 1-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
F H L B Disc Nts 9/07/12 313384E96 Asset Minor Code 23
F H L B Disc Nts 9/17/12 313384G37 Asset Minor Code 23
F H L B Disc Nts 9/19/12 313384G52 Asset Minor Code 23
F H L B Disc Nts 9/21/12 313384G78 Asset Minor Code 23
F H L B Disc Nts 10/02/12 313384J26 Asset Minor Code 23
F H L B Disc Nts 10/03/12 313384J34 Asset Minor Code 23
F H L B Disc Nts 10/05/12 313384J59 Asset Minor Code 23
ATTACHMENT VI
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
71,373,961.980 71,373,961.98 1.0000
71 ,373,961.980 71,373,961.98
.000 .00 1.0000
.000 .00 1.0000
.000 .00 1.0000
.000 .00 1.0000
20,000,000.000 20,000,000.00 1.0000
38,000,000.000 38,000,000.00 1.0000
20,000,000.000 20,000,000.00 1.0000
FEDERAL !AX COST
71,373,961.98
71 ,373,961.98
.00
.00
.00
.00
19,997,266.66
37,991,767.23
19,997,800.00
Page 7 of43 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 94.00 0.00
.00
.00 94.00 0.00
.00
.00 .00 0.00 -4,000.00
.00 .00 0.00 - 331.92
.00 .00 0.00 -1,111.11
.00 .00 0.00 -2,018.75
2,733.34 .00 0.00 1,400.00
8,232.77 .00 0.00 2,660.00
2,200.00 2.01 0.00 1,600.00
05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
F H L B Disc Nts 10/09/12 313384J91 Asset Minor Code 23
F H L B Disc Nts 10/10/12 313384K24 Asset Minor Code 23
F H L B Disc Nts 10/15/12 313384K73 Asset Minor Code 23
F H L B Disc Nts 10/17/12 313384K99 Asset Minor Code 23
F H L B Disc Nts 10/22/12 313384L64 Asset Minor Code 23
F H L B Disc Nts 10/25/12 313384L98 Asset Minor Code 23
F H L B Disc Nts 10/31/12 313384M71 Asset Minor Code 23
F H L B Disc Nts 11/15/12 313384P60 Asset Minor Code 23
F H L B Disc Nts 11/26/12 313384093 Asset Minor Code 23
F H L B Disc Nts 11/28/12 313384R35 Asset Minor Code 23
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
20,000,000.000 20,000,000.00 1.0000
18,000,000.000 17,999,820.00 1.0000
8,100,000.000 8,099,919.00 1.0000
29,000,000.000 28,999,710.00 1.0000
10,000,000.000 9,999,900.00 1.0000
18,000,000.000 17,999,820.00 1.0000
25,000,000.000 24,999,500.00 1.0000
9,400,000.000 9,399,624.00 1.0000
25,000,000.000 24,998,750.00 1.0000
26,700,000.000 26,698,665.00 1.0000
FEDERAL TAX COST
19,997,600.00
17,997,525.00
8,099,280.00
28,996,568.89
9,999,000.00
17,998,495.00
24,999,166.67
9,399,467.33
24,997,083.33
26,696,263.75
Page 8 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
2,400.00 .00 0.00 1,800.00
2,295.00 .00 0.00 1,440.00
639.00 .00 0.00 639.00
3,141.11 .00 0.00 2,557.78
900.00 .00 0.00 900.00
1,325.00 .00 0.00 1,325.00
333.33 .00 0.00 333.33
156.67 .00 0.00 156.67
1,666.67 .00 0.00 1,666.67
2,401.25 .00 0.00 2,401.25
05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
F H L B Disc Nts 11/30/12 313384R50 Asset Minor Code 23
FHLMC Disc Nt 9/04/12 313396E66 Asset Minor Code 23
F H LM C Disc Nt 9/12/12 313396F65 Asset Minor Code 23
FHLMC Dn Fadn DN 11/14/12 313396P56 Asset Minor Code 23
F N MADisc Nt 10/01/12 313588H99 Asset Minor Code 23
F N M A Disc Nt 10/03/12 313588J30 Asset Minor Code 23
F N M A Disc Nt 1 10/10/12 3135881<20 Asset Minor Code 23
F N MADisc Nt 10/15/12 313588K79 Asset Minor Code 23
F N MADisc Nt 10/16/12 313588K87 Asset Minor Code 23
US Treasu~ Bill 9 20/12 9127955C1 Asset Minor Code 4
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
23,000,000.000 22,998,850.00 1.0000
.000 .00 1.0000
.000 .00 1.0000
12,000,000.000 11 ,999,520.00 1.0000
9,000,000.000 9,000,000.00 1.0000
17,500,000.000 17,500,000.00 1.0000
10,000,000.000 9,999,900.00 1.0000
11 ,000,000.000 10,999,890.00 1.0000
20,000,000.000 19,999,800.00 1.0000
.000 .00 1.0000
FEDERAL !AX COST
22,996,262.50
.00
.00
11 ,999,183.33
8,998,807.50
17,497,550.00
9,999,895.83
10,999,144.44
19,995,933.33
.00
Page 9 of43 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
2,587.50 .00 0.00 2,587.50
.00 .00 0.00 -1,840.00
.00 .00 0.00 -3,600.00
336.67 .00 14.00 336.67
1,192.50 .00 0.00 630.00
2,450.00 1.73 0.00 1,225.00
4.17 .00 0.00 4.17
745.56 .00 0.10 745.56
3,866.67 .00 0.00 2,000.00
.00 .00 0.00 -205.00
05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
US Treasury Bill 10/18/12 9127955G2 Asset Minor Code 4
US Treasury Bill 11/15/12 9127955L1 Asset Minor Code 4
US Treasury Bill 12/13/12 912795500 Asset Minor Code 4
US Treasu~ Bill 9 06/12 9127956G1 Asset Minor Code 4
U S Treasuif1 Bill 913/12 9127956H9 Asset Minor Code 4
US Treasu~ Bill 9 27/12 9127956J5 Asset Minor Code 4
US Treasury Bill 11/01/12 9127956P1 Asset Minor Code 4
US Treasury Bill 11/23/12 9127956T3 Asset Minor Code 4
US Treasury Bill 12/27/12 9127956Y2 Asset Minor Code 4
Total Us Treas & Agency S
Corporate Short Term Obligations
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
15,000,000.000 14,999,550.00 1.0000
20,000,000.000 19,998,200.00 .9999
17,000,000.000 16,997,110.00 .9998
.000 .00 1.0000
.000 .00 1.0000
.000 .00 1.0000
13,000,000.000 12,999,350.00 1.0000
20,000,000.000 19,997,800.00 .9999
10,000,000.000 9,997,700.00 .9998
464,700,000.000 464,683,378.00
FEDERAL !AX COST
14,998,633.33
19,998,775.00
16,996,369.44
.00
.00
.00
12,999,090.00
19,998,550.00
9,997,375.83
464,642,854.39
Page 10 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
916.67 .00 0.10 916.67
-575.00 .00 0.10 -575.00
740.56 .00 0.10 740.56
.00 .00 0.00 -1,160.00
.00 .00 0.00 -2,852.37
.00 .00 0.00 - 1,813.89
260.00 .00 0.10 260.00
-750.00 .00 0.10 -750.00
324.17 .00 0.10 324.17
40,523.61 3.74 0.38 8 391.96
05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MIA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
Bank Of Nova Scotia C P 9/10/12 06416JJA2 Asset Minor Code 8
Bank Of Nova Scotia C P 9/27/12 06416JJT1 Asset Minor Code 8
Bank Of Nova Scotia C P 9/05/12 06416JJ53 Asset Minor Code 8
Bank Of Nova Scotia C P 10/24/12 06416JKQ5 Asset Minor Code 8
Bank Of Nova Scotia C P 10/26/12 06416JKS1 Asset Minor Code 8
Bank Of Nova Scotia C P 11/05/12 06416JL50 Asset Minor Code 8
Prov Britsh Columbia C P 9/26/12 11070JJSO Asset Minor Code 8
Prov Britsh Columbia C P 9/28/12 11070JJU5 Asset Minor Code 8
Prov Britsh Columbia C P 12/19/12 11070JMK3 Asset Minor Code 8
Her Majesty Rgt Canada C P 10/26/12 13508TKS4 Asset Minor Code 8
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
.000 .00 1.0000
.000 .00 1.0000
.000 .00 1.0000
15,000,000.000 14,997,450.00 .9998
13,000,000.000 12,997,660.00 .9998
28,000,000.000 27,992,160.00 .9997
.000 .00 1.0000
.000 .00 1.0000
20,000,000.000 19,987,800.00 .9994
12,000,000.000 11,997,840.00 .9998
FEDERAL TAX: COST
.00
.00
.00
14,997,670.80
12,998,263.06
27,995,800.00
.00
.00
19,995,566.67
11 ,999,650.00
Page 11 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .00 0.00 -3,083.33
.00 .00 0.00 795.90
.00 .00 0.00 -5,144.44
-220.80 .00 0.00 -220.80
-603.06 .00 0.00 -603.06
-3,640.00 .00 0.00 -3,640.00
.00 .00 0.00 555.56
.00 .00 0.00 1,383.30
-7,766.67 .00 0.00 -7,766.67
-1,810.00 .00 0.00 -1,810.00
05789301 61-D-01-8-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
Her Majesty Rgt Canada C P 1 0/31/12 13508TKX3 Asset Minor Code 8
Export Development C P 9/19/12 30215GJK9 Asset Minor Code 8
Export Develmt Corp C P 9/24/12 30215GJQ6 Asset Minor Code 8
Export Develmt Corp C P 10/29/12 30215GKV3 Asset Minor Code 8
Export Develmt Corp C P 10/01/12 30215GK19 Asset Minor Code 8
Exxon Mobil Corp C P 10/30/12 30229AKW8 Asset Minor Code 8
General Elec Capt Corp C P 10/15/12 36959HKF3 Asset Minor Code 8
General Elec Capt Corp C P 10/09/12 36959HK97 Asset Minor Code 8
Royal Bank Of Canada C P 9/17112 78009AJH8 Asset Minor Code 8
Total Corporate Short Ter
Cash
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
25,000,000.000 24,994,500.00 .9998
.000 .00 1.0000
.000 .00 1.0000
6,132,000.000 6,130,773.60 .9998
6,461,000.000 6,461 ,000.00 1.0000
12,000,000.000 11,997,480.00 .9998
5,000,000.000 4,999,500.00 .9999
5,000,000.000 4,999,700.00 .9999
.000 .00 1.0000
147,593,000.000 147,555,863.60
FEDERAL !AX COST
24,999,312.50
.00
.00
6,131 '114.27
6,460,892.32
11,999,570.00
4,999,025.00
4,999,875.00
.00
147,576,739.62
Page 12 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
-4,812.50 .00 0.00 -4,812.50
.00 .00 0.00 -2,450.00
.00 .00 0.00 -2,760.00
-340.67 .00 0.00 -340.67
107.68 .00 0.00 107.68
-2,090.00 .00 0.00 -2,090.00
475.00 .00 0.00 1,250.00
-175.00 .00 0.00 -175.00
.00 .00 0.00 - 1,562.50
• 20,876.02 .00 0.00 • 32 366.53
05789301 61-D-01-B-82 -278-04 0101 -11-00355-E4
LOS ANGELES MTA INTERNAL MANAGER ACCOUNT 19-505980
DESCRIPTION
Cash
Pending Cash
Total Cash
Total Cash And Equivalent
Miscellaneous
Miscellaneous Assets
Client Collateral For US Bank Ct *** 98MSC9AB2 Asset Minor Code 91
Client Collateral For Bk Of Montreal *** 99MSCS6R8 Asset Minor Code 91
Total Miscellaneous Asset
Total Miscellaneous
Total Assets
Grand Total
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
- 20,000,000.00
- 24,999,166.67
.000 • 44,999,166.67
683,666,961.980 638,614,036.91
1.000 .00 .0000
1 ,000,000.000 .00 .0000
1,000,001.000 .00
1,000,001.000 .00
684,666,962.980 638,614,036.91
68416661962.980 63816141134.65
FEDERAL TAX COST
- 20,000,000.00
-24,999,166.67
• 44,999,166.67
638,594,389.32
1.00
1.00
2.00
2.00
638,594,391.32
63815941489.06
Page 13 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .00 0.00
.00
19,647.59 97.74 0.27 • 23 974.57
-1.00 .00 0.00 .00
-1.00 .00 0.00 .00
-2.00 .00 0.00 .00
-2.00 .00 0.00 .00
19,645.59 97.74 0.27 • 23 974.57
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
QESCRIPTION
Cash And Equivalents
Money Markets
First Amer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
Cash
Cash
Pending Cash
Total Cash
Total Cash And Equivalent
US Government Issues
F H L B Deb 3.625% 10/18/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133XSAE8 Asset Minor Code 22
F FCB Deb 2.625% 4/17/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331 GT J8 Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
2,891 ,632.230 2,891 ,632.23 1.0000
2,891,632.230 2,891,632.23
- 900,000.00
- 1 ,562,085.00
.000 • 2,462,085.00
2,891 ,632.230 429,547.23
3,600,000.000 3,727,584.00 103.5440
2,300,000.000 2,383,283.00 103.6210
FEDERAL TAX COST
2,891 ,632.23
2,891 ,632.23
- 900,000.00
- 1 ,562,085.00
• 2,462,085.00
429,547.23
3,818,270.00
2,407,682.00
Page6 of30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOP ACCRUAL MKT
.00 3.81 0.00
.00
.00 3.81 0.00
.00
.00 .00 0.00
.00
.00 3.81 0.00
.00
-90,686.00 59,087.50 3.47 -8,892.00
-24,399.00 27,504.17 2.50 -4,186.00
05638701 61-D-01-8-82 -278-04 01 02 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
F F C 8 Deb 1.290% 10/19/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331KG61 Asset Minor Code 22
F H L 8 Deb 3.875% 6/14/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 31339X2M5 Asset Minor Code 22
FHLMC M TN 0.550% 2/27/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3NZ9 Asset Minor Code 22
F N MADeb 1.250% 9/28/16 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOCM3 Asset Minor Code 22
F N MADeb 0.500% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOKL6 Asset Minor Code 22
F N MADeb 0.500% 7/02/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOLN1 Asset Minor Code 22
F N MADeb 0.600% 7/24/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOMV2 Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICELUNIT
1 ,200,000.000 1 ,200,528.00 100.0440
1 '700,000.000 1,743,843.00 102.5790
2,000,000.000 2,002,840.00 100.1420
1,800,000.000 1 ,848,960.00 102.7200
2,000,000.000 2,001 '120.00 100.0560
3,000,000.000 3,008,970.00 100.2990
1 ,500,000.000 1 ,501 ,200.00 100.0800
FEDERAL TAX COST
1 ,200,000.00
1,817,786.20
2,000,000.00
1 ,839,834.00
1 ,999,800.00
2,990,130.00
1 ,501 ,500.00
Page 7 of 30 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
528.00 6,966.00 1.29 -792.00
-73,943.20 19,579.51 3.80 -4,539.00
2,840.00 1,038.89 0.49 - 140.00
9,126.00 187.50 1.16 -1,818.00
1,320.00 4,194.44 0.49 -40.00
18,840.00 3,708.33 0.49 -1,140.00
-300.00 1,675.00 0.59 -300.00
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
FNMAMTN 4.625% 5/01/13 Standard & Poors Rating: A Moodys Rating: AA2 31359MRK1 Asset Minor Code 22
FHLMC M TN 2.500% 1/07/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EABX6 Asset Minor Code 22
FHLMC M TN 2.875% 2/09/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACHO Asset Minor Code 22
FHLMC M TN 0.875% 10/28/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACL1 Asset Minor Code 22
FNMAMT N 2.375% 7/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AU34 Asset Minor Code 22
FNMA MT N 3.000% 9/16/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AYY2 Asset Minor Code 22
US Treasury Nt 4.000% 2/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828DM9 Asset Minor Code 21
SHARES/ FACE AMOUNT
2,300,000.000
2,200,000.000
2,300,000.000
2,600,000.000
4,200,000.000
3,100,000.000
3,800,000.000
MARKET FEDERAL PRICE/UNIT TAX: COST
2,359,777.00 2,409,457.00 102.5990
2,264,042.00 2,271,160.57 102.9110
2,435,332.00 2,469,924.00 105.8840
2,618,330.00 2,591,212.00 100.7050
4,433,226.00 4,457,706.00 105.5530
3,267,245.00 3,304,801.00 105.3950
4,133,982.00 4,239,132.81 108.7890
Page 8 of30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-49,680.00 44,322.92 4.48 -5,796.00
-7,118.57 12,833.33 2.42 -3,784.00
-34,592.00 9,551.39 2.73 -4,347.00
27,118.00 9,668.75 0.89 -1,144.00
-24,480.00 17,456.25 2.27 -7,644.00
-37,556.00 3,875.00 2.84 -6,448.00
-105,150.81 19,413.04 3.67 -11,894.00
05638701 61-D-01-B-82 -278-04 01 02 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
US Treasury Nt 2.750% 10/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828JQ4 Asset Minor Code 21
US Treasury Nt 1.750% 1/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828JZ4 Asset Minor Code 21
US Treasury Nt 1.875% 4/30/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KN9 Asset Minor Code 21
US Treasury Nt 2.625% 2/29/16 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KS8 Asset Minor Code 21
US Treasury Nt 2.250% 5/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828KV1 Asset Minor Code 21
US Treasury Nt 2.625% 7/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828LC2 Asset Minor Code 21
US Treasury Nt 2.125%11/30/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828LZ1 Asset Minor Code 21
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
4,900,000.000 5,034,554.00 102.7460
4,500,000.000 4,591,575.00 102.0350
4,800,000.000 4,924,320.00 102.5900
2,800,000.000 3,014,368.00 107.6560
5,400,000.000 5,580,144.00 103.3360
3,400,000.000 3,547,968.00 104.3520
3,600,000.000 3, 7 44,288.00 104.0080
FEDERAL TAX COST
5,143,655.14
4,615,924.67
4,950,162.95
3,024,109.38
5,612,835.94
3,568,897.33
3,754,833.91
Page 9 of30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-109,101.14 56,389.95 2.62 -9,016.00
-24,349.67 13,267.66 1.66 -5,625.00
-25,842.95 37,663.04 1.85 -6,576.00
-9,741.38 6,294.20 2.41 -6,132.00
-32,691.94 40,831.97 2.12 -9,288.00
-20,929.33 15,036.68 2.49 -6,630.00
- 10,545.91 25,709.02 2.01 -6,480.00
05638701 61-D-01-B-82 -278-04 01 02 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
US Treasury Nt 1.875% 6/30/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NLO Asset Minor Code 21
US Treasury Nt 1.375% 11/30/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PJ3 Asset Minor Code 21
US Treasury Nt 0.875% 12/31/16 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RXO Asset Minor Code 21
US Treasury Nt 1.000% 3/31/17 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SM3 Asset Minor Code 21
Total US Government Issue
Corporate Issues
AT&T Inc 4.850% 2/15/14 Standard & Poors Rating: A-Moodys Rating: A2 00206RAQ5 Asset Minor Code 28
Amer Express Cr Mtn 2.800% 9/19/16 Standard & Poors Rating: A-Moodys Rating: A2 0258MODCO Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
4,000,000.000 4,172,520.00 104.3130
3,900,000.000 4,025,853.00 103.2270
3,100,000.000 3,148,453.00 101.5630
1,200,000.000 1,224,000.00 102.0000
81,200,000.000 83,938,305.00
.000 .00 105.8230
1,500,000.000 1,594,845.00 106.3230
FEDERAL TAX COST
4,184,531.26
4,020,468.75
3,133,968.76
1,220,156.25
84,547,939.92
.00
1,594,605.00
Page 10 of 30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOP ACCRUAL MKT
- 12,011.26 18,953.80 1.82 -6,240.00
5,384.25 18,021.52 1.35 -4,875.00
14,484.24 6,892.42 0.88 -2,170.00
3,843.75 6,032.97 0.98 -1,224.00
• 609,634.92 486,155.25 2.09 -127160.00
.00 .00 0.00 - 115,320.00
240.00 1,400.00 2.63 240.00
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
Amer Express Cr Mtn 1. 750% 6/12/15 Standard & Poors Rating: A-Moodys Rating: A2 0258MODE6 Asset Minor Code 28
Anheuser Busch lnbev 0.800% 7/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TBM9 Asset Minor Code 28
Bank Of America 4.875% 9/15/12 Standard & Poors Rating: A-Moodys Rating: BAA2 060505AR5 Asset Minor Code 28
Citigroup Inc 5.500% 10/15/14 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EZO Asset Minor Code 28
Dell Inc 2.100% 4/01/14 Standard & Poors Rating: A-Moodys Rating: A2 24702RAN1 Asset Minor Code 28
Gen ElecCap Crp Mtn 3.750% 11/14/14 Standard & Poors Rating: M+ Moodys Rating: A 1 36962G4G6 Asset Minor Code 28
Goldman Sachs Bk 3.300% 5/03/15 Standard & Poors Rating: A-Moodys Rating: A3 38141GGT5 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,000,000.000 1 ,022,870.00 102.2870
2,000,000.000 2,008,360.00 100.4180
.000 .00 100.0000
1 ,000,000.000 1 ,078,340.00 107.8340
2,500,000.000 2,548,550.00 101.9420
2,100,000.000 2,225,937.00 105.9970
1 ,500,000.000 1 ,560,855.00 104.0570
FEDERAL TA)(COST
1 ,024,100.00
2,005,090.00
.00
1 ,025,330.00
2,525,945.00
2,220,657.00
1,472,400.00
Page 11 of 30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-1,230.00 5,298.61 1.66 -490.00
3,270.00 3,333.33 0.79 620.00
.00 .00 0.00 -32,571.43
53,010.00 25,361.11 5.10 4,480.00
22,605.00 26,250.00 2.05 - 10,800.00
5,280.00 29,968.75 3.49 -1,680.00
88,455.00 20,350.00 3.17 12,345.00
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
Goldman Sachs Group 5.000% 10/01/14 Standard & Poors Rating: A-Moodys Rating: A3 38143UAW1 Asset Minor Code 28
Hewlett Pack Co 4.500% 3/01/13 Standard & Poors Rating: BBB+ Moodys Rating: A3 428236AQ6 Asset Minor Code 28
Honda Auto Rec 0.670% 4/21/14 Standard & Poors Rating: N/A Moodys Rating: AAA 43811AAB2 Asset Minor Code 31
IBM Corp 0.550% 2/06/15 Standard & Poors Rating: AA-Moodys Rating: AA3 459200HBO Asset Minor Code 28
Jp Morgan Chase M T 1.875% 3/20/15 Standard & Poors Rating: A Moodys Ratin~: A2 46623EJP5 sset Minor Code 28
Kimberly Clark Corp 5.000% 8/15/13 Standard & Poors Rating: A Moodys Rating: A2 494368AX1 Asset Minor Code 28
Merrill Lynch Co Mtn 5.450% 2/05/13 Standard & Poors Rating: A-Moodys Rating: BAA2 59018YM40 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1 ,500,000.000 1 ,606,155.00 107.0770
1,000,000.000 1,015,020.00 101.5020
986,242.180 987,563.74 100.1340
3,000,000.000 3,007,830.00 100.2610
3,000,000.000 3,060,780.00 102.0260
1 '1 00,000.000 1 '145,584.00 104.1440
1 ,000,000.000 1,015,280.00 101.5280
FEDERAL !AX COST
1 ,576,230.00
1 ,024,490.00
986,209.48
2,992,890.00
3,005,940.00
1 '197,867.00
1 ,042,445.60
~bank~ Page 12 of30
Period from September 1, 2012 to September 30,2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
29,925.00 37,500.00 4.66 16,590.00
-9,470.00 3,750.00 4.43 -2,510.00
1,354.26 183.64 0.69 - 166.52
14,940.00 2,520.83 0.49 5,190.00
54,840.00 1,718.75 1.86 9,000.00
-52,283.00 7,027.78 4.80 -3,047.00
-27,165.60 8,477.78 5.31 -3,170.00
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DESCRIPTION
Microsoft Corp 2.950% 6/01/14 Standard & Poors Rating: AAA Moodys Rating: AAA 594918ABO Asset Minor Code 28
Morgan Stanley 2.875% 1/24/14 Standard & Poors Rating: A-Moodys Rating: BAA 1 61747WAD1 Asset Minor Code 28
Morgan Stanley 6.000% 5/13/14 Standard & Poors Rating: A-Moodys Rating: BAA 1 61747YCFO Asset Minor Code 28
Pepsiamericas Inc 4.375% 2/15/14 Standard & Poors Rating: A Moodys Rating: AA3 71343PAF8 Asset Minor Code 28
Toyota Mtr Cred Mtn 2.000% 9/15/16 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P5E2 Asset Minor Code 28
Wachovia Corp 4.875% 2/15/14 Standard & Poors Rating: A Moodys Rating: A3 929903AE2 Asset Minor Code 28
Wal Mart Stores Inc 3.000% 2/03/14 Standard & Poors Rating: AA Moodys Rating: AA2 931142CN1 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,100,000.000 1 '147, 135.00 104.2850
2,000,000.000 2,026,600.00 101.3300
1 '1 00,000.000 1 '165,956.00 105.9960
1 ,000,000.000 1 ,051 ,440.00 105.1440
1 ,500,000.000 1 ,558,425.00 103.8950
3,000,000.000 3,160,320.00 105.3440
1 ,500,000.000 1 ,550,985.00 103.3990
FEDERAL TAX COST
1 '140,821.00
1 ,993,040.00
1 '136,443.00
1 ,075,860.00
1 ,562,085.00
3,175,350.00
1,461,795.00
Page 13 of 30 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
6,314.00 10,816.67 2.78 -2,354.00
33,560.00 10,701.39 2.86 7,740.00
29,513.00 25,300.00 5.66 2,970.00
-24,420.00 5,590.28 4.18 -2,990.00
-3,660.00 .00 1.92 -3,660.00
-15,030.00 18,687.50 4.65 -11,070.00
89,190.00 7,500.00 2.90 -3,120.00
05638701 61-D-01-B-82 -278-04 0102 -11-00355-04
LOS ANGELES MTA LM CAPITAL ACCOUNT 19-505981
DI;§"BI~IIQ~
Total Corporate Issues
Municipal Issues
California ST Dept 0.991% 12/01/16 Standard & Poors Rating: AAA Moodys Rating: AA 1 13066KW21 Asset Minor Code 39
New York Ny SerJ 1.000% 8/01/15 Standard & Poors Rating: AA Moodys Rating: AA2 64966JG26 Asset Minor Code 39
Total Municipal Issues
Total Assets
Grand Total
SHARES/ MARKET E!"E !MQY~I ~BI"El!JNIT
34,386,242.180 35,538,830.7 4
900,000.000 901,620.00 100.1800
1 ,300,000.000 1 ,303,393.00 100.2610
2,200,000.000 2,205,013.00
120,677,874.410 122,111,695.97
12016771874.410 1221851 1857.22
Time of trade execution and trading party {if not disclosed) will be provided upon request.
FEDERAL T~CQST
35,239,593.08
900,000.00
1,304,017.00
2,204,017.00
122,421,097.23
1231161 1258.48
~bank. Page 14 of 30
Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON "YBBI;~! ~I;BIQQ AC"BY!b !!IllS!
299,237.66 251,736.42 2.92 -133 773.95
1,620.00 99.10 0.99 1,620.00
-624.00 2,166.67 0.99 -78.00
996.00 2,265.77 0.99 1 542.00
• 309,401.26 740,161.25 2.31 • 259 391.95
05638801 61-D-0 1-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
US Treasufc Bill 4 04/13 9127956F3 Asset Minor Code 4
US Treasu~ Bill 5 30/13 9127956R7 Asset Minor Code 4
US Treasu~ Bill 7 25/13 9127957A3 Asset Minor Code 4
US Treasu~ Bill 1 24/13 9127957C9 Asset Minor Code 4
US Treasu~ Bill 8 22/13 9127957E5 Asset Minor Code 4
US Treasury Bill 2/21/13 9127957GO Asset Minor Code 4
Total US Treas & Agency S
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
592,343.300 592,343.30 1.0000
592,343.300 592,343.30
.000 .00 .9993
8,000,000.000 7,992,000.00 .9990
58,300,000.000 58,225,376.00 .9987
.000 .00 .9998
26,300,000.000 26,263,180.00 .9986
.000 .00 .9996
92,600,000.000 92,480,556.00
FEDERAL TA)(COST
592,343.30
592,343.30
.00
7,985,279.95
58,207,845.90
.00
26,253,757.49
.00
92,446,883.34
Page 6 of49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .78 0.00
.00
.00 .78 0.00
.00
.00 .00 0.00 -1,549.75
6,720.05 .00 0.10 -6,304.06
17,530.10 .00 0.20 5,247.00
.00 .00 0.00 - 135.00
9,422.51 .00 0.20 3,682.00
.00 .00 0.00 -2,708.89
33,672.66 .00 0.19 -1 768.70
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
12E~~RIPT1Qfll
Total Cash And Equivalent
US Government Issues
FNMA #465469 3.492% 7/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 NCE1 Asset Minor Code 24
US Treasury Nt 1.000% 7/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NN6 Asset Minor Code 21
US Treasury Nt 0.750% 8/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NUO Asset Minor Code 21
US Treasury Nt 0.750% 9/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828NY2 Asset Minor Code 21
US Treasury Nt 0.500% 10/15/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PBO Asset Minor Code 21
US Treasury Nt 0.375% 7/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828QW3 Asset Minor Code 21
SHARES/ MARKET FA~~!MQUNT PBI~E/Yflll!
93,192,343.300 93,072,899.30
875,246.060 893,775.02 102.1170
2,300,000.000 2,314,812.00 100.6440
4,600,000.000 4,622,632.00 100.4920
16,800,000.000 16,889,880.00 100.5350
8,400,000.000 8,426,292.00 100.3130
7,500,000.000 7,512,300.00 100.1640
FEDERAL TAX COST
93,039,226.64
919,555.40
2,317,878.91
4,627,132.81
16,906,659.84
8,430,843.75
7,514,062.50
[!E3bank. Page 7 of49
Period from September 1, 2012 to September 30,2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON ~YBRENT P~BIQD A~~RUAL IIIIlS!
33,672.66 .78 0.19 -1 768.70
-25,780.38 2,465.28 3.42 - 1,216.45
-3,066.91 4,875.00 0.99 -1,449.00
-4,500.81 4,406.25 0.69 -2,162.00
-16,779.84 5,569.06 0.69 -5,880.00
-4,551.75 19,393.44 0.49 -1,260.00
- 1,762.50 4,738.45 0.39 -900.00
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
US Treasury Nt 0.375% 6/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RAO Asset Minor Code 21
US Treasury Nt 0.125% 9/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RK8 Asset Minor Code 21
US Treasury Nt 0.250% 3/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SL5 Asset Minor Code 21
US Treasury Nt 0.500% 7/31/17 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TG5 Asset Minor Code 21
US Treasury Nt 0.250% 8/31/14 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TL4 Asset Minor Code 21
US Treasury Nt 0.625% 8/31/17 Standard & Poors Rating: N/A Moodys Rating: N/A 912828TM2 Asset Minor Code 21
Total US Government Issue
Corporate Issues
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
900,000.000 901,332.00 100.1480
2,400,000.000 2,398,416.00 99.9340
82,200,000.000 82,225,482.00 100.0310
30,600,000.000 30,449,448.00 99.5080
21,300,000.000 21,304,047.00 100.0190
43,500,000.000 43,527,405.00 100.0630
221 ,375,246.060 221,465,821.02
FEDERAL TA)(COST
901,652.34
2,398,125.00
82,190,367.19
30,341 ,354. 72
21,306,595.30
43,365,496.09
221 ,219, 723.85
Page 8 of49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-320.34 852.92 0.39 -144.00
291.00 1,508.24 0.10 192.00
35,114.81 103,314.56 0.19 -9,864.00
108,093.28 25,918.03 0.50 -23,868.00
-2,548.30 4,510.25 0.19 -2,548.30
161,908.91 23,282.11 0.59 161,908.91
246,097.17 200,833.59 0.40 112 809.16
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
Allstate Life Gl Mtn 5.375% 4/30/13 Standard & Poors Rating: A+ Moodys Rating: A 1 02003MBQ6 Asset Minor Code 28
American Express Mtn 5.875% 5/02/13 Standard & Poors Rating: A-Moodys Rating: A2 0258MOCW7 Asset Minor Code 28
Bank Of America 4.900% 5/01113 Standard & Poors Rating: A-Moodys Rating: BAA2 06051 GDW6 Asset Minor Code 28
Citigroup Inc 5.850% 7/02/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967DP3 Asset Minor Code 28
Citigroup Inc 5.500% 4/11113 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EQO Asset Minor Code 28
Citigroup Inc 6.500% 8/19/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EU1 Asset Minor Code 28
Florida Power Corp 4.800% 3/01/13 Standard & Poors Rating: A Moodys Rating: A2 341099CC1 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1 ,500,000.000 1 ,543,545.00 102.9030
3,600,000.000 3, 713,004.00 103.1390
4,000,000.000 4,092,880.00 102.3220
1,800,000.000 1 ,865,124.00 103.6180
500,000.000 512,235.00 102.4470
3,200,000.000 3,359,040.00 104.9700
2,500,000.000 2,545,600.00 101.8240
FEDERAL !AX COST
1,660,470.00
3,587,652.00
3,988,960.00
1 ,669,896.00
503,472.00
3,380,213.00
2,727,975.00
Page 9 of49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN {LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
-116,925.00 33,817.71 5.24 -5,040.00
125,352.00 87,537.50 5.72 -11,736.00
103,920.00 81,666.67 4.78 -3,960.00
195,228.00 26,032.50 5.59 -4,194.00
8,763.00 12,986.11 5.36 -1,345.00
-21,173.00 24,266.67 6.19 -6,464.00
- 182,375.00 10,000.00 4.71 -7,850.00
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
Gmac Inc 1.750% 10/30/12 Standard & Poors Rating: M+ Moodys Rating: AM 36185JM7 Asset Minor Code 28
Georgia Power 5.125% 11/15/12 Standard & Poors Rating: A Moodys Rating: A3 373334FN6 Asset Minor Code 28
Goldman Sachs Gp Mtn 3.700% 8/01/15 Standard & Poors Rating: A-Moodys Rating: A3 38141EA74 Asset Minor Code 28
Goldman Sachs Gp 5.450% 11/01/12 Standard & Poors Rating: A-Moodys Rating: A3 38144LAC4 Asset Minor Code 28
Hewlett Packard Co 1.250% 9/13/13 Standard & Poors Rating: BBB+ Moodys Rating: A3 428236888 Asset Minor Code 28
Household Fin 6.375% 11/27112 Standard & Poors Rating: A Moodys Rating: BAA 1 441812KA1 Asset Minor Code 28
Jp Morgan Chase Co 5.375% 10/01/12 Standard & Poors Rating: A Moodys Rating: A2 46625HGT1 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
24,000,000.000 24,029,520.00 100.1230
1,435,000.000 1,443,093.40 100.5640
3,000,000.000 3,164,250.00 105.4750
1,000,000.000 1,003,920.00 100.3920
2,500,000.000 2,507,500.00 100.3000
4,100,000.000 4,135,301.00 100.8610
1,000,000.000 1,000,000.00 100.0000
FEDERAL TAX COST
24,349,320.00
1,557,764.25
3,134,700.00
900,420.00
2,498,025.00
4,480,193.00
1,000,270.00
Page 10 of 49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
- 319,800.00 176,166.67 1.69 -29,760.00
- 114,670.85 27,783.19 5.07 -5,094.25
29,550.00 18,500.00 3.50 21,420.00
103,500.00 22,708.33 5.37 -3,460.00
9,475.00 1,562.50 1.19 625.00
- 344,892.00 90,029.17 6.34 -20,582.00
-270.00 26,875.00 5.40 -3,540.00
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
Jpmorgan Chase 3.150% 7/05/16 Standard & Poors Rating: A Moodys Rating: A2 46625HJA9 Asset Minor Code 28
Morgan Stanley 5.300% 3/01/13 Standard & Poors Rating: A-Moodys Rating: BAA 1 617446HR3 Asset Minor Code 28
Morgan Stanley 5.250% 11/02/12 Standard & Poors Rating: A-Moodys Rating: BAA 1 6174462T5 Asset Minor Code 28
Schering Plough Corp 5.300% 12/01/13 Standard & Poors Rating: AA Moodys Rating: AA3 806605AE1 Asset Minor Code 28
Toyota Mtr Cred Mtn 1.375% 8/12/13 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P4H6 Asset Minor Code 28
US Central Federal 1.900% 10/19/12 Standard & Poors Rating: AA+ Moodys Rating: AAA 90345AAC6 Asset Minor Code 28
US Bancorp Mtn 1.375% 9/13/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGYO Asset Minor Code 28
SHARES/ FACE AMOUNT
3,600,000.000
2,700,000.000
800,000.000
2,710,000.000
6,500,000.000
4,000,000.000
4,000,000.000
MARKET FEDERAL PRICE/UNIT TAX COST
3,807,684.00 3,632,976.00 105.7690
2,747,520.00 2,881,197.00 101.7600
802,272.00 834,920.00 100.2840
2,861,380.60 3,051,270.30 105.5860
6,560,580.00 6,494,475.00 100.9320
4,003,160.00 4,104,400.00 100.0790
4,034,200.00 3,994,840.00 100.8550
Page 11 of49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
174,708.00 27,090.00 2.93 -3,492.00
-133,677.00 11,925.00 5.20 -6,615.00
-32,648.00 17,383.33 5.18 -3,408.00
- 189,889.70 47,876.67 5.01 -10,162.50
66,105.00 12,164.93 1.38 -6,110.00
- 101,240.00 34,200.00 1.89 -5,320.00
39,360.00 2,750.00 1.38 -6,880.00
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
DESCRIPTION
Cellco Part Veri 7.375%11/15/13 Standard & Poors Rating: A-Moodys Rating: A2 92344SAJ9 Asset Minor Code 28
Verizon Wireless Cap 5.550% 2/01/14 Standard & Poors Rating: A-Moodys Rating: A2 92344SAP5 Asset Minor Code 28
Wachovia Corp Mtn 5.500% 5/01/13 Standard & Poors Rating: A+ Moodys Rating: A2 92976WBJ4 Asset Minor Code 28
Wal Mart Stores 0.750% 10/25/13 Standard & Poors Rating: AA Moodys Rating: AA2 931142CW1 Asset Minor Code 28
Western Corp Fed 1.750% 11/02/12 Standard & Poors Rating: AA+ Moodys Rating: AAA 95806AAB9 Asset Minor Code 28
Xto Energy Inc 6.250% 4/15/13 Standard & Poors Rating: AAA Moodys Rating: AAA 98385XACO Asset Minor Code 28
Total Corporate Issues
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
500,000.000 537,290.00 107.4580
2,166,000.000 2,303,974.20 106.3700
4,000,000.000 4,118,080.00 102.9520
4,000,000.000 4,017,480.00 100.4370
16,000,000.000 16,020,480.00 100.1280
2,530,000.000 2,605,014.50 102.9650
107,641 ,000.000 109,334,127.70
FEDERAL TAX COST
591,665.00
2,449,291.14
4,193,200.00
3,986,280.00
16,343,200.00
2,849,867.90
11 0,846,912.59
Page 12 of 49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-54,375.00 13,930.56 6.88 -2,380.00
- 145,316.94 20,035.50 5.17 -5,306.70
-75,120.00 91,666.67 5.34 -13,120.00
31,200.00 13,000.00 0.69 - 1,640.00
- 322,720.00 115,888.89 1.69 -16,960.00
- 244,853.40 72,913.19 6.11 -10,727.20
-1,512,784.89 1,120,756.76 3.14 -173 101.65
05638801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PIMCO ACCOUNT 19-505982
gE§~BIPIIQ~
Total Assets
Grand Total
SHARES/ MARKET FA~EAMOY~! ~BI~ElU~I!
422,208,589.360 423,872,848.02
42212081589.360 42511941439.15
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL IM~Q§T
425,105,863.08
42614271454.21
Page 13 of49 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON ~YBBI;~! ~I;BIQD AC~BY6b I!!IISI
- 1,233,015.06 1,321,591.13 1.06 • 62 061.19
Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.
For further information, please contact your account manager or relationship manager.
We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.
05639001 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA MFD INTERNAL MANAGER ACCOUNT 19-505983
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Treasury Oblig Cl Z 31846V542 Asset Minor Code 1
lnvesco Stit Treasury Portfolio #194 825252570 Asset Minor Code 43
Total Money Markets
Total Cash And Equivalent
Total Assets
Grand Total
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
25,000,000.000 25,000,000.00 1.0000
25,000,000.000 25,000,000.00 1.0000
50,000,000.000 50,000,000.00
50,000,000.000 50,000,000.00
50,000,000.000 50,000,000.00
50,000,000.000 5010001000.00
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL TAX COST
25,000,000.00
25,000,000.00
50,000,000.00
50,000,000.00
50,000,000.00
5010001000.00
Page 6 of9 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .00 0.00
.00
.00 .00 0.00
.00
.00 .00 0.00
.00
.00 .00 0.00
.00
.00 .00 0.00
.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
US Treasufc Bill 4 04/13 9127956F3 Asset Minor Code 4
Total US Treas & Agency S
Total Cash And Equivalent
US Government Issues
F H L B Deb 1.625% 3/20/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133XX7F8 Asset Minor Code 22
F H L B Deb 0.500% 8/28/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 313374Y61 Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,192,430.620 1,192,430.62 1.0000
1,192,430.620 1 '192,430.62
5,000,000.000 4,996,450.00 .9993
5,000,000.000 4,996,450.00
6,192,430.620 6,188,880.62
5,000,000.000 5,034,050.00 100.6810
4,000,000.000 4,010,920.00 100.2730
FEDERAL !A)( COST
1,192,430.62
1 '192,430.62
4,992,281.25
4,992,281.25
6,184,711.87
5,064,195.00
3,994,440.00
Page 6 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 1.57 0.00
.00
.00 1.57 0.00
.00
4,168.75 .00 0.10 200.00
4,168.75 .00 0.10 200.00
4,168.75 1.57 0.08 200.00
-30,145.00 2,482.64 1.58 -4,750.00
16,480.00 1,722.23 0.49 -520.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
F H L B Deb 0.500% 11/20/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 313380L96 Asset Minor Code 22
F N MADeb 0.500% 5/27/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOKM4 Asset Minor Code 22
F N MADeb 0.500% 7/02/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOLN1 Asset Minor Code 22
F N MADeb 0.500% 9/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GONV1 Asset Minor Code 22
FHLMC M TN 1.000% 7/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACU1 Asset Minor Code 22
FHLMC M TN 0.375% 11/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACZO Asset Minor Code 22
FNMA #386441 4.360% 8/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31377THS8 Asset Minor Code 24
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
6,000,000.000 6,014,940.00 100.2490
4,000,000.000 4,012,400.00 100.3100
3,900,000.000 3,911 ,661.00 100.2990
4,000,000.000 4,010,720.00 100.2680
3,500,000.000 3,545,325.00 101.2950
3,000,000.000 3,005,130.00 100.1710
785,141.540 798,889.37 101.7510
FEDERAL TAX COST
5,998,080.00
3,988,440.00
3,887,169.00
3,996,560.00
3,497,480.00
2,993,130.00
808,859.42
Page 7 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
16,860.00 3,166.67 0.49 -420.00
23,960.00 6,888.89 0.49 - 1,280.00
24,492.00 4,820.83 0.49 - 1,482.00
14,160.00 166.67 0.49 -840.00
47,845.00 5,930.56 0.98 -1,225.00
12,000.00 3,875.00 0.39 -240.00
-9,970.05 2,760.89 4.32 -1,741.89
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
FNMA #463006 3.720% 8/01/14 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 KKT5 Asset Minor Code 24
FNMA #463121 3.647% 8/01/14 Standard & Poors Rating: N/A Moodys Rating: N/A 31381KPE3 Asset Minor Code 24
FNMA #464313 3.089% 1/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381LYJO Asset Minor Code 24
FNMA #464791 3.069% 3/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 MKC8 Asset Minor Code 24
FNMA #464942 3.513% 5/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 MP33 Asset Minor Code 24
FNMA #465615 2.810% 8/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381NGY3 Asset Minor Code 24
FNMA #465697 3.069% 9/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381NKJ1 Asset Minor Code 24
SHARES/ FACE AMOUNT
715,235.200
714,971.180
967,370.470
1,070,000.000
1,225,000.000
482,490.700
920,000.000
MARKET FEDERAL PRICE/UNIT TAX COST
744,030.57 743,621.09 104.0260
743,148.19 742,173.60 103.9410
1,006,355.50 1,003,344.54 104.0300
1,117,743.40 1,108,536.72 104.4620
1,282,918.00 1,247,968.75 104.7280
506,156.87 505,710.56 104.9050
972,384.80 956,081.25 105.6940
Page 8 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOQ ACCRUAL MKT
409.48 2,145.71 3.55 -795.52
974.59 2,103.21 3.46 -767.38
3,010.96 2,410.36 2.97 -585.56
9,206.68 2,648.25 2.96 - 813.20
34,949.25 3,470.83 3.34 - 1,139.25
446.31 1,093.65 2.66 -367.87
16,303.55 2,277.00 2.93 - 1,085.60
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
FNMA #465895 2.428% 8/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 NRQ8 Asset Minor Code 24
FNMA #466260 2.170% 10/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381N5V1 Asset Minor Code 24
FNMA #466534 2.108%11/01/15 Standard & Poors Rating: N/A Moodys Rating: N/A 31381PHK7 Asset Minor Code 24
FNMA #467113 3.410% 3/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381P3W6 Asset Minor Code 24
FNMA #467141 2.872% 1/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 P5A2 Asset Minor Code 24
FNMA #469807 2.325% 12/01/16 Standard & Poors Rating: N/A Moodys Rating: N/A 31381S3Q3 Asset Minor Code 24
FNMA #470171 1.787% 1/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381T JQ4 Asset Minor Code 24
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,817,389.170 1 ,889,575.87 103.9720
1 ,690,000.000 1,751,887.80 103.6620
675,000.000 700,953.75 103.8450
488,537.710 523,052.90 107.0650
616,376.420 651,522.20 105.7020
1 ,480,044.340 1,552,847.72 104.9190
1 '1 00,000.000 1 '134,804.00 103.1640
FEDERAL TAX COST
1,851,181.25
1,708,484.38
701,208.99
498,613.79
628,318.70
1,537,511.68
1,119,937.50
Page 9 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
38,394.62 3,559.05 2.30 -200.75
43,403.42 2,957.50 2.12 .00
-255.24 1 '147.50 2.02 -87.75
24,439.11 1,343.48 3.17 -447.34
23,203.50 1,427.94 2.74 -355.77
15,336.04 2,775.08 2.19 110.84
14,866.50 1,585.83 1.74 1,243.00
05639101 61-D-01-8-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
FNMA #470238 1.953% 2/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381TLT5 Asset Minor Code 24
FNMA #471615 1.984% 6/01/17 Standard & Poors Rating: N/A Moodys Rating: N/A 31381 U3Y1 Asset Minor Code 24
FNMA #555721 4.542% 9/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31385XLA3 Asset Minor Code 24
FNMA #555736 4.484% 8/01/13 Standard & Poors Rating: N/A Moodys Rating: N/A 31385XLR6 Asset Minor Code 24
US Treasury Nt 0.375% 6/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RAO Asset Minor Code 21
US Treasury Nt 0.125% 8/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RD4 Asset Minor Code 21
US Treasury Nt 0.125% 9/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RK8 Asset Minor Code 21
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
750,000.000 778,065.00 103.7420
573,235.100 595,161.34 103.8250
143,484.420 145,266.50 101.2420
298,272.660 301,938.43 101.2290
4,000,000.000 4,005,920.00 100.1480
1 ,000,000.000 999,530.00 99.9530
5,000,000.000 4,996,700.00 99.9340
FEDERAL TAX: COST
763,242.19
596,298.86
145,929.23
308,090.86
4,008,138.40
999,300.22
4,986,540.19
Page 10 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
14,822.81 1 '181.25 1.92 922.50
-1,137.52 917.18 1.92 828.48
-662.73 526.53 4.44 -365.21
-6,152.43 1,087.45 4.44 - 742.61
-2,218.40 3,790.76 0.39 -640.00
229.78 112.70 0.10 150.00
10,159.81 17.08 0.10 400.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
US Treasury Nt 0.250% 1/31/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SB7 Asset Minor Code 21
Total US Government Issue
Corporate Issues
Att Inc 2.500% 8/15/15 Standard & Poors Rating: A-Moodys Rating: A2 00206RAV4 Asset Minor Code 28
Anheuser Busch 4.125% 1/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TAMO Asset Minor Code 28
Anheuser Busch 3.625% 4/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TAT5 Asset Minor Code 28
Anheuser Busch lnbev 0.800% 7/15/15 Standard & Poors Rating: A Moodys Rating: A3 03523TBM9 Asset Minor Code 28
Bank Of America 4.900% 5/01/13 Standard & Poors Rating: A-Moodys Rating: BAA2 06051GDW6 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
4,000,000.000 4,001 ,880.00 100.0470
63,912,548.910 64,7 45,878.21
750,000.000 788,070.00 105.0760
250,000.000 269,610.00 107.8440
250,000.000 268,472.50 107.3890
600,000.000 602,508.00 100.4180
600,000.000 613,932.00 102.3220
FEDERAL TA}(COST
3,996,732.15
64,385,318.32
787,710.00
271,070.00
269,442.50
598,902.00
639,012.00
Page 11 of43 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
5,147.85 1,693.99 0.19 -480.00
360,559.89 72,086.71 1.12 -17 717.88
360.00 2,395.83 2.37 -1,327.50
-1,460.00 2,177.08 3.80 -1,097.50
-970.00 4,178.82 3.35 -440.00
3,606.00 1,000.00 0.79 186.00
-25,080.00 12,250.00 4.78 -594.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Bank Of New York Mtn 1. 700% 11/24/14 Standard & Poors Rating: A+ Moodys Rating: AA3 06406HBZ1 Asset Minor Code 28
Bank NM Mellon tn 1.200% 2/20/15 Standard & Poors Rating: A+ Moodys Rating: AA3 06406HCC1 Asset Minor Code 28
Berkshire Hathaway 4.625% 10/15/13 Standard & Poors Rating: AA+ Moodys Rating: AA2 084664AD3 Asset Minor Code 28
Berkshire Hathaway 1.500% 1/10/14 Standard & Poors Rating: AA+ Moodys Rating: AA2 084664BR1 Asset Minor Code 28
Carolina Pwr & Light 5.250% 12/15/15 Standard & Poors Rating: A Moodys Rating: A 1 144141CX4 Asset Minor Code 28
Caterpillar Finl Mtn 1.375% 5/20/14 Standard & Poors Rating: A Moodys Rating: A2 14912L4VO Asset Minor Code 28
Caterpillar Fin Mtn 1.050% 3/26/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5B3 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1 ,000,000.000 1 ,022,080.00 102.2080
435,000.000 440,863.80 101.3480
725,000.000 755,392.00 104.1920
800,000.000 811,744.00 101.4680
650,000.000 739,914.50 113.8330
750,000.000 760,762.50 101.4350
275,000.000 277,890.25 101.0510
FEDERAL JAXCOST
998,950.00
434,604.15
783,427.75
796,840.00
749,365.50
749,602.50
274,766.25
Page 12 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
23,130.00 5,997.22 1.66 -1,920.00
6,259.65 594.50 1.18 -73.95
-28,035.75 15,461.63 4.41 -3,712.00
14,904.00 2,700.00 1.47 -936.00
-9,451.00 10,047.92 4.56 -2,418.00
11,160.00 3,752.60 1.38 -7.50
3,124.00 40.10 0.98 -151.25
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Caterpillar Fin Mtn 1.100% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5D9 Asset Minor Code 28
Citigroup Inc 6.500% 8/19/13 Standard & Poors Rating: A-Moodys Rating: BAA2 172967EU1 Asset Minor Code 28
Coca Cola Co 0.750% 3/13/15 Standard & Poors Rating: AA-Moodys Rating: AA3 191216AX8 Asset Minor Code 28
Colgate Palm Co Mtn 1.250% 5/01/14 Standard & Poors Rating: AA-Moodys Rating: AA3 19416QDT4 Asset Minor Code 28
John Deere Cap Mtn 1.250% 12/02/14 Standard & Poors Rating: A Moodys Rating: A2 24422ERK7 Asset Minor Code 28
John Deere Cap Corp 0.700% 9/04/15 Standard & Poors Rating: A Moodys Rating: A2 24422ERV3 Asset Minor Code 28
Walt Disney Co Mtn 0.875% 12/01/14 Standard & Poors Rating: A Moodys Rating: A2 25468PCQ7 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
640,000.000 647,769.60 101.2140
525,000.000 551,092.50 104.9700
875,000.000 882,656.25 100.8750
775,000.000 786,702.50 101.5100
1,300,000.000 1,320,397.00 101.5690
600,000.000 601,074.00 100.1790
700,000.000 707,301.00 101.0430
FEDERAL TAX COST
639,795.20
578,224.50
874,020.00
773,868.50
1 ,298,323.00
599,592.00
697,711.00
Page 13 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
7,974.40 2,366.22 1.08 -1,356.80
-27,132.00 3,981.25 6.19 - 1,060.50
8,636.25 328.13 0.69 -4,047.75
12,834.00 4,036.46 1.18 -62.00
22,074.00 5,371.53 1.18 -1,053.00
1,482.00 280.00 0.69 1,482.00
9,590.00 2,041.67 0.89 -6,262.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Duke Energy Corp 5.300% 10/01/15 Standard & Poors Rating: A Moodys Rating: A1 264399EM4 Asset Minor Code 28
Ebaylnc 0.700% 7/15/15 Standard & Poors Rating: A Moodys Rating: A2 278642AD5 Asset Minor Code 28
General Dynamics 1.375% 1/15/15 Standard & Poors Rating: A Moodys Rating: A2 369550AS7 Asset Minor Code 28
General Elec Cap Mtn 2.150% 1/09/15 Standard & Poors Rating: AA+ Moodys Rating: A1 36962G5M2 Asset Minor Code 28
Google Inc 1.250% 5/19/14 Standard & Poors Rating: AA-Moodys Rating: AA2 38259PAAO Asset Minor Code 28
Honda Auto RecTr 0.770% 1/15/16 Standard & Poors Rating: AAA Moodys Rating: AAA 43813UAC4 Asset Minor Code 31
IBM Corp 1.250% 5/12/14 Standard & Poors Rating: AA-Moodys Rating: AA3 459200GW5 Asset Minor Code 28
SHARES/ FACE AMOUNT
585,000.000
500,000.000
700,000.000
1,650,000.000
700,000.000
825,000.000
400,000.000
MARKET FEDERAL PRICE/UNIT TAX COST
663,518.70 671,802.30 113.4220
502,375.00 500,000.00 100.4750
712,957.00 699,420.00 101.8510
1 ,698,114.00 1 ,648,284.00 102.9160
710,332.00 700,140.00 101.4760
830,618.25 824,950.50 100.6810
405,508.00 399,624.00 101.3770
Page 14 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
-8,283.60 15,502.50 4.67 -1,275.30
2,375.00 651.39 0.69 435.00
13,537.00 2,031.94 1.37 154.00
49,830.00 8,080.42 2.04 - 2,161.50
10,192.00 3,208.33 1.18 -1,456.00
5,667.75 282.28 0.79 1,204.50
5,884.00 1,930.56 1.18 -880.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
IBM Corp 0.875% 10/31/14 Standard & Poors Rating: AA-Moodys Rating: AA3 459200GZ8 Asset Minor Code 28
Jp Morgan Chase M T 1.875% 3/20/15 Standard & Poors Rating: A Moodys Rating: A2 46623EJP5 Asset Minor Code 28
Jpmorgan Chase Co 3.400% 6/24/15 Standard & Poors Rating: A Moodys Rating: A2 46625HHR4 Asset Minor Code 28
Johnson And Johnson 1.200% 5/15/14 Standard & Poors Rating: AAA Moodys Rating: AAA 4 78160AX2 Asset Minor Code 28
McDonalds Corp Mtn 0.750% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 58013MEP5 Asset Minor Code 28
Metlife Inc 2.375% 2/06/14 Standard & Poors Rating: A-Moodys Rating: A3 59156RAW8 Asset Minor Code 28
Pnc Funding Corp 3.000% 5/19/14 Standard & Poors Rating: A-Moodys Rating: A3 693476BK8 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
900,000.000 908,082.00 100.8980
1 ,000,000.000 1 ,020,260.00 102.0260
1,050,000.000 1,114,417.50 106.1350
1,000,000.000 1,014,670.00 101.4670
800,000.000 807,640.00 100.9550
625,000.000 639,543.75 102.3270
450,000.000 466,794.00 103.7320
FEDERAL !AX COST
900,872.00
999,300.00
1 ,086,361.50
998,830.00
797,800.00
637,062.50
449,194.50
Page 15 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
7,210.00 3,303.14 0.89 450.00
20,960.00 572.92 1.86 3,000.00
28,056.00 9,619.17 3.20 3,486.00
15,840.00 4,533.33 1.18 -880.00
9,840.00 2,033.33 0.69 -7,576.00
2,481.25 2,267.80 2.34 62.50
17,599.50 4,950.00 2.89 -472.50
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Paccar Financial Mtn 1.550% 9/29/14 Standard & Poors Rating: A+ Moodys Rating: A 1 69371 RK39 Asset Minor Code 28
Proctor Gamble Co 0.700% 8/15/14 Standard & Poors Rating: AA-Moodys Rating: AA3 742718DUO Asset Minor Code 28
Raytheon Company 1.400% 12/15/14 Standard & Poors Rating: A-Moodys Rating: A3 755111 BV2 Asset Minor Code 28
Southern Cal Ed 5.750% 3/15/14 Standard & Poors Rating: A Moodys Rating: A1 842400FK4 Asset Minor Code 28
Sysco Corporation 0.550% 6/12/15 Standard & Poors Rating: A+ Moodys Rating: A 1 871829AP2 Asset Minor Code 28
Texas Instrument 1.375% 5/15/14 Standard & Poors Rating: A+ Moodys Rating: A 1 882508AQ7 Asset Minor Code 28
Unilever Cptl Corp 0.450% 7/30/15 Standard & Poors Rating: A+ Moodys Rating: A 1 904764AN7 Asset Minor Code 28
SHARES/ FACE AMOUNT
1,000,000.000
1 ,000,000.000
1,000,000.000
540,000.000
1 ,000,000.000
600,000.000
1 ,275,000.000
MARKET FEDERAL PRICE/UNIT !AX COST
1 ,019,550.00 998,890.00 101.9550
1 ,006,320.00 1 ,002,235.33 100.6320
1,015,910.00 998,790.00 101.5910
580,986.00 610,043.40 107.5900
1 ,000,320.00 993,190.00 100.0320
609,318.00 599,250.00 101.5530
1,270,473.75 1 ,269,938.25 99.6450
Page 16 of 43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
20,660.00 86.11 1.47 2,120.00
4,084.67 894.44 0.69 1,260.00
17,120.00 4,122.22 1.37 -820.00
-29,057.40 1,380.00 5.29 - 2,219.40
7,130.00 1,665.28 0.49 950.00
10,068.00 3,116.67 1.37 -552.00
535.50 940.31 0.40 803.25
05639101 61-D-0 1-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
United Technologies 1.200% 6/01/15 Standard & Poors Rating: A Moodys Rating: A2 913017BY4 Asset Minor Code 28
Wal Mart Stores 1.500% 10/25/15 Standard & Poors Rating: M Moodys Rating: AA2 931142CX9 Asset Minor Code 28
Wells Fargo Co Mtn 3.625% 4/15/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BEUO Asset Minor Code 28
Wells Fargo Co Mtn 1.250% 2/13/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BFA3 Asset Minor Code 28
Wells Fargo Co Mtn 1.500% 7/01/15 Standard & Poors Rating: A+ Moodys Rating: A2 94974BFE5 Asset Minor Code 28
Total Corporate Issues
Municipal Issues
Burlingame Ca 5.357% 6/01/14 Standard & Poors Rating: M Moodys Rating: BAA2 12145RAH4 Asset Minor Code 39
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,400,000.000 1 ,425,200.00 101.8000
880,000.000 907,843.20 103.1640
750,000.000 802,867.50 107.0490
435,000.000 440,180.85 101.1910
550,000.000 559,251.00 101.6820
34,115,000.000 34,981,282.90
300,000.000 315,786.00 105.2620
FEDERAL !AX COST
1,399,216.00
903,856.80
794,182.50
433,764.60
548,922.00
34,681,147.03
301,980.00
Page 17 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
25,984.00 5,600.00 1.17 644.00
3,986.40 5,720.00 1.45 3,634.40
8,685.00 12,536.46 3.36 765.00
6,416.25 725.00 1.18 761.25
10,329.00 2,154.17 1.47 748.00
300,135.87 176,908.73 1.80 • 22 666.55
13,806.00 5,357.00 5.13 2,421.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Connecticut ST Txbl 0.672% 4/15/15 Standard & Poors Rating: AA Moodys Rating: AA3 20772JEE8 Asset Minor Code 39
Los Angeles Ca Unif 5.000% 7/01/15 Standard & Poors Rating: AA-Moodys Rating: AA2 544646F98 Asset Minor Code 36
Maine ST Ser A 1.000% 6/01/14 Standard & Poors Rating: AA Moodys Rating: AA2 56052AXF8 Asset Minor Code 39
Maryland ST 0.400% 8/01/15 Standard & Poors Rating: AAA Moodys Rating: AAA 574193GJ1 Asset Minor Code 39
Massachusetts ST 3.250% 7/01/15 Standard & Poors Rating: AA+ Moodys Rating: AA 1 57582PTY6 Asset Minor Code 39
Michigan ST Ref Sch 0.800% 5/15/15 Standard & Poors Rating: AA-Moodys Rating: AA2 5946107R2 Asset Minor Code 39
Mississippi ST Ref 3.510% 10/01/13 Standard & Poors Rating: AA Moodys Rating: AA2 6055804LO Asset Minor Code 39
SHARES/ FACE AMOUNT
1,000,000.000
1 ,000,000.000
1 ,010,000.000
1 ,000,000.000
1 '1 00,000.000
1 ,500,000.000
1 ,000,000.000
MARKET FEDERAL PRICE/UNIT TAX COST
1 ,003,560.00 1 ,000,000.00 100.3560
1 '121 ,940.00 1 '136,660.00 112.1940
1,017,171.00 1,018,544.60 100.7100
997,740.00 995,320.00 99.7740
1 '176,802.00 1 '191 '157.00 106.9820
1 ,499,040.00 1 ,492,515.00 99.9360
1,029,720.00 1 ,042,490.00 102.9720
Page 18 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
3,560.00 2,893.33 0.69 - 110.00
-14,720.00 12,500.00 4.45 -2,380.00
-1,373.60 3,198.33 0.99 -313.10
2,420.00 522.22 0.40 50.00
-14,355.00 8,937.50 2.99 -2,068.00
6,525.00 5,633.33 0.80 45.00
-12,770.00 17,550.00 3.39 -2,200.00
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Mississippi ST 0.789% 12/01/15 Standard & Poors Rating: AA Moodys Rating: AA2 605581BUO Asset Minor Code 39
New Jersey ST Ref 2.020% 8/15/14 Standard & Poors Rating: AA-Moodys Rating: AA3 646039THO Asset Minor Code 39
OhioST Bid America 2.177% 8/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 677521 HS8 Asset Minor Code 39
Ohio State Build 3.328% 8/01/17 Standard & Poors Rating: AA+ Moodys Rating: AA1 677521HV1 Asset Minor Code 39
Oregon ST Odot Proj 0.570% 5/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UPA8 Asset Minor Code 39
San Fran City Ca 5.000% 6/15/15 Standard & Poors Rating: AA Moodys Rating: AA2 797646JW7 Asset Minor Code 39
Sonoma Cnty Ca 6.625% 6/01/13 Standard & Poors Rating: BBB Moodys Rating: AA2 835574AN4 Asset Minor Code 39
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
425,000.000 426,946.50 100.4580
550,000.000 565,757.50 102.8650
1 ,500,000.000 1 ,547,115.00 103.1410
500,000.000 553,540.00 110.7080
1 ,500,000.000 1,500,315.00 100.0210
820,000.000 904,501.00 110.3050
295,000.000 302,156.70 102.4260
FEDERAL TA)(COST
426,054.00
565,070.00
1 ,556,640.00
551,370.00
1 ,500,000.00
915,907.20
314,175.00
Page 19 of 43 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
892.50 307.38 0.79 892.50
687.50 1,419.61 1.94 1,336.50
-9,525.00 5,442.50 2.13 -1,920.00
2,170.00 2,773.33 2.98 2,170.00
315.00 4,203.75 0.59 -30.00
- 11,406.20 12,072.22 4.53 -2,296.00
- 12,018.30 6,514.58 6.44 -787.65
05639101 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA RBC GLOBAL ASSET ACCOUNT 19-505984
DESCRIPTION
Texas ST Ref College 4.250% 8/01/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 882722SP7 Asset Minor Code 36
Vermont ST Sere 1.000% 8/15/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 924258YG5 Asset Minor Code 39
Total Municipal Issues
Total Assets
Grand Total
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,450,000.000 1 ,590,911.00 109.7180
1,250,000.000 1,267,850.00 101.4280
16,200,000.000 16,820,851.70
120,419,979.530 122,736,893.43
120,419,979.530 123,087,083.57
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL !AX COST
1 ,605,483.50
1 ,260,462.50
16,873,828.80
122,125,006.02
12214751196.16
Page 20 of43 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-14,572.50 10,270.83 3.82 -2,972.50
7,387.50 1,597.22 0.98 -462.50
• 52,977.10 101,193.13 2.23 • 8 624.75
611,887.41 350,190.14 1.42 -48 809.18
Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.
For further information, please contact your account manager or relationship manager.
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
Total Cash And Equivalent
US Government Issues
F F C B Deb 0.500%5/01/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133EANJ3 Asset Minor Code 22
F F C B Deb 0.300% 7/18/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133EAYL6 Asset Minor Code 22
F F C B Deb 1.375% 6/25/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 31331JPK3 Asset Minor Code 22
F H L B Deb 0.875% 12/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 313371UC8 Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
95,830.550 95,830.55 1.0000
95,830.550 95,830.55
95,830.550 95,830.55
12,000,000.000 12,037,920.00 100.3160
10,000,000.000 10,001,000.00 100.0100
2,350,000.000 2,371 ,432.00 100.9120
4,000,000.000 4,031,920.00 100.7980
FEDERAL TAX COST
95,830.55
95,830.55
95,830.55
11 ,983,920.00
9,996,300.00
2,342,668.00
3,967,356.00
Page 6 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .13 0.00
.00
.00 .13 0.00
.00
.00 .13 0.00
.00
54,000.00 25,000.00 0.49 -3,360.00
4,700.00 6,083.33 0.29 -800.00
28,764.00 8,616.67 1.38 -10,746.00
64,564.00 9,138.89 0.89 - 1,600.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
F H L B Deb 0.375% 11/27/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3133762C8 Asset Minor Code 22
FHLMC M TN 1.000% 8/20/14 Standard & Poors Rating: AA+ Moodds Rating: AAA 3134 2UA8 Asset Minor Code 22
FHLMC M TN 0.375% 10/15/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G2U42 Asset Minor Code 22
FHLMC M TN 0.450% 1/09/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3JR2 Asset Minor Code 22
F H L M C Deb 0.500% 8/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3134G3ZA1 Asset Minor Code 22
FNMA MT N 0.875% 8/28/14 Standard & Poors Rating: AA+ Moodds Rating: AAA 3135 OBY8 Asset Minor Code 22
FNMA MT N 0.625% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GODWO Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
6,000,000.000 6,010,500.00 100.1750
5,000,000.000 5,061,300.00 101.2260
11,500,000.000 11,519,090.00 100.1660
1,000,000.000 1,002, 760.00 100.2760
700,000.000 702,030.00 100.2900
13,000,000.000 13,144,170.00 101.1090
7,500,000.000 7,548,600.00 100.6480
FEDERAL TAX COST
5,995,338.00
5,063,150.00
11,472,515.00
999,700.00
700,770.00
13,079,417.00
7,492,365.00
Page 7 of34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
15,162.00 7,750.00 0.39 -240.00
- 1,850.00 5,694.44 0.98 -2,550.00
46,575.00 19,885.42 0.39 -805.00
3,060.00 1,025.00 0.39 -80.00
1,260.00 301.39 0.49 140.00
64,753.00 9,795.16 0.89 -6,760.00
56,235.00 19,661.46 0.59 - 1,650.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
FNMA MT N 0.625% 10/25/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOEU3 Asset Minor Code 22
FNMA MT N 0.750% 12/19/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GOFY4 Asset Minor Code 22
F N MADeb 0.500% 9/28/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 3135GONV1 Asset Minor Code 22
FNMA MT N 1.300% 11/17/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3136FPWZ6 Asset Minor Code 22
FNMA MT N 0.500% 10/30/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3136GOFF3 Asset Minor Code 22
FHLMC M TN 1.625% 4/15/13 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACJ6 Asset Minor Code 22
FHLMC M TN 1.375% 2/25/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EACR8 Asset Minor Code 22
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
2,000,000.000 2,000,380.00 100.0190
6,500,000.000 6,560,060.00 100.9240
12,000,000.000 12,032,160.00 100.2680
1,250,000.000 1,275,987.50 102.0790
3,000,000.000 3,003,780.00 100.1260
.000 .00 100.7690
12,600,000.000 12,797,820.00 101.5700
FEDERAL TA)(COST
2,000,000.00
6,502,106.00
12,020,520.00
1,268,237.50
3,000,000.00
.00
12,584,968.20
Page 8 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
380.00 5,416.67 0.59 -460.00
57,954.00 13,812.49 0.69 - 1,885.00
11,640.00 500.00 0.49 11,640.00
7,750.00 6,048.61 1.27 -887.50
3,780.00 6,291.67 0.49 -270.00
.00 .00 0.00 -31,493.36
212,851.80 17,325.00 1.37 - 10,962.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
FHLMC M TN 0.625% 12/29/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 3137EADA4 Asset Minor Code 22
FNMA MT N 3.000% 9/16/14 Standard & Poors Rating: AA+ Moodys Rating: AAA 31398AYY2 Asset Minor Code 22
US Treasury Nt 1.250% 3/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828PZ7 Asset Minor Code 21
US Treasury Nt 0.375% 6/30/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RAO Asset Minor Code 21
US Treasury Nt 0.375% 11/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RQ5 Asset Minor Code 21
US Treasury Nt 0.250% 12/15/14 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RV4 Asset Minor Code 21
US Treasury Nt 0.125% 12/31/13 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RW2 Asset Minor Code 21
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
7,900,000.000 7,948,506.00 100.6140
2,400,000.000 2,529,480.00 105.3950
6,000,000.000 6,089,040.00 101.4840
.000 .00 100.1480
9,000,000.000 9,021,780.00 100.2420
8,500,000.000 8,498,045.00 99.9770
1 ,600,000.000 1 ,598,304.00 99.8940
FEDERAL TAX COST
7,886,082.40
2,579,191.20
5,995,546.88
.00
8,995,781.25
8,467,792.97
1 ,596,500.00
~bank. Page 9 of34
Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
62,423.60 12,618.07 0.59 -1,738.00
-49,711.20 3,000.00 2.84 -4,992.00
93,493.12 3,314.92 1.18 -5,160.00
.00 .00 0.00 -19,238.92
25,998.75 12,747.96 0.39 -4,230.00
30,252.03 6,270.49 0.20 -3,315.00
1,804.00 505.43 0.10 48.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
US Treasury Nt 0.250% 1/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828RZ5 Asset Minor Code 21
US Treasury Nt 0.250% 1/31/14 Standard & Poors Rating: N/A Moodys Ratinl AAA 912828SB7 sset Minor Code 21
US Treasury Nt 0.250% 5/15/15 Standard & Poors Rating: N/A Moodys Rating: AAA 912828SU5 Asset Minor Code 21
Total US Government Issue
Corporate Issues
American Honda Mtn 1.850% 9/19/14 Standard & Poors Rating: A+ Moodys Rating: A 1 02666QJ53 Asset Minor Code 28
Bank OfNy Mello Mtn 5.125% 8/27/13 Standard & Poors Rating: A+ Moodys Rating: M3 06406HBK4 Asset Minor Code 28
Bank Ny Mellon Mtn 1.200% 2/20/15 Standard & Poors Rating: A+ Moodys Rating: M3 06406HCC1 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
8,000,000.000 7,997,520.00 99.9690
46,000,000.000 46,021 ,620.00 100.0470
10,000,000.000 9,989,800.00 99.8980
209,800,000.000 21 0,795,004.50
5, 775,000.000 5,888,190.00 101.9600
1 ,500,000.000 1 ,564,605.00 104.3070
4,400,000.000 4,459,312.00 101.3480
FEDERAL TAX COST
7,985,937.50
45,959,687.50
9,969,140.63
209,904,991.03
5,781,563.50
1 ,635,150.00
4,395,996.00
Page 10 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
11,582.50 4,239.13 0.20 -3,760.00
61,932.50 19,480.87 0.19 -5,520.00
20,659.37 9,442.93 0.20 -4,000.00
890,013.47 233,966.00 0.54 -114 674.78
106,626.50 3,561.25 1.76 -5,717.25
-70,545.00 7,260.42 4.88 -4,680.00
63,316.00 6,013.33 1.18 -748.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
Berkshire Hathaway 4.850% 1/15/15 Standard & Poors Rating: M+ Moodys Rating: AA2 084664AT8 Asset Minor Code 28
Cme Group Inc 5.400% 8/01/13 Standard & Poors Rating: M-Moodys Rating: M3 12572QM3 Asset Minor Code 28
Caterpillar Fin Mtn 1.050% 3/26/15 Standard & Poors Rating: A Moodys Rating: A2 14912L5B3 Asset Minor Code 28
Chase Issuance Trust 5.120% 10/15/14 Standard & Poors Rating: AM Moodys Rating: AM 161571CH5 Asset Minor Code 31
Cisco Systems 1.625% 3/14/14 Standard & Poors Rating: A+ Moodys Rating: A 1 17275RAJ1 Asset Minor Code 28
Coca Cola Co The 0.750% 11/15/13 Standard & Poors Rating: M-Moodys Rating: M3 191216ANO Asset Minor Code 28
Ebaylnc 0.700% 7/15/15 Standard & Poors Rating: A Moodys Rating: A2 278642AD5 Asset Minor Code 28
SHARES/ FACE AMOUNT
1 ,000,000.000
2,870,000.000
900,000.000
4,571,000.000
5, 700,000.000
6,665,000.000
3,230,000.000
MARKET FEDERAL PRICE/UNIT TAX: COST
1,097,240.00 1 '114,530.00 109.7240
2,988,703.20 3,164,863.80 104.1360
909,459.00 899,235.00 101.0510
4,581,467.59 4,901 ,683.28 100.2290
5,808,984.00 5,693,217.00 101.9120
6,699,124.80 6,671 ,444.59 100.5120
3,245,342.50 3,230,000.00 100.4750
Page 11 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-17,290.00 10,238.89 4.37 -3,050.00
- 176,160.60 25,830.00 5.18 -9,987.60
10,224.00 131.25 0.98 -495.00
- 320,215.69 10,401.57 5.08 - 16,409.89
115,767.00 4,373.96 1.56 -4,047.00
27,680.21 18,884.17 0.69 -66.65
15,342.50 4,207.97 0.69 2,810.10
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
Gen ElecCap Rp Mtn 1.625% 7/02/15 Standard & Pears Rating: AA+ Moodys Rating: A 1 36962G5Z3 Asset Minor Code 28
Google Inc 1.250% 5/19/14 Standard & Pears Rating: AA-Moodys Rating: AA2 38259PAAO Asset Minor Code 28
Hsbc USA Inc 2.375% 2/13/15 Standard & Pears Rating: A+ Moodys Rating: A2 40428HPG1 Asset Minor Code 28
Honda Auto Rec Owner 0.570% 8/15/14 Standard & Pears Rating: AAA Moodys Rating: AAA 43813UAB6 Asset Minor Code 31
IBM Corp 1.000% 8/05/13 Standard & Pears Rating: AA-Moodys Rating: AA3 459200GT2 Asset Minor Code 28
IBM Corp 0.550% 2/06/15 Standard & Pears Rating: AA-Moodys Rating: AA3 459200HBO Asset Minor Code 28
IBM Corp 0.750% 5/11/15 Standard & Pears Rating: AA-Moodys Rating: AA3 459200HD6 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
4,850,000.000 4,934,826.50 101.7490
2,000,000.000 2,029,520.00 101.4760
4, 750,000.000 4,889,840.00 102.9440
4,400,000.000 4,407,128.00 100.1620
3,500,000.000 3,522,295.00 100.6370
2,250,000.000 2,255,872.50 100.2610
875,000.000 880,705.00 100.6520
FEDERAL TAX COST
4,919,646.00
1 ,999,540.00
4, 764,245.87
4,399,599.16
3,485,685.00
2,238,997.50
873,547.50
Page 12 of 34 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOQ ACCRUAL MKT
15,180.50 19,484.20 1.57 15,180.50
29,980.00 9,166.67 1.18 -4,160.00
125,594.13 15,041.67 2.33 22,752.50
7,528.84 1 '114.67 0.59 308.00
36,610.00 5,444.44 0.99 -735.00
16,875.00 1,890.63 0.49 3,892.50
7,157.50 2,552.08 0.69 656.25
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
Jpmorgan Chase Mtn 2.050% 1/24/14 Standard & Poors Rating: A Moodys Rating: A2 46623EJEO Asset Minor Code 28
Massmutual Glbl Mtn 2.875% 4/21/14 Standard & Poors Rating: AA+ Moodys Rating: AA2 57629WBK5 Asset Minor Code 28
McDonalds Corp Mtn 0.750% 5/29/15 Standard & Poors Rating: A Moodys Rating: A2 58013MEP5 Asset Minor Code 28
Met Life Glob Mtn 2.000% 1/09/15 Standard & Poors Rating: AA-Moodys Rating: AA3 59217GAM1 Asset Minor Code 28
New York Life Mtn 1.300% 1/12/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 64952WBE2 Asset Minor Code 28
New York Life M TN 0.750% 7/24/15 Standard & Poors Rating: AA+ Moodys Rating: AAA 64952WBH5 Asset Minor Code 28
Northern Trust Corp 5.500% 8/15/13 Standard & Poors Rating: A+ Moodys Rating: A 1 665859AJ3 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
6,940,000.000 7,062,699.20 101.7680
6,000,000.000 6,211 ,200.00 103.5200
4,075,000.000 4,113,916.25 100.9550
6,000,000.000 6,135,480.00 102.2580
2,075,000.000 2,107,287.00 101.5560
4,000,000.000 4,002,440.00 100.0610
5,850,000.000 6,110,383.50 104.4510
FEDERAL TAX, COST
6,956,447.80
6,233, 790.00
4,063,793.75
5,988,900.00
2,104,673.25
4,003,280.00
6,428,038.50
Page 13 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT pERIOD ACCRUAL MKT
106,251.40 26,478.03 1.96 1,526.80
-22,590.00 76,666.67 2.80 -6,420.00
50,122.50 10,357.29 0.69 -570.50
146,580.00 27,333.33 1.95 900.00
2,613.75 5,919.51 1.28 - 1,639.25
-840.00 5,416.67 0.69 - 1,760.00
-317,655.00 41,112.50 5.26 -21,996.00
05639301 61-D-01-8~82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
Paccar Finan Mtn 1.050% 6/05/15 Standard & Poors Rating: A+ Moodys Rating: A 1 69371 RK62 Asset Minor Code 28
Pepsico Inc 0.750% 3/05/15 Standard & Poors Rating: A-Moodys Rating: AA3 713448BX5 Asset Minor Code 28
Target Corp 1.125% 7/18/14 Standard & Poors Rating: A+ Moodys Rating: A2 87612EAW6 Asset Minor Code 28
Toyota Mtr Cred Mtn 1.000% 2/17/15 Standard & Poors Rating: AA-Moodys Rating: AA3 89233P5Z5 Asset Minor Code 28
Usaa Cap Corp Mtn 1.050% 9/30/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 90327QCV9 Asset Minor Code 28
US Bancorp Mtn 2.000% 6/14/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGW4 Asset Minor Code 28
US Bancorp Mtn 1.125% 10/30/13 Standard & Poors Rating: A+ Moodys Rating: AA3 91159HGZ7 Asset Minor Code 28
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
2,800,000.000 2,825,312.00 100.9040
6,095,000.000 6,133,154.70 100.6260
1,500,000.000 1,518,855.00 101.2570
5,925,000.000 5,989,167.75 101.0830
3,100,000.000 3,120,181.00 100.6510
.000 .00 101.1650
2,700,000.000 2,719,521.00 100.7230
FEDERAL TAl( COST
2,797,284.00
6,100,525.20
1,499,730.00
5,916,112.50
3,096,838.00
.00
2,712,663.00
[$3bank. Page 14 of 34
Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
28,028.00 9,228.33 0.99 -1,064.00
32,629.50 3,301.46 0.69 6,887.35
19,125.00 3,421.88 1.08 -1,125.00
73,055.25 7,241.67 0.98 3,495.75
23,343.00 90.42 0.99 1,643.00
.00 .00 0.00 -37,651.50
6,858.00 12,740.63 1.09 -486.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
United Technologies 1.200% 6/01/15 Standard & Poors Rating: A Moodys Ratinl A2 913017BY4 sset Minor Code 28
Verizon Comm Inc 1.950% 3/28/14 Standard & Poors Rating: A-Moodys Rating: A3 92343VBA 1 Asset Minor Code 28
Total Corporate Issues
Municipal Issues
California ST Dept 5.000% 5/01/13 Standard & Poors Rating: M-Moodys Rating: M3 13066YRQ4 Asset Minor Code 36
Irvine Ranch Ca Wtr 2.385% 9/15/13 Standard & Poors Rating: M+ Moodys Rating: AM 463655GV6 Asset Minor Code 39
Met Dist Sthrn Ca 0.616% 7/01/14 Standard & Poors Rating: AM Moodys Rating: M 1 59266THP9 Asset Minor Code 39
Mount San Antonio Ca 3.750% 8/01/15 Standard & Poors Rating: M Moodys Rating: AA2 623040FA5 Asset Minor Code 39
SHARES/ FACE AMOUNT
1,300,000.000
4,800,000.000
122,396,000.000
5,900,000.000
5,500,000.000
4,600,000.000
2,600,000.000
MARKET FEDERAL PRICE/UNIT TA)(COST
1 ,323,400.00 1 ,299,272.00 101.8000
4,909,392.00 4,793,616.00 102.2790
124,445,004.49 124,163,908.20
6,066,439.00 6,469,527.00 102.8210
5,624,300.00 5, 703,775.00 102.2600
4,606,118.00 4,600,000.00 100.1330
2,797,002.00 2,801 ,240.00 107.5770
Page 15 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
24,128.00 5,200.00 1.17 598.00
115,776.00 780.00 1.85 -4,128.00
281,096.29 380,885.56 1.83 -66 285.89
- 403,088.00 122,916.67 4.86 -21,712.00
-79,475.00 5,830.00 2.34 -9,625.00
6,118.00 7,320.13 0.59 -230.00
-4,238.00 16,250.00 3.43 -5,122.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
DESCRIPTION
New York Ny Subser 2.600% 3/01/14 Standard & Poors Rating: AA Moodys Rating: AA2 64966HXX3 Asset Minor Code 39
Orange Cnty Capensn 0.950% 6/28/13 Standard & Poors Rating: A+ Moodys Rating: AA2 68428LCU6 Asset Minor Code 39
Oregon ST Ref Ser M 0.650% 11/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UNY8 Asset Minor Code 39
Oregon ST Odot Proj 0.570% 5/01/14 Standard & Poors Rating: AA+ Moodys Rating: AA 1 68608UPA8 Asset Minor Code 39
Pasadena Ca Pension 1. 757% 5/15/41 Standard & Poors Rating: AA+ Moodys Rating: N/R 70227RAA8 Asset Minor Code 39
San Francisco Ca 4.000% 10/01/13 Standard & Poors Rating: AA-Moodys Rating: AA3 79765DXQ8 Asset Minor Code 36
University Ca Revs 0.887% 7/01/13 Standard & Poors Rating: A-1+ Moodys Rating: AA 1 91412GFC4 Asset Minor Code 39
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
5,000,000.000 5,133,900.00 102.6780
3, 750,000.000 3, 763,237.50 100.3530
3,610,000.000 3,619,747.00 100.2700
3,475,000.000 3,475,729.75 100.0210
4,520,000.000 4,531,300.00 100.2500
2,675,000.000 2,773,386.50 103.6780
8,400,000.000 8,432,004.00 100.3810
FEDERAL TA}{COST
5,166,450.00
3,750,000.00
3,610,000.00
3,475,000.00
4,520,000.00
2,902,669.25
8,409,178.00
Page 16 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-32,550.00 10,833.33 2.53 -7,000.00
13,237.50 5,937.50 0.89 - 1,312.50
9,747.00 9,777.08 0.59 -361.00
729.75 9,738.69 0.59 -69.50
11,300.00 30,001.75 1.79 - 316.40
- 129,282.75 53,500.00 3.85 -6,714.25
22,826.00 18,627.00 0.89 -3,276.00
05639301 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA WELLS CAPITAL ACCOUNT 19-505985
g~§CRIPTIQN
Total Municipal Issues
Total Assets
Grand Total
SHARES/ MARKET FA~~AMQYNT PRI~ElYbll!
50,030,000.000 50,823,163.75
382,321 ,830.550 386,159,003.29
382,3211830.550 38710641587.13
Time of trade execution and trading party (If not disclosed) will be provided upon request.
FEDERAL TAXCQ§T
51,407,839.25
385,572,569.03
38614781152.87
Page 17 of 34 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON ~UBRENT P~BIQD A~CRUAb Dll~
-584,675.50 290,732.15 2.00 -55 738.65
586,434.26 905,583.84 1.15 -236 699.32
Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.
For further information, please contact your account manager or relationship manager.
We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.
05639401 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP 18 PTMISEA ACCOUNT 19-505986
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
F F C B Disc Nts 9/27112 313312H52 Asset Minor Code 23
F H L B Disc Nts 9/19/12 313384G52 Asset Minor Code 23
F H L B Disc Nts 10/19/12 313384L31 Asset Minor Code 23
F H L B Disc Nts 313384M97 Asset Minor Code 23
F H L B Disc Nts 11/07112 313384N62 Asset Minor Code 23
F H L B Disc Nts 12/28/12 313384U98 Asset Minor Code 23
F N MADisc Nt 11/28/12 313588R31 Asset Minor Code 23
SHARES/ FACE AMOUNT
702,019.670
702,019.670
.000
.000
3,530,000.000
1 '750,000.000
1 '700,000.000
3,500,000.000
1 ,200,000.000
MARKET FEDERAL PRICE/UNIT TAX, COST
702,019.67 702,019.67 1.0000
702,019.67 702,019.67
.00 .00 1.0000
.00 .00 1.0000
3,529,964.70 3,529,385.19 1.0000
1,749,947.50 1 '7 49,632.50 1.0000
1 ,699,949.00 1,699,628.13 1.0000
3,499,650.00 3,498,960.45 .9999
1 '199,940.00 1,199,654.17 1.0000
Page 6 of 18 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 .92 0.00
.00
.00 .92 0.00
.00
.00 .00 0.00 -423.12
.00 .00 0.00 -636.64
579.51 .00 0.00 353.00
315.00 .00 0.00 204.75
320.87 .00 0.00 320.87
689.55 .00 0.00 689.55
285.83 .00 0.00 285.83
05639401 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP 1B PTMISEA ACCOUNT 19-505986
DESCRIPTION
F N MA Disc Nt 12/19/12 313588T88 Asset Minor Code 23
US Treasury Bill 10/18/12 9127955G2 Asset Minor Code 4
U S Treasuifc Bill 9 06/12 9127956G1 Asset Minor Code 4
US Treasu~ Bill 9 13/12 9127956H9 Asset Minor Code 4
US Treasury Bill 12/27/12 9127956Y2 Asset Minor Code 4
US Treasury Bill 1/31/13 912795707 Asset Minor Code 4
Total US Treas & Agency S
Corporate Short Term Obligations
Bank Of Nova Scotia C P 9/20/12 06416JJL8 Asset Minor Code 8
Bank Of Nova Scotia C P 10/29/12 06416JKV4 Asset Minor Code 8
Prov. Britsh Columbia C P 12/21/12 11070JMM9 Asset Minor Code 8
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
4, 700,000.000 4,699,577.00 .9999
4, 700,000.000 4,699,859.00 1.0000
.000 .00 1.0000
.000 .00 1.0000
2,000,000.000 1 ,999,540.00 .9998
2,000,000.000 1 ,999,380.00 .9997
25,080,000.000 25,077,807.20
.000 .00 1.0000
1 ,500,000.000 1 ,499, 700.00 .9998
1 ,500,000.000 1 ,499,055.00 .9994
FEDERAL TA)(COST
4,698,472.50
4,699,531.63
.00
.00
1 ,999,458.33
1 ,999,246.24
25,073,969.14
.00
1 ,499, 100.00
1 ,499,650.00
Page 7 of 18 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
1,104.50 .00 0.00 1,104.50
327.37 .00 0.10 327.37
.00 .00 0.00 -777.65
.00 .00 0.00 -620.00
81.67 .00 0.10 81.67
133.76 .00 0.10 133.76
3,838.06 .00 0.03 1 043.89
.00 .00 0.00 - 578.13
600.00 .00 0.00 405.00
-595.00 .00 0.00 -595.00
05639401 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP 18 PTMISEA ACCOUNT 19-505986
DESCRIPTION
Her Majesty Rgt Canada C P 12/03/12 13508TM37 Asset Minor Code 8
Export Develmt Corp C P 11/26/12 30215GLS9 Asset Minor Code 8
Export Develmt Corp C P 11/27/12 30215GL T7 Asset Minor Code 8
Total Corporate Short Ter
Total Cash And Equivalent
Total Assets
Grand Total
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,850,000.000 1 ,849,093.50 .9995
2,000,000.000 1 ,999,100.00 .9996
1,350,000.000 1 ,349,379.00 .9995
8,200,000.000 8,196,327.50
33,982,019.670 33,976,154.37
33,982,019.670 33,976,154.37
33,9821019.670 33,9761155.29
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL TAX COST
1,849,451.17
1 ,999,256.11
1 ,349,599.50
8,197 ,056. 78
33,973,045.59
33,973,045.59
3319731046.51
Page 8 of 18 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-357.67 .00 0.00 -357.67
- 156.11 .00 0.00 800.00
-220.50 .00 0.00 540.00
-729.28 .00 0.00 214.20
3,108.78 .92 0.02 1 258.09
3,108.78 .92 0.02 1 258.09
05639701 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP1B SYSTEM SAFETY ACCOUNT 19-505989
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
F H L B Disc Nts 9/21/12 313384G78 Asset Minor Code 23
F H L B Disc Nts 10/04/12 313384J42 Asset Minor Code 23
FHLBDisc Nts 10/24/12 313384L80 Asset Minor Code 23
F H L B Disc Nts 10/31/12 313384M71 Asset Minor Code 23
F H L B Disc Nts 11/07/12 313384N62 Asset Minor Code 23
F H L B Disc Nts 12/28/12 313384U98 Asset Minor Code 23
FHLM C Disc Nt 9/12112 313396F65 Asset Minor Code 23
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
2,223,859.640 2,223,859.64 1.0000
2,223,859.640 2,223,859.64
.000 .00 1.0000
3,925,000.000 3,925,000.00 1.0000
3,600,000.000 3,599,964.00 1.0000
3,800,000.000 3,799,924.00 1.0000
3,600,000.000 3,599,892.00 1.0000
2,600,000.000 2,599,7 40.00 .9999
.000 .00 1.0000
FEDERAL TA)(COST
2,223,859.64
2,223,859.64
.00
3,924,197.56
3,599,318.00
3,799,280.11
3,599,287.00
2,599,224.48
.00
Page 6 of21 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 2.93 0.00
.00
.00 2.93 0.00
.00
.00 .00 0.00 -459.00
802.44 .00 0.00 314.00
646.00 .00 0.00 432.00
643.89 .00 0.00 456.00
605.00 .00 0.00 605.00
515.52 .00 0.00 515.52
.00 .00 0.00 -599.43
05639701 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP1B SYSTEM SAFETY ACCOUNT 19-505989
DESCRIPTION
FHLMC Disc Nt 11/26/12 313396097 Asset Minor Code 23
F N MADisc Nt 9/05/12 313588E76 Asset Minor Code 23
US Treasury Bill 9/20/12 9127955C1 Asset Minor Code 4
US Treasury Bill 10/18/12 9127955G2 Asset Minor Code 4
US Treasury Bill 12/13/12 912795500 Asset Minor Code 4
US Treasu~ Bill 9 27/12 9127956J5 Asset Minor Code 4
US Treasury Bill 11/23/12 9127956T3 Asset Minor Code 4
US Treasury Bill 12/27/12 9127956Y2 Asset Minor Code 4
Total US Treas & Agency S
Corporate Short Term Obligations
Bank Of Nova Scotia C P 9/20/12 06416JJL8 Asset Minor Code 8
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
3,110,000.000 3,109,844.50 1.0000
.000 .00 1.0000
.000 .00 1.0000
2,641 ,000.000 2,640,920. 77 1.0000
4,000,000.000 3,999,320.00 .9998
.000 .00 1.0000
1 ,963,000.000 1 ,962, 784.07 .9999
2,000,000.000 1 ,999,540.00 .9998
31,239,000.000 31,236,929.34
.000 .00 1.0000
FEDERAL TA}(COST
3,109,157.71
.00
.00
2,640,725.34
3,999,146.94
.00
1 ,962,545. 78
1 ,999,548.08
31,232,431.00
.00
Page 7 of21 Period from September 1 , 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
686.79 .00 0.00 686.79
.00 .00 0.00 -907.78
.00 .00 0.00 -940.00
195.43 .00 0.10 184.87
173.06 .00 0.10 173.06
.00 .00 0.00 -290.68
238.29 .00 0.10 157.04
-8.08 .00 0.10 -8.08
4,498.34 .00 0.03 319.31
.00 .00 0.00 - 176.58
05639701 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP18 SYSTEM SAFETY ACCOUNT 19-505989
DESCRIPTION
Her Majesty Rgt Canada C P 12/03/12 13508TM37 Asset Minor Code 8
Export Develmt Corp C P 9/05/12 30215GJ52 Asset Minor Code 8
Export Develmt Corp C P 11/15/12 30215GLF7 Asset Minor Code 8
Export Develmt Corp C P 12/13/12 30215GMD1 Asset Minor Code 8
General Elec Capt Corp C P 9/10/12 36959HJA6 Asset Minor Code 8
General Elec Capt Corp C P 36959HLS4 Asset Minor Code 8
Nestle Fin Inti Ltd C P 10/26/12 64105RKS8 Asset Minor Code 8
Total Corporate Short Ter
Cash
Pending Cash
Total Cash
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
2,000,000.000 1,999,020.00 .9995
.000 .00 1.0000
2,600,000.000 2,599,064.00 .9996
1,300,000.000 1,299,259.00 .9994
.000 .00 1.0000
2,600,000.000 2,598,830.00 .9996
1,900,000.000 1,899,658.00 .9998
10,400,000.000 10,395,831.00
- 1,999,548.08
.000 • 1,999,548.08
FEDERAL TAX: COST
1,999,446.67
.00
2,599,443.89
1,299,575.33
.00
2,597,937.33
1,899,544.00
10,395,947.22
- 1,999,548.08
• 1 ,999,548.08
Page 8 of21 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
-426.67 .00 0.00 -426.67
.00 .00 0.00 -502.31
-379.89 .00 0.00 -379.89
- 316.33 .00 0.00 - 316.33
.00 .00 0.00 - 692.44
892.67 .00 0.00 1,040.00
114.00 .00 0.00 513.00
·116.22 .00 0.00 • 941.22
.00 .00 0.00
.00
05639701 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA PROP18 SYSTEM SAFETY ACCOUNT 19-505989
DES~RIPTIQN
Total Cash And Equivalent
Total Assets
Grand Total
SHARES/ MARKET FACE AMOUNT PRI~E£UNIT
43,862,859.640 41,857,071.90
43,862,859.640 41,857,071.90
43,862,859.640 41 ,857,07 4.83
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL TAXCQST
41,852,689.78
41,852,689.78
41 !852!692. 71
Page 9 of21 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON ~!JRRENT PEBIQD A~~B!JAb ll!'II:S;T
4,382.12 2.93 0.02 • 621.91
4,382.12 2.93 0.02 • 621.91
Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.
For further information, please contact your account manager or relationship manager.
We provide a cash management administrative service for the temporary investment of principal and income balances in your account. The fee for providing this service will not exceed $0.42 per month for each $1 ,000 of the average daily balance invested under the cash management administrative service. The charge for this service has been deducted from your account.
05639801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA BARAKAT SETTLEMENT ACCOUNT 19-505990
DESCRIPTION
Cash And Equivalents
Money Markets
FirstAmer Govt Oblig Fund Cl Z 31846V567 Asset Minor Code 1
Total Money Markets
US Treas & Agency Short Term Obligat
F H L B Disc Nts 9/07/12 313384E96 Asset Minor Code 23
F H L B Disc Nts 9/19/12 313384G52 Asset Minor Code 23
F H L B Disc Nts 9/26/12 313384H44 Asset Minor Code 23
F H L B Disc Nts 10/05/12 313384J59 Asset Minor Code 23
F H L B Disc Nts 10/17/12 313384K99 Asset Minor Code 23
F H L B Disc Nts 11/09/12 313384N88 Asset Minor Code 23
FHLMC Disc Nt 11/26/12 313396097 Asset Minor Code 23
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1,004,302.260 1 ,004,302.26 1.0000
1,004,302.260 1,004,302.26
.000 .00 1.0000
.000 .00 1.0000
.000 .00 1.0000
1 ,200,000.000 1 ,200,000.00 1.0000
1 ,200,000.000 1 '199,988.00 1.0000
1 ,450,000.000 1 ,449,956.50 1.0000
1 ,000,000.000 999,950.00 1.0000
FEDERAL TA)(COST
1 ,004,302.26
1,004,302.26
.00
.00
.00
1 '199,800.00
1 '199, 752.00
1,449,702.95
999,776.67
Page 6 of 18 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
.00 1.32 0.00
.00
.00 1.32 0.00
.00
.00 .00 0.00 -255.88
.00 .00 0.00 - 163.33
.00 .00 0.00 - 122.50
200.00 .00 0.00 96.00
236.00 .00 0.00 120.00
253.55 .00 0.00 253.55
173.33 .00 0.00 173.33
05639801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA BARAKAT SETTLEMENT ACCOUNT 19-505990
DESCRIPTION
F N MA Disc Nt 1/09/13 313589AJ2 Asset Minor Code 23
US Treasury Bill 9/27/12 9127956J5 Asset Minor Code 4
US Treasury Bill 10/11/12 9127956M8 Asset Minor Code 4
US Treasury Bill 11/01/12 9127956P1 Asset Minor Code 4
US Treasury Bill 12/27/12 9127956Y2 Asset Minor Code 4
Total US Treas & Agency S
Corporate Short Term Obligations
Prov Britsh Columbia C P 12/07/12 11070JM72 Asset Minor Code 8
Export Develmt Corp C P 10/18/12 30215GKJO Asset Minor Code 8
Met Life Fdg lncC P 11/13/12 59087ALD9 Asset Minor Code 8
Nestle Fin Inti Ltd C P 9/10/12 64105RJA9 Asset Minor Code 8
SHARES/ MARKET FACE AMOUNT PRICE/UNIT
1 ,000,000.000 999,860.00 .9999
.000 .00 1.0000
1 '148,000.000 1 '147,988.52 1.0000
830,000.000 829,958.50 1.0000
1 ,003,000.000 1,002,769.31 .9998
8,831,000.000 8,830,470.83
900,000.000 899,532.00 .9995
1 '1 00,000.000 1 ,099,868.00 .9999
900,000.000 899,685.00 .9997
.000 .00 1.0000
FEDERAL TAX COST
999,656.67
.00
1,147,743.37
829,876.71
1,002,773.36
8,829,081. 73
899,615.25
1,099,754.64
899,767.50
.00
Page 7 of 18 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON CURRENT PERIOD ACCRUAL MKT
203.33 .00 0.00 203.33
.00 .00 0.00 -272.56
245.15 .00 0.00 80.36
81.79 .00 0.10 58.10
-4.05 .00 0.10 -4.05
1,389.10 .00 0.02 166.35
-83.25 .00 0.00 585.00
113.36 .00 0.00 286.00
-82.50 .00 0.00 -82.50
.00 .00 0.00 -179.97
05639801 61-D-01-B-82 -278-04 0101 -11-00355-04
LOS ANGELES MTA BARAKAT SETILEMENT ACCOUNT 19-505990
g~§CBIE!!IO~
Total Corporate Short Ter
Cash
Pending Cash
Total Cash
Total Cash And Equivalent
Total Assets
Grand Total
SHARES/ MARKET FA~EAMQY~! i:!RI~ElUNIT
2,900,000.000 2,899,085.00
- 1 ,002, 773.36
.000 • 1 ,002, 773.36
12,735,302.260 11,731,084.73
12,735,302.260 11,731,084.73
1217351302.260 1117311086.05
Time of trade execution and trading party (if not disclosed) will be provided upon request.
FEDERAL TAX~O§T
2,899,137.39
-1,002,773.36
• 1 ,002, 773.36
11 '729, 7 48.02
11,729,748.02
11172917 49.34
Page 8 of 18 Period from September 1, 2012 to September 30, 2012
UNREALIZED GAIN (LOSS) YIELD
SINCE INCEPTION/ ENDING ON ~YRB~~! E!~BIQD A~~BYAL MKT
• 52.39 .00 0.00 608.53
.00 .00 0.00
.00
1,336.71 1.32 0.01 774.88
1,336.71 1.32 0.01 774.88
Publicly traded assets are valued in accordance with market quotations or valuation methodologies from financial Industry services believed by us to be reliable. Assets that are not publicly traded may be reflected at values from other external sources. Assets for which a current value is not available may be reflected at a previous value or as not valued, at par value, or at a nominal value. Values shown do not necessarily reflect prices at which assets could be bought or sold. Values are updated based on internal policy and may be updated less frequently than statement generation.
For further information, please contact your account manager or relationship manager.
L.Ail'' Regular Monthly Statement
Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-000 l (916) 653-3001 LOS ANGELES COUNTY METRO PO LIT AN TRANSPORTATION AUTHORITY TREASURY DEPARTMENT ONE GATEWAY PLAZA MAIL STOP 99-21-2 LOS ANGELES, CA 90012
Account Summary
Total Deposit:
Total Withdrawal:
PI\UA Average Monthly Yields
Account Number: 80-19-011
Page 1 or 1
W\\W.trl'asurer.ca.gov/pmi:~
-Ia if October 01,2012
Tran Tvne Definitions September 20 12 Statement
0.00 Beginning Balance:
0.00 Ending ·Balance:
49,430,824.11
49,430,824.11
https://laifms.treasurer.ca.gov/RegularStatement.aspx 10/1/2012
LAIF Regular Monthly Statement
Local Agency Investment Fund P.O. Box 942809 Sacramento, CA 94209-0001 (916) 653-3001 PUBLIC TRANSPORTATION SERVICES CORPORATION TREASURY DEPARTMENT ONE GATEWAY PLAZA MAIL STOP 99-21-2 LOS ANGELES, CA 90012-2952
Account Summary
Total Deposit:
Total Withdrawal:
PMIA Aver:tge Monthh· Yields
Account Number: 80-19-013
.Page 1 ot 1
www.treasurcr.ca.gov/pmia -Ia if
October 01, 2012
Tran Tyoe Definitions September 2012 Statement
0.00 Beginning Balance:
0.00 Ending Balance:
49,430,824.11
49,430,824.11
https:/ /laifms. treasurer.ca.gov/RegularStatement.aspx 10/1/2012
ATTACHMENT VII
ATTACHMENT II
TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR JULY 2012
COMPLIANCE REPORT
Portfolio Securities Not in Accordance with Treasurer Policy For the Month of July 2012
Investments Exceeding Issuer Limit:
Issuer
Svenska Handelsbanken
Total Investment
Holdings
$350,000,000
Total Issuer No. of Limit Days
$300,000,000 5
Total investment limit for Svenska Handelsbanken is $300 million. Due to a system reporting error, the limit was exceeded by $50 million for 5 days.
ATTACHMENT II
TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS FOR AUGUST 2012
COMPLIANCE REPORT
Portfolio Securities Not in Accordance with Treasurer Policy For the Month of August 2012
No exceptions noted.
® .......... c..m,
Metro ......,., .... T~,..........._ One Gateway Plaza 213.922.2000 Tel Los Angeles, CA 90012·2952 metro.net
ATTACHMENT VII
TREASURER AND TAX COLLECTOR REPORT OF INVESTMENT TRANSACTIONS
COMPLIANCE REPORTS FOR THE MONTH ENDED SEPTEMBER 2012
At the time of this report, the final Los Angeles County Report of Investments for September 2012 was unavailable for inclusion.