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<br /> <br />'I CHANDLER <br />=AGEMENT <br /> <br />Portfolio Characteristics <br /> <br />9/30/2006 <br /> <br />LAI F ~ City Pool <br />LAIF - Redevelopment Agency <br />LAIF - RDA 1993A Bond Proceeds <br />LAIF - RDA 2004 Bond Proceeds <br />Managed Pool Accounts <br />Passbook/Checking Accounts <br />Total LAIF and Bank Accounts <br /> <br />$22,384,870 <br />4,167,313 <br />35,813 <br />2,114,564 <br />312,452 <br />3,197,922 <br />$32,212,934 <br /> <br />Investment Portfolio Market Value <br />Total Market Value <br /> <br />$43,215,592 <br />$75,428,526 <br /> <br />LAIF Quarterly Apportionment Rate <br />2 year US Treasury Yield to Maturity <br />5 year US Treasury Yield to Maturity <br />Investment Portfolio: <br /> <br />4.93% <br />4.68% <br />4.58% <br /> <br />Average Maturity (yrs) <br />Modified Duration <br />Average Book Yield <br />Average Yield to Maturity at Market <br />Average Quality <br /> <br />1.49 <br />1.39 <br /> <br />3.90% <br />5.04% <br /> <br />AAA <br /> <br />Portfolio Activity <br /> <br />6/30/2006 <br /> <br />$21,157,917 <br /> <br />4,769,077 <br /> <br />35,414 <br /> <br />3,199,387 <br /> <br />308,397 <br /> <br />104.566 <br /> <br />$29,574,759 <br /> <br />$43,589,386 <br />$73,164,145 <br /> <br />4.53% <br />5.15% <br />5.09% <br /> <br />1.62 <br /> <br />1.49 <br /> <br />3.83% <br /> <br />5.46% <br /> <br />AAA <br /> <br />During the third quarter of 2006, activity in the portfolio managed by Chandler Asset <br />Management was primarily influenced by the withdrawal of $1.23 million for the City's liquidity <br />needs. Other activity consisted of the re-investment of a maturing security balance into an <br />Agency security maturing in October 2009. The portfolio sector allocations were stable as the <br />sector holdings were 72.6% Agencies, 19.6% Treasuries, and 7.3% Corporates. Currently <br />the City's portfolio duration is about 83% of the 1-3 Year Government benchmark. <br /> <br />5 <br />